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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
UTMD icon
2601
Utah Medical Products
UTMD
$220M
$1.18M ﹤0.01%
+12,541
New +$1.2M
SHAK icon
2602
Shake Shack
SHAK
$2.48B
$1.18M ﹤0.01%
18,725
+4,901
+35% +$298K
FRGI
2603
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
$1.18M ﹤0.01%
43,990
-29,942
-40% -$860K
DERM
2604
DELISTED
Dermira, Inc.
DERM
$1.17M ﹤0.01%
107,423
-3,284
-3% -$33.1K
ACLS icon
2605
Axcelis
ACLS
$3.94B
$1.17M ﹤0.01%
59,542
+20,950
+54% +$432K
MGI
2606
DELISTED
MoneyGram International, Inc. New
MGI
$1.17M ﹤0.01%
218,469
+17,864
+9% +$112K
SFIX
2607
Stitch Fix
SFIX
$536M
$1.17M ﹤0.01%
+26,693
New +$973K
ANIP icon
2608
ANI Pharmaceuticals
ANIP
$1.78B
$1.17M ﹤0.01%
20,644
-992
-5% -$60.7K
STAA icon
2609
STAAR Surgical
STAA
$1.14B
$1.17M ﹤0.01%
24,286
-25,431
-51% -$1.04M
SUP
2610
DELISTED
Superior Industries International
SUP
$1.17M ﹤0.01%
68,316
+12,544
+22% +$241K
FPE icon
2611
First Trust Preferred Securities and Income ETF
FPE
$6.32B
$1.16M ﹤0.01%
60,946
+2,387
+4% +$45.8K
RVNC
2612
DELISTED
Revance Therapeutics, Inc.
RVNC
$1.16M ﹤0.01%
46,834
+9,429
+25% +$256K
XLU icon
2613
State Street Utilities Select Sector SPDR ETF
XLU
$23.5B
$1.16M ﹤0.01%
43,990
-23,038
-34% -$612K
ITCL
2614
DELISTED
Banco Itau Chile American Depositary Shares (each representing one third of one (1/3) Common Share)
ITCL
$1.16M ﹤0.01%
74,246
+4,401
+6% +$65.8K
ATRA icon
2615
Atara Biotherapeutics
ATRA
$69.5M
$1.15M ﹤0.01%
1,111
-1
-0.1% -$978
KNSL icon
2616
Kinsale Capital Group
KNSL
$8.24B
$1.15M ﹤0.01%
17,987
-163
-0.9% -$9.68K
GOOD
2617
Gladstone Commercial Corp
GOOD
$627M
$1.15M ﹤0.01%
59,774
+981
+2% +$19.3K
NHTC icon
2618
Natural Health Trends
NHTC
$16.3M
$1.14M ﹤0.01%
48,938
+4,300
+10% +$105K
KOP icon
2619
Koppers
KOP
$954M
$1.14M ﹤0.01%
36,520
+5,248
+17% +$188K
TPCO
2620
DELISTED
Tribune Publishing Company Common Stock
TPCO
$1.13M ﹤0.01%
69,361
-20,107
-22% -$333K
MMI icon
2621
Marcus & Millichap
MMI
$1.18B
$1.13M ﹤0.01%
32,605
+4,299
+15% +$163K
LILAK icon
2622
Liberty Latin America Class C
LILAK
$1.55B
$1.13M ﹤0.01%
63,836
+25,811
+68% +$435K
NEXA icon
2623
Nexa Resources
NEXA
$1.71B
$1.12M ﹤0.01%
93,150
+32,926
+55% +$399K
ZVO
2624
DELISTED
Zovio Inc. Common Stock
ZVO
$1.12M ﹤0.01%
110,355
-58,841
-35% -$621K
EVC icon
2625
Entravision Communication
EVC
$1.02B
$1.12M ﹤0.01%
228,614
+201,747
+751% +$1.01M
103 104
105
106 107

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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.