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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
CBU icon
1476
Community Bank
CBU
$3.41B
$6.86M 0.01%
112,332
+7,929
+8% +$505K
DCH
1477
Dauch Corp
DCH
$1.33B
$6.86M 0.01%
393,300
-93,143
-19% -$1.6M
CNSL
1478
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
$6.85M 0.01%
525,481
+30,948
+6% +$383K
GRA
1479
DELISTED
W.R. Grace & Co.
GRA
$6.83M 0.01%
95,629
+15,839
+20% +$1.14M
PRFT
1480
DELISTED
Perficient Inc
PRFT
$6.83M 0.01%
256,216
-1,267
-0.5% -$35K
SBRA icon
1481
Sabra Healthcare REIT
SBRA
$5.61B
$6.81M 0.01%
294,376
+24,576
+9% +$557K
SF
1482
Stifel
SF
$12.8B
$6.79M 0.01%
298,024
-6,196
-2% -$149K
Z icon
1483
Zillow
Z
$7.7B
$6.79M 0.01%
153,324
+14,318
+10% +$747K
ELUX
1484
DELISTED
AKTIEB. ELECTROLUX B ADR SPNSD
ELUX
$6.78M 0.01%
153,926
+42,446
+38% +$1.87M
PRGS icon
1485
Progress Software
PRGS
$1.66B
$6.78M 0.01%
192,110
-12,722
-6% -$505K
ABG icon
1486
Asbury Automotive
ABG
$4.49B
$6.78M 0.01%
98,606
-941
-0.9% -$67.8K
UVE icon
1487
Universal Insurance Holdings
UVE
$1.23B
$6.77M 0.01%
139,363
-12,339
-8% -$530K
VEA icon
1488
Vanguard FTSE Developed Markets ETF
VEA
$225B
$6.75M 0.01%
156,062
-38,274
-20% -$1.65M
GBCI icon
1489
Glacier Bancorp
GBCI
$6.45B
$6.75M 0.01%
156,700
+19,764
+14% +$860K
WBC
1490
DELISTED
WABCO HOLDINGS INC.
WBC
$6.74M 0.01%
57,107
-4,335
-7% -$524K
PAM icon
1491
Pampa Energía
PAM
$4.56B
$6.73M 0.01%
+216,871
New +$7.52M
ESI icon
1492
Element Solutions
ESI
$8.89B
$6.72M 0.01%
539,293
+101,231
+23% +$1.26M
FMBI
1493
DELISTED
First Midwest Bancorp Inc/IL
FMBI
$6.71M 0.01%
252,159
+55,602
+28% +$1.49M
CBL
1494
DELISTED
CBL& Associates Properties, Inc.
CBL
$6.7M 0.01%
1,679,671
-15,895
-0.9% -$76.2K
NCMI icon
1495
National CineMedia
NCMI
$371M
$6.68M 0.01%
63,100
+12,613
+25% +$1.12M
SEM
1496
DELISTED
Select Medical
SEM
$6.68M 0.01%
673,591
-32,721
-5% -$339K
GTY
1497
Getty Realty Corp
GTY
$2.17B
$6.67M 0.01%
233,523
-5,726
-2% -$165K
CBD
1498
DELISTED
Companhia Brasileira de Distribuicao
CBD
$6.67M 0.01%
310,471
+10,351
+3% +$211K
PAC icon
1499
Grupo Aeroportuario del Pacifico
PAC
$12.9B
$6.67M 0.01%
61,070
+13,974
+30% +$1.4M
BCPC
1500
Balchem Corp
BCPC
$5.33B
$6.67M 0.01%
59,489
+3,691
+7% +$388K
58 59
60
61 62

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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.