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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
IVOO icon
3201
Vanguard S&P Mid-Cap 400 ETF
IVOO
$3.73B
$229K ﹤0.01%
3,374
– –
LILA icon
3202
Liberty Latin America Class A
LILA
$1.51B
$229K ﹤0.01%
+17,141
New +$215K
TPL icon
3203
Texas Pacific Land
TPL
$28.9B
$228K ﹤0.01%
+2,376
New +$211K
MCB icon
3204
Metropolitan Bank Holding Corp
MCB
$1.13B
$227K ﹤0.01%
+5,516
New +$257K
FTSI
3205
DELISTED
FTS International, Inc. Common Stock
FTSI
$227K ﹤0.01%
+962
New +$229K
ROS
3206
DELISTED
ROSTELEKOM
ROS
$226K ﹤0.01%
+35,535
New +$226K
VIA
3207
DELISTED
Viacom Inc. Class A
VIA
$226K ﹤0.01%
6,176
+380
+7% +$13.1K
ELF icon
3208
e.l.f. Beauty
ELF
$4.56B
$224K ﹤0.01%
+17,591
New +$242K
MFIC icon
3209
MidCap Financial Investment
MFIC
$784M
$224K ﹤0.01%
+13,708
New +$234K
ARQ icon
3210
Arq
ARQ
$86.9M
$224K ﹤0.01%
18,735
+4,939
+36% +$56.3K
TBIO
3211
DELISTED
Translate Bio, Inc. Common Stock
TBIO
$222K ﹤0.01%
+22,165
New +$258K
BBSI icon
3212
Barrett Business Services
BBSI
$976M
$221K ﹤0.01%
13,232
-18,096
-58% -$366K
VTWO icon
3213
Vanguard Russell 2000 ETF
VTWO
$17.3B
$221K ﹤0.01%
3,266
+24
+0.7% +$1.63K
AREX
3214
DELISTED
Approach Resources Inc.
AREX
$221K ﹤0.01%
98,901
+5,156
+6% +$11.7K
INSY
3215
DELISTED
Insys Therapeutics, Inc.
INSY
$221K ﹤0.01%
21,940
+2,129
+11% +$17K
ERII icon
3216
Energy Recovery
ERII
$434M
$220K ﹤0.01%
+24,589
New +$218K
SB icon
3217
Safe Bulkers
SB
$781M
$220K ﹤0.01%
76,330
+35,382
+86% +$109K
WTBA icon
3218
West Bancorporation
WTBA
$464M
$219K ﹤0.01%
9,305
-1,906
-17% -$46.8K
EUFN icon
3219
iShares MSCI Europe Financials ETF
EUFN
$3.87B
$218K ﹤0.01%
10,740
-422
-4% -$8.6K
LLEX
3220
DELISTED
Lilis Energy, Inc. Common Stock
LLEX
$218K ﹤0.01%
44,514
+14,392
+48% +$72.2K
LASR icon
3221
nLIGHT
LASR
$3.95B
$217K ﹤0.01%
9,780
-32,107
-77% -$1M
WEYS icon
3222
Weyco Group
WEYS
$364M
$217K ﹤0.01%
6,155
+43
+0.7% +$1.56K
IQ icon
3223
iQIYI
IQ
$1.18B
$215K ﹤0.01%
7,960
+612
+8% +$18.2K
VV icon
3224
Vanguard Large-Cap ETF
VV
$51.9B
$214K ﹤0.01%
1,601
-35
-2% -$4.58K
GAIN icon
3225
Gladstone Investment Corp
GAIN
$635M
$213K ﹤0.01%
18,677
-9
-0% -$106
127 128
129
130 131

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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.