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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
PGRE
1376
DELISTED
Paramount Group
PGRE
$7.76M 0.01%
514,177
+94,699
+23% +$1.47M
SANM icon
1377
Sanmina
SANM
$9.24B
$7.76M 0.01%
281,140
-3,991
-1% -$120K
LECO icon
1378
Lincoln Electric
LECO
$14.6B
$7.76M 0.01%
83,000
+9,301
+13% +$860K
VRS
1379
DELISTED
Verso Corporation
VRS
$7.74M 0.01%
229,826
-19,001
-8% -$497K
SSNC icon
1380
SS&C Technologies
SSNC
$18.8B
$7.73M 0.01%
135,981
+22,119
+19% +$1.23M
GNRC icon
1381
Generac Holdings
GNRC
$11.5B
$7.72M 0.01%
136,898
+6,620
+5% +$363K
ASR icon
1382
Grupo Aeroportuario del Sureste
ASR
$8.14B
$7.72M 0.01%
37,630
+3,466
+10% +$637K
ALV icon
1383
Autoliv
ALV
$9.09B
$7.71M 0.01%
88,978
-26,591
-23% -$2.54M
SJR
1384
DELISTED
Shaw Communications Inc.
SJR
$7.71M 0.01%
395,555
+11,972
+3% +$242K
CMTL icon
1385
Comtech Telecommunications
CMTL
$51.5M
$7.69M 0.01%
212,049
-53,773
-20% -$1.84M
MCY icon
1386
Mercury Insurance
MCY
$6.07B
$7.68M 0.01%
153,157
+18,148
+13% +$904K
WAGE
1387
DELISTED
WageWorks, Inc.
WAGE
$7.67M 0.01%
179,389
-16,716
-9% -$843K
GLOG
1388
DELISTED
GASLOG LTD
GLOG
$7.67M 0.01%
388,167
+337,656
+668% +$5.99M
IIIN icon
1389
Insteel Industries
IIIN
$631M
$7.66M 0.01%
213,535
-30,334
-12% -$1.17M
RCI icon
1390
Rogers Communications
RCI
$18.8B
$7.66M 0.01%
148,928
+3,655
+3% +$187K
HA
1391
DELISTED
Hawaiian Holdings, Inc.
HA
$7.65M 0.01%
190,721
+1,933
+1% +$76.7K
AIT icon
1392
Applied Industrial Technologies
AIT
$12.9B
$7.64M 0.01%
97,632
+6,879
+8% +$521K
SABR icon
1393
Sabre
SABR
$743M
$7.63M 0.01%
292,427
+16,467
+6% +$423K
COUP
1394
DELISTED
Coupa Software Incorporated
COUP
$7.6M 0.01%
96,037
+6,328
+7% +$440K
AIN icon
1395
Albany International
AIN
$2.16B
$7.59M 0.01%
95,526
+21,335
+29% +$1.54M
LFC
1396
DELISTED
China Life Insurance Company Ltd.
LFC
$7.58M 0.01%
665,686
-13,114
-2% -$156K
IQI icon
1397
Invesco Quality Municipal Securities
IQI
$527M
$7.54M 0.01%
651,135
-76,115
-10% -$907K
IVR icon
1398
Invesco Mortgage Capital
IVR
$769M
$7.53M 0.01%
47,605
+3,833
+9% +$620K
USNA icon
1399
Usana Health Sciences
USNA
$429M
$7.53M 0.01%
62,469
+1,011
+2% +$125K
CONE
1400
DELISTED
CyrusOne Inc Common Stock
CONE
$7.53M 0.01%
118,775
+15,038
+14% +$973K
54 55
56
57 58

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MCM
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PSUF
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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.