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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
KELYA icon
1751
Kelly Services Class A
KELYA
$560M
$4.74M ﹤0.01%
197,312
+13,556
+7% +$329K
MDP
1752
DELISTED
Meredith Corporation
MDP
$4.74M ﹤0.01%
92,843
+9,598
+12% +$502K
SITE icon
1753
SiteOne Landscape Supply
SITE
$4.08B
$4.73M ﹤0.01%
62,788
-2,744
-4% -$241K
EOD
1754
Allspring Global Dividend Opportunity Fund
EOD
$273M
$4.73M ﹤0.01%
893,537
-300,225
-25% -$1.66M
CHH icon
1755
Choice Hotels
CHH
$5.21B
$4.72M ﹤0.01%
56,696
+2,392
+4% +$188K
MLI icon
1756
Mueller Industries
MLI
$14.4B
$4.71M ﹤0.01%
649,852
-68,248
-10% -$526K
PCH
1757
DELISTED
PotlatchDeltic
PCH
$4.71M ﹤0.01%
114,967
+4,623
+4% +$218K
SPN
1758
DELISTED
Superior Energy Services, Inc.
SPN
$4.71M ﹤0.01%
48,337
+16,858
+54% +$1.58M
CADE
1759
DELISTED
Cadence Bank
CADE
$4.71M ﹤0.01%
143,947
+7,658
+6% +$260K
TBBK icon
1760
The Bancorp
TBBK
$2.81B
$4.7M ﹤0.01%
489,621
+65,198
+15% +$659K
QSR icon
1761
Restaurant Brands International
QSR
$26.1B
$4.69M ﹤0.01%
79,183
+9,809
+14% +$597K
PIPR icon
1762
Piper Sandler
PIPR
$5.07B
$4.69M ﹤0.01%
245,568
-35,316
-13% -$678K
TNC icon
1763
Tennant Co
TNC
$1.44B
$4.69M ﹤0.01%
61,707
-1,729
-3% -$134K
EPAM icon
1764
EPAM Systems
EPAM
$5.56B
$4.69M ﹤0.01%
34,029
-12,214
-26% -$1.64M
FTAI icon
1765
FTAI Aviation
FTAI
$20.4B
$4.68M ﹤0.01%
301,198
+13,310
+5% +$210K
AUD
1766
DELISTED
Audacy, Inc.
AUD
$4.67M ﹤0.01%
590,586
-109,547
-16% -$849K
COHR icon
1767
Coherent
COHR
$43.5B
$4.67M ﹤0.01%
98,636
+4,112
+4% +$187K
IR icon
1768
Ingersoll Rand
IR
$33.1B
$4.66M ﹤0.01%
164,473
+83,568
+103% +$2.34M
MDRX
1769
DELISTED
Veradigm Inc. Common Stock
MDRX
$4.64M ﹤0.01%
325,645
+75,526
+30% +$1.03M
ECHO
1770
DELISTED
Echo Global Logistics, Inc.
ECHO
$4.64M ﹤0.01%
149,815
+28,754
+24% +$936K
SNBR
1771
DELISTED
Sleep Number
SNBR
$4.64M ﹤0.01%
126,059
+11,138
+10% +$361K
HAFC icon
1772
Hanmi Financial
HAFC
$940M
$4.63M ﹤0.01%
185,853
+74,467
+67% +$1.96M
FRME icon
1773
First Merchants
FRME
$2.7B
$4.62M ﹤0.01%
102,777
+35,040
+52% +$1.67M
CNR
1774
Core Natural Resources Inc
CNR
$3.95B
$4.62M ﹤0.01%
113,224
-42,591
-27% -$1.79M
VONG icon
1775
Vanguard Russell 1000 Growth ETF
VONG
$41.5B
$4.61M ﹤0.01%
115,396
+41,940
+57% +$1.63M
69 70
71
72 73

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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.