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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
IBP icon
2751
Installed Building Products
IBP
$6.16B
$887K ﹤0.01%
22,749
-13,764
-38% -$693K
PKOH icon
2752
Park-Ohio Holdings
PKOH
$563M
$887K ﹤0.01%
23,132
+1,965
+9% +$76.2K
HTB
2753
HomeTrust Bancshares
HTB
$833M
$886K ﹤0.01%
30,379
+44
+0.1% +$1.28K
TY icon
2754
TRI-Continental Corp
TY
$1.86B
$883K ﹤0.01%
31,672
+12,106
+62% +$333K
MPAA icon
2755
Motorcar Parts of America
MPAA
$264M
$882K ﹤0.01%
37,599
+13,532
+56% +$315K
LXU icon
2756
LSB Industries
LXU
$824M
$879K ﹤0.01%
116,884
+56,868
+95% +$333K
BBAR icon
2757
BBVA Argentina
BBAR
$3.92B
$876K ﹤0.01%
75,025
+64,000
+580% +$727K
FWONA icon
2758
Liberty Media Series A
FWONA
$22.6B
$875K ﹤0.01%
25,686
+1,197
+5% +$39.7K
CIGI icon
2759
Colliers International
CIGI
$5.21B
$873K ﹤0.01%
11,253
+1,266
+13% +$101K
WTTR icon
2760
Select Water Solutions
WTTR
$2.34B
$873K ﹤0.01%
73,723
+18,409
+33% +$253K
PGNX
2761
DELISTED
Progenics Pharmaceuticals Inc
PGNX
$868K ﹤0.01%
138,495
-108,604
-44% -$834K
AVHI
2762
DELISTED
A V Homes, Inc.
AVHI
$866K ﹤0.01%
43,318
+11,333
+35% +$243K
MGPI icon
2763
MGP Ingredients
MGPI
$384M
$863K ﹤0.01%
10,933
-1,270
-10% -$103K
OSBC icon
2764
Old Second Bancorp
OSBC
$1.27B
$863K ﹤0.01%
55,855
+10,704
+24% +$163K
LL
2765
DELISTED
LL Flooring Holdings, Inc.
LL
$863K ﹤0.01%
55,714
-39,686
-42% -$800K
ROCC
2766
DELISTED
Ranger Oil Corporation Class A Common Stock
ROCC
$861K ﹤0.01%
10,687
-34,408
-76% -$2.82M
ADMS
2767
DELISTED
Adamas Pharmaceuticals
ADMS
$860K ﹤0.01%
42,959
-1,920
-4% -$45.1K
XENT
2768
DELISTED
Intersect ENT, Inc
XENT
$859K ﹤0.01%
29,880
-3,489
-10% -$105K
RFP
2769
DELISTED
Resolute Forest Products Inc.
RFP
$855K ﹤0.01%
66,042
+13,171
+25% +$165K
OEF icon
2770
iShares S&P 100 ETF
OEF
$19.8B
$854K ﹤0.01%
6,588
+8
+0.1% +$1.01K
KEYW
2771
DELISTED
The KEYW Holding Corporation
KEYW
$854K ﹤0.01%
98,634
-240
-0.2% -$2.06K
XLRE icon
2772
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.69B
$853K ﹤0.01%
26,162
+1,896
+8% +$62.9K
OPTU
2773
Optimum Communications Inc
OPTU
$298M
$852K ﹤0.01%
46,959
-43,452
-48% -$778K
GASS icon
2774
StealthGas
GASS
$329M
$850K ﹤0.01%
238,684
+226,284
+1,825% +$830K
NAT icon
2775
Nordic American Tanker
NAT
$1.37B
$850K ﹤0.01%
406,597
-6,329
-2% -$14.6K
109 110
111
112 113

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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
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.