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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
OIS icon
1551
Oil States International
OIS
$483M
$6.26M 0.01%
188,430
+27,180
+17% +$887K
AXON
1552
Axon Enterprise
AXON
$44.1B
$6.25M 0.01%
91,365
-23,709
-21% -$1.6M
SAVE
1553
DELISTED
Spirit Airlines, Inc.
SAVE
$6.24M 0.01%
132,890
+49,683
+60% +$2.2M
GMED icon
1554
Globus Medical
GMED
$10.9B
$6.23M 0.01%
109,796
-31,830
-22% -$1.68M
MBT
1555
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$6.22M 0.01%
729,262
+126,432
+21% +$1.04M
AHL
1556
DELISTED
ASPEN Insurance Holding Limited
AHL
$6.2M 0.01%
148,346
-30,682
-17% -$1.23M
LSXMA
1557
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
$6.2M 0.01%
197,462
+1,656
+0.8% +$55.6K
VISN
1558
Vistance Networks Inc
VISN
$2.67B
$6.19M 0.01%
201,190
+80,452
+67% +$2.47M
FWRD icon
1559
Forward Air
FWRD
$467M
$6.19M 0.01%
86,276
+4,342
+5% +$276K
PODD icon
1560
Insulet
PODD
$11.6B
$6.18M 0.01%
58,326
-31,230
-35% -$2.92M
CRUS icon
1561
Cirrus Logic
CRUS
$6.87B
$6.18M 0.01%
159,995
+61,987
+63% +$2.57M
MTH icon
1562
Meritage Homes
MTH
$4.89B
$6.17M 0.01%
309,132
+17,600
+6% +$384K
PRAA icon
1563
PRA Group
PRAA
$688M
$6.16M 0.01%
171,104
+1,192
+0.7% +$46.6K
TDOC icon
1564
Teladoc Health
TDOC
$1.69B
$6.16M 0.01%
71,310
-9,745
-12% -$695K
ONC
1565
BeOne Medicines Ltd
ONC
$34.3B
$6.14M 0.01%
35,678
+30,944
+654% +$5.2M
GNL icon
1566
Global Net Lease
GNL
$1.86B
$6.14M 0.01%
294,467
+22,774
+8% +$481K
VRNT
1567
DELISTED
Verint Systems
VRNT
$6.14M 0.01%
240,430
+56,397
+31% +$1.37M
KRO icon
1568
KRONOS Worldwide
KRO
$712M
$6.12M 0.01%
376,724
+92,347
+32% +$1.88M
SGI
1569
Somnigroup International
SGI
$15.2B
$6.12M 0.01%
462,920
+60,228
+15% +$804K
SCS
1570
DELISTED
Steelcase
SCS
$6.12M 0.01%
330,844
-22,273
-6% -$327K
MATX icon
1571
Matsons
MATX
$6.15B
$6.12M 0.01%
154,326
+51,542
+50% +$1.91M
WBS icon
1572
Webster Financial
WBS
$12.5B
$6.1M 0.01%
103,445
+9,800
+10% +$637K
XOXO
1573
DELISTED
Xo Group Inc
XOXO
$6.1M 0.01%
176,869
-16,266
-8% -$503K
AXTA icon
1574
Axalta
AXTA
$7.58B
$6.1M 0.01%
209,070
-76,356
-27% -$2.29M
SHI
1575
DELISTED
Sinopec Shanghai Petrochemical Co., Ltd.
SHI
$6.08M 0.01%
100,813
+17,459
+21% +$1.03M
61 62
63
64 65

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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.