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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
GTE icon
3026
Gran Tierra Energy
GTE
$240M
$425K ﹤0.01%
11,115
+186
+2% +$6.31K
NINE
3027
DELISTED
Nine Energy Service
NINE
$425K ﹤0.01%
+13,891
New +$422K
NSTG
3028
DELISTED
NanoString Technologies, Inc.
NSTG
$425K ﹤0.01%
23,813
-631
-3% -$9.21K
ALNT icon
3029
Allient
ALNT
$1.44B
$424K ﹤0.01%
11,684
-121
-1% -$3.93K
FOF icon
3030
Cohen & Steers Closed End Opportunity Fund
FOF
$374M
$424K ﹤0.01%
32,730
-74,430
-69% -$978K
ORIG
3031
DELISTED
Ocean Rig UDW Inc. Class A Common Shares
ORIG
$424K ﹤0.01%
12,255
+3,623
+42% +$105K
STRL icon
3032
Sterling Infrastructure
STRL
$19.3B
$423K ﹤0.01%
29,530
+7,715
+35% +$109K
DSPG
3033
DELISTED
DSP Group Inc
DSPG
$423K ﹤0.01%
35,522
+7,020
+25% +$87.1K
TLND
3034
DELISTED
Talend S.A. American Depositary Shares
TLND
$421K ﹤0.01%
6,043
+1,818
+43% +$114K
AMNB
3035
DELISTED
American National Bankshares Inc
AMNB
$419K ﹤0.01%
10,739
+2,035
+23% +$82.8K
PJT icon
3036
PJT Partners
PJT
$4.39B
$418K ﹤0.01%
7,985
-34,849
-81% -$1.96M
FG
3037
DELISTED
FGL Holdings Ordinary Shares
FG
$418K ﹤0.01%
+46,750
New +$417K
NC icon
3038
NACCO Industries
NC
$355M
$417K ﹤0.01%
12,721
-1,949
-13% -$66.2K
NTLA icon
3039
Intellia Therapeutics
NTLA
$1.51B
$414K ﹤0.01%
14,466
+2,359
+19% +$68.6K
FBNK
3040
DELISTED
First Connecticut Bancorp, Inc
FBNK
$414K ﹤0.01%
14,020
+527
+4% +$16.4K
FLY
3041
DELISTED
Fly Leasing Limited
FLY
$414K ﹤0.01%
29,364
+667
+2% +$9.43K
PHIIK
3042
DELISTED
PHI, Inc. Non-Voting Common Stock
PHIIK
$411K ﹤0.01%
43,958
+28,638
+187% +$250K
VHT icon
3043
Vanguard Health Care ETF
VHT
$18.3B
$408K ﹤0.01%
2,263
-24
-1% -$4.13K
QUOT
3044
DELISTED
Quotient Technology Inc
QUOT
$408K ﹤0.01%
26,294
+13,662
+108% +$199K
FRED
3045
DELISTED
Fred's Inc
FRED
$407K ﹤0.01%
199,731
-13,581
-6% -$27.3K
SPP
3046
DELISTED
SAPPI LTD ADS(RP 1 0RD SH)
SPP
$406K ﹤0.01%
63,554
+428
+0.7% +$2.73K
IMMR icon
3047
Immersion
IMMR
$252M
$405K ﹤0.01%
38,273
+22,060
+136% +$276K
SCHF icon
3048
Schwab International Equity ETF
SCHF
$65.6B
$404K ﹤0.01%
24,124
+10,026
+71% +$167K
AKH
3049
DELISTED
AIR France-KLM
AKH
$402K ﹤0.01%
39,009
+5,273
+16% +$54.3K
USAK
3050
DELISTED
USA Truck Inc
USAK
$398K ﹤0.01%
+19,654
New +$429K
120 121
122
123 124

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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.