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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
DORM icon
1601
Dorman Products
DORM
$4.27B
$5.88M 0.01%
76,373
+1,862
+2% +$142K
TIVO
1602
DELISTED
Tivo Inc
TIVO
$5.87M 0.01%
471,095
+1,718
+0.4% +$22.2K
PRI icon
1603
Primerica
PRI
$10.1B
$5.86M 0.01%
48,565
-2,621
-5% -$304K
MGEE icon
1604
MGE Energy Inc
MGEE
$3.07B
$5.85M 0.01%
91,671
-4,662
-5% -$302K
WABC icon
1605
Westamerica Bancorp
WABC
$1.39B
$5.83M 0.01%
96,964
+3,744
+4% +$230K
AU icon
1606
AngloGold Ashanti
AU
$38.9B
$5.82M 0.01%
678,349
+284,598
+72% +$2.35M
PBI icon
1607
Pitney Bowes
PBI
$2.42B
$5.82M 0.01%
821,755
+95,581
+13% +$772K
CAL icon
1608
Caleres
CAL
$426M
$5.81M 0.01%
162,034
+1,382
+0.9% +$49.5K
BHK icon
1609
BlackRock Core Bond Trust
BHK
$643M
$5.81M 0.01%
454,315
+6,338
+1% +$81.2K
EIG icon
1610
Employers Holdings
EIG
$905M
$5.8M 0.01%
128,144
+15,562
+14% +$687K
NHC icon
1611
National Healthcare
NHC
$3.58B
$5.8M 0.01%
76,949
+16,525
+27% +$1.22M
AYR
1612
DELISTED
Aircastle Ltd
AYR
$5.8M 0.01%
264,688
+40,125
+18% +$832K
DMB
1613
BNY Mellon Municipal Bond Infrastructure Fund
DMB
$195M
$5.79M 0.01%
465,880
+42,579
+10% +$535K
SCHA icon
1614
Schwab U.S Small- Cap ETF
SCHA
$21.9B
$5.78M 0.01%
303,736
+144
+0% +$2.75K
BTU icon
1615
Peabody Energy
BTU
$2.53B
$5.78M 0.01%
162,121
-22,743
-12% -$976K
MSA icon
1616
Mine Safety
MSA
$6.75B
$5.77M 0.01%
54,175
-2,456
-4% -$248K
SP
1617
DELISTED
SP Plus Corporation
SP
$5.73M 0.01%
156,960
+5,257
+3% +$203K
ENIC icon
1618
Enel Chile
ENIC
$6.07B
$5.72M 0.01%
1,142,738
+755,956
+195% +$3.76M
RYAM icon
1619
Rayonier Advanced Materials
RYAM
$571M
$5.72M 0.01%
310,589
+49,727
+19% +$977K
HIBB
1620
DELISTED
Hibbett, Inc. Common Stock
HIBB
$5.72M 0.01%
304,240
+25,718
+9% +$582K
WNS
1621
DELISTED
WNS Holdings
WNS
$5.71M 0.01%
112,513
+10,139
+10% +$518K
TCBI icon
1622
Texas Capital Bancshares
TCBI
$4.29B
$5.7M 0.01%
69,000
+880
+1% +$79.8K
NOVT icon
1623
Novanta
NOVT
$4.88B
$5.69M 0.01%
83,205
-4,696
-5% -$329K
AEGN
1624
DELISTED
Aegion Corp
AEGN
$5.68M 0.01%
223,905
+41,116
+22% +$1.03M
TWLO icon
1625
Twilio
TWLO
$28.6B
$5.67M 0.01%
65,761
+281
+0.4% +$20.5K
63 64
65
66 67

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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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ACI
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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.