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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
GHL
1876
DELISTED
Greenhill & Co., Inc.
GHL
$4.08M ﹤0.01%
154,710
+59
+0% +$1.75K
CBB
1877
DELISTED
Cincinnati Bell Inc.
CBB
$4.08M ﹤0.01%
255,632
+30,787
+14% +$429K
PNFP icon
1878
Pinnacle Financial Partners Inc
PNFP
$16B
$4.08M ﹤0.01%
67,756
+6,344
+10% +$402K
WSC icon
1879
WillScot Mobile Mini Holdings
WSC
$4.47B
$4.07M ﹤0.01%
+237,499
New +$3.89M
GGB icon
1880
Gerdau
GGB
$9.72B
$4.07M ﹤0.01%
1,218,609
+583,138
+92% +$1.88M
SAFE
1881
Safehold
SAFE
$1.19B
$4.06M ﹤0.01%
74,641
+15,323
+26% +$809K
KRA
1882
DELISTED
Kraton Corporation
KRA
$4.06M ﹤0.01%
86,016
+12,584
+17% +$597K
ECHO
1883
EchoStar
ECHO
$25.3B
$4.05M ﹤0.01%
107,745
-9,947
-8% -$379K
HEES
1884
DELISTED
H&E Equipment Services
HEES
$4.04M ﹤0.01%
106,992
-14,044
-12% -$509K
MCR
1885
DELISTED
MFS Charter Income Trust
MCR
$4.04M ﹤0.01%
520,875
+4,511
+0.9% +$35.4K
WB icon
1886
Weibo
WB
$1.99B
$4.03M ﹤0.01%
55,052
+17,481
+47% +$1.41M
AGRO icon
1887
Adecoagro
AGRO
$1.41B
$4.01M ﹤0.01%
+545,884
New +$4.41M
TRST
1888
Trustco Bank Corp NY
TRST
$974M
$4.01M ﹤0.01%
94,402
-11,609
-11% -$525K
RBA icon
1889
RB Global
RBA
$21.7B
$4.01M ﹤0.01%
110,923
+1,635
+1% +$58.5K
MTL
1890
DELISTED
Mechel PAO American Depository Shares, each representing two ordinary shares (ADSs)
MTL
$4.01M ﹤0.01%
1,267,798
+320,516
+34% +$914K
FCE.A
1891
DELISTED
Forest City Realty Trust, Inc.
FCE.A
$4M ﹤0.01%
159,448
+18,709
+13% +$456K
CARB
1892
DELISTED
Carbonite Inc
CARB
$4M ﹤0.01%
112,093
-16,927
-13% -$651K
CTRN icon
1893
Citi Trends
CTRN
$555M
$3.99M ﹤0.01%
138,622
+24,587
+22% +$726K
HNI icon
1894
HNI Corp
HNI
$3.1B
$3.98M ﹤0.01%
90,062
+7,819
+10% +$330K
JOYY
1895
JOYY Inc
JOYY
$3.76B
$3.98M ﹤0.01%
53,169
-7,723
-13% -$649K
NUAN
1896
DELISTED
Nuance Communications, Inc.
NUAN
$3.98M ﹤0.01%
265,241
+10,156
+4% +$141K
AEM icon
1897
Agnico Eagle Mines
AEM
$73.3B
$3.96M ﹤0.01%
115,759
+2,224
+2% +$86.6K
VOOG icon
1898
Vanguard S&P 500 Growth ETF
VOOG
$25.3B
$3.95M ﹤0.01%
149,160
-14,262
-9% -$367K
ALRM icon
1899
Alarm.com
ALRM
$2.76B
$3.95M ﹤0.01%
68,743
+25,190
+58% +$1.27M
GPT
1900
DELISTED
Gramercy Property Trust
GPT
$3.94M ﹤0.01%
143,387
+34,524
+32% +$945K
74 75
76
77 78

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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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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.