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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
NFG icon
1501
National Fuel Gas
NFG
$7.73B
$6.66M 0.01%
118,730
-30,335
-20% -$1.67M
UNIT
1502
Uniti Group
UNIT
$2.53B
$6.63M 0.01%
328,920
+87,019
+36% +$1.72M
POST icon
1503
Post Holdings
POST
$4.27B
$6.62M 0.01%
103,241
+12,435
+14% +$763K
AIR icon
1504
AAR Corp
AIR
$5.62B
$6.61M 0.01%
138,065
+12,347
+10% +$567K
VIVO
1505
DELISTED
Meridian Bioscience Inc
VIVO
$6.61M 0.01%
443,610
+81,818
+23% +$1.27M
PLXS icon
1506
Plexus
PLXS
$6.69B
$6.6M 0.01%
112,760
+7,266
+7% +$445K
SAIC icon
1507
Saic
SAIC
$5.14B
$6.59M 0.01%
81,824
-4,927
-6% -$419K
VTLE
1508
DELISTED
Vital Energy
VTLE
$6.59M 0.01%
40,355
+7,171
+22% +$1.25M
CRC
1509
DELISTED
California Resources Corporation
CRC
$6.58M 0.01%
135,481
-30,006
-18% -$1.16M
KOF icon
1510
Coca-Cola Femsa
KOF
$22.8B
$6.56M 0.01%
107,179
+52,070
+94% +$3.17M
DLB icon
1511
Dolby
DLB
$4.97B
$6.54M 0.01%
93,407
+8,981
+11% +$602K
FBR
1512
DELISTED
Fibria Celulose Sa
FBR
$6.53M 0.01%
352,344
-30,396
-8% -$578K
WIX icon
1513
WIX.com
WIX
$2.45B
$6.52M 0.01%
54,459
+6,429
+13% +$688K
JGH icon
1514
Nuveen Global High Income Fund
JGH
$349M
$6.51M 0.01%
417,874
-11,803
-3% -$185K
LEXEA
1515
DELISTED
Liberty Expedia Holdings, Inc. Class A Common Stock
LEXEA
$6.51M 0.01%
138,434
+17,908
+15% +$837K
HOPE icon
1516
Hope Bancorp
HOPE
$1.8B
$6.5M 0.01%
402,206
+59,792
+17% +$1.04M
LMNX
1517
DELISTED
Luminex Corp
LMNX
$6.5M 0.01%
214,490
+16,919
+9% +$507K
KS
1518
DELISTED
KapStone Paper and Pack Corp.
KS
$6.5M 0.01%
191,673
+3,889
+2% +$134K
UPBD icon
1519
Upbound Group
UPBD
$1.26B
$6.5M 0.01%
451,774
-2,942
-0.6% -$43.2K
EPAC icon
1520
Enerpac Tool Group
EPAC
$1.9B
$6.49M 0.01%
232,734
+20,478
+10% +$590K
TSE
1521
DELISTED
Trinseo
TSE
$6.48M 0.01%
82,796
+125
+0.2% +$9.36K
SAM icon
1522
Boston Beer
SAM
$1.93B
$6.47M 0.01%
22,518
-5,448
-19% -$1.64M
SSB icon
1523
SouthState Bank Corp
SSB
$10.3B
$6.47M 0.01%
78,928
-28,842
-27% -$2.44M
ESL
1524
DELISTED
Esterline Technologies
ESL
$6.47M 0.01%
71,138
-455
-0.6% -$38.3K
TWOU
1525
DELISTED
2U Inc
TWOU
$6.47M 0.01%
2,868
-1,062
-27% -$2.63M
59 60
61
62 63

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MCM
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PSUF
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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.