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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+6.72%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$114B
AUM Growth
+$8.81B
Cap. Flow
+$2.8B
Cap. Flow %
2.45%
Top 10 Hldgs %
15.97%
Holding
4,052
New
175
Increased
2,320
Reduced
1,403
Closed
113

Top Buys

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$217M
2
IWF icon
iShares Russell 1000 Growth ETF
IWF
+$157M
3
IUSV icon
iShares Core S&P US Value ETF
IUSV
+$134M
4
BAP icon
Credicorp
BAP
+$79.9M
5
JNJ icon
Johnson & Johnson
JNJ
+$51.8M

Top Sells

Rank Stock Value
1
SCZ icon
iShares MSCI EAFE Small-Cap ETF
SCZ
+$170M
2
IEMG icon
iShares Core MSCI Emerging Markets ETF
IEMG
+$161M
3
WFC icon
Wells Fargo
WFC
+$123M
4
VOO icon
Vanguard S&P 500 ETF
VOO
+$60.9M
5
XL
XL Group Ltd.
XL
+$55.8M

Sector Composition

Rank Sector Weight
1 Technology 14.79%
2 Financials 13.98%
3 Healthcare 12.2%
4 Consumer Discretionary 8.82%
5 Industrials 8.57%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AWI icon
1351
Armstrong World Industries
AWI
$7.62B
$7.96M 0.01%
114,408
+22,964
+25% +$1.58M
BDC icon
1352
Belden
BDC
$4.09B
$7.96M 0.01%
111,440
+20,526
+23% +$1.41M
NTB icon
1353
Bank of N.T. Butterfield & Son
NTB
$2.37B
$7.94M 0.01%
153,032
-28,322
-16% -$1.43M
MGLN
1354
DELISTED
Magellan Health Services, Inc.
MGLN
$7.93M 0.01%
110,014
-12,503
-10% -$1.01M
LSI
1355
DELISTED
Life Storage, Inc.
LSI
$7.92M 0.01%
124,889
+1,646
+1% +$107K
HUBB icon
1356
Hubbell
HUBB
$25.6B
$7.92M 0.01%
59,294
+6,637
+13% +$815K
PFGC icon
1357
Performance Food Group
PFGC
$18.1B
$7.92M 0.01%
237,753
+21,594
+10% +$761K
KFY icon
1358
Korn Ferry
KFY
$4.26B
$7.91M 0.01%
160,718
-30,366
-16% -$1.87M
GIII icon
1359
G-III Apparel Group
GIII
$1.55B
$7.91M 0.01%
164,207
+7,273
+5% +$331K
WAL icon
1360
Western Alliance Bancorporation
WAL
$9.13B
$7.91M 0.01%
139,064
-8,980
-6% -$517K
SCHX icon
1361
Schwab US Large- Cap ETF
SCHX
$71.3B
$7.89M 0.01%
680,724
+8,430
+1% +$95.8K
TKR icon
1362
Timken Company
TKR
$9.72B
$7.88M 0.01%
158,156
-18,504
-10% -$874K
WRI
1363
DELISTED
Weingarten Realty Investors
WRI
$7.85M 0.01%
263,717
+22,925
+10% +$696K
RYN icon
1364
Rayonier
RYN
$6.64B
$7.84M 0.01%
255,582
-47,494
-16% -$1.52M
LAD icon
1365
Lithia Motors
LAD
$8.17B
$7.83M 0.01%
95,885
-16,419
-15% -$1.45M
HIW icon
1366
Highwoods Properties
HIW
$3.71B
$7.82M 0.01%
165,516
+2,598
+2% +$128K
GWRE icon
1367
Guidewire Software
GWRE
$13.3B
$7.82M 0.01%
77,386
+24,900
+47% +$2.39M
ZNGA
1368
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$7.81M 0.01%
1,946,871
+39,305
+2% +$158K
FUL icon
1369
H.B. Fuller
FUL
$3.07B
$7.79M 0.01%
150,832
+6,982
+5% +$394K
SIR
1370
DELISTED
SELECT INCOME REIT
SIR
$7.79M 0.01%
807,270
+207,161
+35% +$1.95M
RPAI
1371
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$7.78M 0.01%
638,352
+109,491
+21% +$1.38M
ICUI icon
1372
ICU Medical
ICUI
$4.14B
$7.77M 0.01%
27,477
-5,882
-18% -$1.72M
PBR.A icon
1373
Petrobras Class A
PBR.A
$104B
$7.77M 0.01%
742,513
+444,605
+149% +$4.32M
AMH icon
1374
American Homes 4 Rent
AMH
$12.2B
$7.76M 0.01%
354,708
+3,338
+0.9% +$75.3K
SYKE
1375
DELISTED
SYKES Enterprises Inc
SYKE
$7.76M 0.01%
254,653
+34,339
+16% +$1.02M
53 54
55
56 57

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MCM
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PSUF
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IA
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BAM
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Parametric Portfolio Associates's Q3 2018 Portfolio in Review

As of Q3 2018, Parametric Portfolio Associates held 4,052 positions worth $114B, up 8.3% from $106B the previous quarter. Its ten largest holdings account for 16% of the portfolio.

Parametric Portfolio Associates's Q3 2018 filing shows 175 new, 2,320 increased, 1,403 reduced and 113 closed positions. Its largest new stake was iShares Core S&P US Value ETF: 2,394,547 shares worth $135M. The largest sale was iShares MSCI EAFE Small-Cap ETF, an estimated $170M.

By sector, the portfolio is most concentrated in Technology at 15% of assets, up from 14% a quarter earlier, followed by Financials and Healthcare.

  • Parametric Portfolio Associates's largest Q3 2018 buy was iShares Core S&P US Value ETF: 2,394,547 shares worth $135M.
  • Parametric Portfolio Associates added most to iShares Core S&P 500 ETF in Q3 2018, an estimated $217M increase.
  • Parametric Portfolio Associates's biggest Q3 2018 reduction was iShares MSCI EAFE Small-Cap ETF, cutting an estimated $170M.
  • Parametric Portfolio Associates fully exited XL Group Ltd. in Q3 2018, selling an estimated $55.8M.
  • Parametric Portfolio Associates's ten largest holdings make up 16% of its $114B portfolio in Q3 2018.
  • Parametric Portfolio Associates opened 175 new positions and closed 113 in Q3 2018.
  • Parametric Portfolio Associates's portfolio value rose 8.3% quarter-over-quarter to $114B.

Based on Parametric Portfolio Associates's 13F filing for Q3 2018, filed 13 Nov 2018.