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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
AWC
976
DELISTED
Alumina Ltd
AWC
$14.1M 0.01%
1,755,629
+57,216
+3% +$459K
CZR icon
977
Caesars Entertainment
CZR
$6.1B
$14.1M 0.01%
289,883
+17,723
+7% +$804K
VAC icon
978
Marriott Vacations Worldwide
VAC
$3.4B
$14M 0.01%
125,466
+32,031
+34% +$3.79M
UMC icon
979
United Microelectronic
UMC
$47.9B
$14M 0.01%
5,429,313
+458,536
+9% +$1.25M
KNX icon
980
Knight Transportation
KNX
$11.5B
$14M 0.01%
404,991
+173,557
+75% +$6.07M
POOL icon
981
Pool Corp
POOL
$6.73B
$14M 0.01%
83,611
+5,204
+7% +$843K
CHS
982
DELISTED
Chicos FAS, Inc.
CHS
$13.9M 0.01%
1,603,494
+265,684
+20% +$2.36M
XHR
983
Xenia Hotels & Resorts
XHR
$2B
$13.9M 0.01%
586,386
+1,881
+0.3% +$45.4K
SEE
984
DELISTED
Sealed Air
SEE
$13.9M 0.01%
345,669
+6,315
+2% +$261K
MPWR icon
985
Monolithic Power Systems
MPWR
$65.8B
$13.9M 0.01%
110,533
-14,608
-12% -$2.04M
BN icon
986
Brookfield
BN
$103B
$13.9M 0.01%
871,784
+20,771
+2% +$316K
PTC icon
987
PTC
PTC
$14.5B
$13.8M 0.01%
130,326
+15,438
+13% +$1.51M
DIN icon
988
Dine Brands
DIN
$448M
$13.8M 0.01%
169,907
+30,207
+22% +$2.34M
SVU
989
DELISTED
SUPERVALU Inc.
SVU
$13.8M 0.01%
428,585
+7,238
+2% +$212K
AIF
990
DELISTED
Apollo Tactical Income Fund Inc.
AIF
$13.8M 0.01%
888,409
-3,544
-0.4% -$55.1K
FAF icon
991
First American
FAF
$7.79B
$13.8M 0.01%
267,303
+26,527
+11% +$1.45M
ARDC
992
Are Dynamic Credit Allocation Fund
ARDC
$296M
$13.8M 0.01%
887,272
-139,625
-14% -$2.22M
HTZ
993
DELISTED
Hertz Global Holdings, Inc.
HTZ
$13.8M 0.01%
970,326
+63,939
+7% +$961K
FLG
994
Flagstar Bank National Association
FLG
$5.74B
$13.7M 0.01%
441,597
+73,545
+20% +$2.41M
COLM icon
995
Columbia Sportswear
COLM
$3.25B
$13.7M 0.01%
147,600
+41,575
+39% +$3.78M
RYAAY icon
996
Ryanair
RYAAY
$29.9B
$13.7M 0.01%
357,573
-717
-0.2% -$29.5K
NBIX icon
997
Neurocrine Biosciences
NBIX
$17.7B
$13.7M 0.01%
111,635
+18,595
+20% +$2.11M
TMIC
998
DELISTED
TREND MICRO INC SPONS ADR-NEW
TMIC
$13.7M 0.01%
212,668
+4,418
+2% +$285K
AGR
999
DELISTED
Avangrid, Inc.
AGR
$13.7M 0.01%
284,999
+12,616
+5% +$636K
STM icon
1000
STMicroelectronics
STM
$47.7B
$13.7M 0.01%
744,440
-40,236
-5% -$834K
38 39
40
41 42

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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.