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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
IPGP icon
1426
IPG Photonics
IPGP
$3.57B
$7.35M 0.01%
47,121
-23,641
-33% -$4.39M
KLXI
1427
DELISTED
KLX Inc.
KLXI
$7.33M 0.01%
116,839
+1,791
+2% +$110K
GTLS
1428
DELISTED
Chart Industries
GTLS
$7.32M 0.01%
93,440
-7,034
-7% -$521K
CBRL icon
1429
Cracker Barrel
CBRL
$1.2B
$7.29M 0.01%
49,550
+2,637
+6% +$395K
ESLT icon
1430
Elbit Systems
ESLT
$38.4B
$7.28M 0.01%
57,991
+5,064
+10% +$626K
TX icon
1431
Ternium
TX
$9.68B
$7.26M 0.01%
239,762
+193,368
+417% +$6.12M
BC icon
1432
Brunswick
BC
$5.33B
$7.23M 0.01%
107,831
-8,712
-7% -$577K
INXN
1433
DELISTED
Interxion Holding N.V.
INXN
$7.23M 0.01%
107,376
+9,362
+10% +$607K
OZK icon
1434
Bank OZK
OZK
$5.62B
$7.22M 0.01%
190,297
-6,967
-4% -$286K
HUBS icon
1435
HubSpot
HUBS
$12.2B
$7.21M 0.01%
47,773
-10,629
-18% -$1.46M
DAN icon
1436
Dana Inc
DAN
$2.95B
$7.21M 0.01%
386,124
-8,752
-2% -$176K
GFI icon
1437
Gold Fields
GFI
$29.2B
$7.17M 0.01%
2,963,915
+366,979
+14% +$1.1M
UTL icon
1438
Unitil
UTL
$1.01B
$7.14M 0.01%
140,268
-5,878
-4% -$300K
AVYA
1439
DELISTED
Avaya Holdings Corp. Common Stock
AVYA
$7.11M 0.01%
321,252
+54,406
+20% +$1.17M
RBC icon
1440
RBC Bearings
RBC
$18.2B
$7.11M 0.01%
47,282
-1,324
-3% -$191K
KRG icon
1441
Kite Realty
KRG
$5.91B
$7.11M 0.01%
426,841
+52,470
+14% +$888K
ENV
1442
DELISTED
ENVESTNET, INC.
ENV
$7.11M 0.01%
116,605
+26,442
+29% +$1.6M
LCII icon
1443
LCI Industries
LCII
$2.62B
$7.11M 0.01%
85,823
-2,240
-3% -$209K
TNET icon
1444
TriNet
TNET
$3.14B
$7.1M 0.01%
125,998
-19,264
-13% -$1.08M
APAM icon
1445
Artisan Partners
APAM
$2.9B
$7.09M 0.01%
218,867
+31,889
+17% +$1.04M
TELN
1446
DELISTED
TELENOR ASA
TELN
$7.09M 0.01%
363,445
-26,781
-7% -$522K
COWN
1447
DELISTED
Cowen Inc. Class A Common Stock
COWN
$7.08M 0.01%
434,339
+62,339
+17% +$932K
FIVN icon
1448
FIVE9
FIVN
$2.08B
$7.07M 0.01%
161,877
-104,142
-39% -$4.29M
LITE icon
1449
Lumentum
LITE
$50.7B
$7.07M 0.01%
117,948
+7,348
+7% +$440K
AXE
1450
DELISTED
Anixter International Inc
AXE
$7.07M 0.01%
100,492
+13,863
+16% +$971K
56 57
58
59 60

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MCM
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PSUF
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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.