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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
FTEC icon
1826
Fidelity MSCI Information Technology Index ETF
FTEC
$19.4B
$4.34M ﹤0.01%
72,003
– –
VKTX icon
1827
Viking Therapeutics
VKTX
$3.93B
$4.32M ﹤0.01%
248,235
-19,012
-7% -$226K
TARO
1828
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
$4.3M ﹤0.01%
43,706
-739
-2% -$80K
QLYS icon
1829
Qualys
QLYS
$4.78B
$4.29M ﹤0.01%
48,194
-10,565
-18% -$950K
SONC
1830
DELISTED
Sonic Corp
SONC
$4.29M ﹤0.01%
98,982
+2,091
+2% +$75.2K
BSBR icon
1831
Santander
BSBR
$41B
$4.29M ﹤0.01%
508,081
+128,018
+34% +$1.06M
AEIS icon
1832
Advanced Energy
AEIS
$10.9B
$4.29M ﹤0.01%
82,984
-1,839
-2% -$106K
TIMB icon
1833
TIM SA
TIMB
$9.45B
$4.28M ﹤0.01%
295,674
+47,927
+19% +$746K
UMBF icon
1834
UMB Financial
UMBF
$10.9B
$4.27M ﹤0.01%
60,214
+4,906
+9% +$369K
FFIC
1835
DELISTED
Flushing Financial
FFIC
$4.27M ﹤0.01%
174,894
+35,977
+26% +$929K
RSX
1836
DELISTED
VanEck Russia ETF
RSX
$4.26M ﹤0.01%
197,675
– –
AERI
1837
DELISTED
Aerie Pharmaceuticals
AERI
$4.25M ﹤0.01%
69,035
-11,586
-14% -$745K
LDL
1838
DELISTED
Lydall, Inc.
LDL
$4.24M ﹤0.01%
98,328
+38,023
+63% +$1.64M
VOOV icon
1839
Vanguard S&P 500 Value ETF
VOOV
$6.67B
$4.24M ﹤0.01%
37,907
-3,073
-7% -$340K
HTLD icon
1840
Heartland Express
HTLD
$1.04B
$4.23M ﹤0.01%
214,606
+8,710
+4% +$173K
LTC
1841
LTC Properties
LTC
$2.14B
$4.23M ﹤0.01%
95,824
+8,584
+10% +$376K
TVPT
1842
DELISTED
Travelport Worldwide Limited
TVPT
$4.22M ﹤0.01%
250,245
-35,245
-12% -$653K
FSP
1843
Franklin Street Properties
FSP
$50.1M
$4.21M ﹤0.01%
526,952
+104,895
+25% +$885K
AMRX icon
1844
Amneal Pharmaceuticals
AMRX
$5.99B
$4.21M ﹤0.01%
189,649
-45,359
-19% -$955K
SCL icon
1845
Stepan Co
SCL
$1.32B
$4.21M ﹤0.01%
48,327
+3,344
+7% +$288K
MEOH icon
1846
Methanex
MEOH
$4.12B
$4.2M ﹤0.01%
53,149
+577
+1% +$42K
KPN
1847
DELISTED
ROYAL KPN NV ADS (EA REPTG 1 ORD SH)
KPN
$4.19M ﹤0.01%
1,613,250
-566,254
-26% -$1.47M
ELME
1848
Elme Communities
ELME
$142M
$4.18M ﹤0.01%
136,478
+12,935
+10% +$398K
TRS icon
1849
TriMas Corp
TRS
$1.44B
$4.18M ﹤0.01%
137,597
+2,075
+2% +$62.9K
P
1850
DELISTED
Pandora Media Inc
P
$4.18M ﹤0.01%
439,762
+75,691
+21% +$638K
72 73
74
75 76

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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.