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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
QTNA
2651
DELISTED
Quantenna Communications, Inc. Common Stock
QTNA
$1.07M ﹤0.01%
57,986
+19,445
+50% +$330K
IWS icon
2652
iShares Russell Mid-Cap Value ETF
IWS
$15.6B
$1.07M ﹤0.01%
11,840
-405
-3% -$36.7K
GLO
2653
Clough Global Opportunities Fund
GLO
$248M
$1.07M ﹤0.01%
98,457
+18,882
+24% +$211K
THR
2654
DELISTED
Thermon Group Holdings
THR
$1.06M ﹤0.01%
41,264
+8,809
+27% +$222K
QADA
2655
DELISTED
QAD Inc.
QADA
$1.06M ﹤0.01%
18,774
-21,415
-53% -$1.17M
WRD
2656
DELISTED
WildHorse Resource Development
WRD
$1.06M ﹤0.01%
44,889
-63,341
-59% -$1.36M
VCO
2657
DELISTED
Vina Concha Y Toro 50 Shrs
VCO
$1.06M ﹤0.01%
+26,701
New +$1.1M
GDO
2658
Western Asset Global Corporate Defined Opportunity Fund
GDO
$77M
$1.06M ﹤0.01%
65,364
-616
-0.9% -$10.1K
UTF icon
2659
Cohen & Steers Infrastructure Fund
UTF
$3.1B
$1.06M ﹤0.01%
47,865
-103,168
-68% -$2.39M
LNW
2660
DELISTED
Light & Wonder
LNW
$1.05M ﹤0.01%
41,465
-41,352
-50% -$1.5M
HWKN icon
2661
Hawkins
HWKN
$2.94B
$1.05M ﹤0.01%
50,740
+14,440
+40% +$285K
MDB icon
2662
MongoDB
MDB
$24.9B
$1.05M ﹤0.01%
12,834
-15,109
-54% -$1.01M
TBHC
2663
DELISTED
The Brand House Collective
TBHC
$1.04M ﹤0.01%
103,494
+2,399
+2% +$25.9K
DBD
2664
DELISTED
Diebold Nixdorf Incorporated
DBD
$1.04M ﹤0.01%
231,803
-14,003
-6% -$102K
LXRX icon
2665
Lexicon Pharmaceuticals
LXRX
$991M
$1.04M ﹤0.01%
97,556
-9,914
-9% -$114K
ALDR
2666
DELISTED
Alder Biopharmaceuticals
ALDR
$1.04M ﹤0.01%
62,339
-2,476
-4% -$44.8K
BW icon
2667
Babcock & Wilcox
BW
$1.4B
$1.04M ﹤0.01%
100,726
-19,420
-16% -$322K
COOP
2668
DELISTED
Mr. Cooper
COOP
$1.03M ﹤0.01%
+62,047
New +$1.07M
UFI icon
2669
UNIFI
UFI
$121M
$1.03M ﹤0.01%
36,494
+7,105
+24% +$222K
ATCO
2670
DELISTED
Atlas Corp.
ATCO
$1.03M ﹤0.01%
123,806
+29,585
+31% +$266K
CII icon
2671
BlackRock Enhanced Captial and Income Fund
CII
$984M
$1.03M ﹤0.01%
59,907
+16,549
+38% +$280K
SFS
2672
DELISTED
Smart & Final Stores, Inc.
SFS
$1.03M ﹤0.01%
180,691
+84,304
+87% +$531K
PRO
2673
DELISTED
PROS Holdings
PRO
$1.03M ﹤0.01%
29,384
-2,152
-7% -$80.8K
TPGH.U
2674
DELISTED
TPG Pace Holdings Corp. Units, each consisting of one Class A ordinary share, $.0001 par value, and
TPGH.U
$1.03M ﹤0.01%
97,429
+12,000
+14% +$127K
CLDR
2675
DELISTED
Cloudera, Inc.
CLDR
$1.03M ﹤0.01%
58,183
+19,824
+52% +$301K
105 106
107
108 109

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MCM
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PSUF
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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.