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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
EGP icon
1451
EastGroup Properties
EGP
$11.3B
$7.06M 0.01%
73,811
+3,692
+5% +$355K
CARS icon
1452
Cars.com
CARS
$705M
$7.04M 0.01%
255,032
+13,630
+6% +$381K
SLF icon
1453
Sun Life Financial
SLF
$46.6B
$7.04M 0.01%
176,961
+5,998
+4% +$240K
AL
1454
DELISTED
Air Lease Corp
AL
$7.03M 0.01%
153,138
+9,976
+7% +$445K
WBT
1455
DELISTED
Welbilt, Inc.
WBT
$7.01M 0.01%
335,853
+59,144
+21% +$1.3M
SHOO icon
1456
Steven Madden
SHOO
$3.22B
$7.01M 0.01%
198,816
-14,988
-7% -$556K
AWR icon
1457
American States Water
AWR
$3.45B
$7M 0.01%
114,491
-12,441
-10% -$747K
FLO icon
1458
Flowers Foods
FLO
$1.6B
$7M 0.01%
374,898
+71,959
+24% +$1.45M
WDFC icon
1459
WD-40
WDFC
$3.08B
$6.97M 0.01%
40,528
+2,127
+6% +$356K
JRI icon
1460
Nuveen Real Asset Income & Growth Fund
JRI
$354M
$6.96M 0.01%
432,099
+113,449
+36% +$1.85M
TI
1461
DELISTED
Telecom Italia
TI
$6.96M 0.01%
1,160,212
+59,732
+5% +$414K
GLIBA
1462
DELISTED
GCI Liberty, Inc. Class A Common Stock (DE)
GLIBA
$6.96M 0.01%
136,464
+6,316
+5% +$303K
CVNA icon
1463
Carvana
CVNA
$47.3B
$6.96M 0.01%
588,790
-190,925
-24% -$2.04M
PMT
1464
PennyMac Mortgage Investment
PMT
$854M
$6.94M 0.01%
343,052
+19,793
+6% +$389K
TREE icon
1465
LendingTree
TREE
$572M
$6.92M 0.01%
30,096
-911
-3% -$217K
SYNT
1466
DELISTED
Syntel Inc
SYNT
$6.92M 0.01%
168,832
-1,242
-0.7% -$49.7K
WOLF icon
1467
Wolfspeed
WOLF
$1.14B
$6.89M 0.01%
182,078
-41,794
-19% -$1.9M
UNF icon
1468
Unifirst Corp
UNF
$5.43B
$6.88M 0.01%
39,641
+7,623
+24% +$1.4M
NNN icon
1469
NNN REIT
NNN
$9.37B
$6.88M 0.01%
153,495
+8,867
+6% +$399K
SSTK icon
1470
Shutterstock
SSTK
$220M
$6.88M 0.01%
126,051
+4,173
+3% +$215K
MANT
1471
DELISTED
Mantech International Corp
MANT
$6.88M 0.01%
108,690
+9,319
+9% +$581K
HMN icon
1472
Horace Mann Educators
HMN
$2.12B
$6.88M 0.01%
153,185
+4,495
+3% +$204K
NE
1473
DELISTED
Noble Corporation
NE
$6.88M 0.01%
978,401
+39,549
+4% +$240K
IBOC icon
1474
International Bancshares
IBOC
$4.83B
$6.87M 0.01%
152,625
-1,277
-0.8% -$58.3K
CLF icon
1475
Cleveland-Cliffs
CLF
$6.84B
$6.86M 0.01%
542,171
-36,277
-6% -$373K
57 58
59
60 61

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AF
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MCM
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PSUF
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IA
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SCC
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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.