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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
AGM icon
1901
Federal Agricultural Mortgage
AGM
$2.31B
$3.93M ﹤0.01%
54,399
-8,814
-14% -$748K
FELE icon
1902
Franklin Electric
FELE
$4.85B
$3.92M ﹤0.01%
83,012
+8,106
+11% +$389K
DATA
1903
DELISTED
Tableau Software, Inc.
DATA
$3.91M ﹤0.01%
35,019
+1,710
+5% +$184K
AUB icon
1904
Atlantic Union Bankshares
AUB
$6.11B
$3.91M ﹤0.01%
101,522
+16,295
+19% +$664K
KAI icon
1905
Kadant
KAI
$3.72B
$3.91M ﹤0.01%
36,214
-3,336
-8% -$332K
EWT icon
1906
iShares MSCI Taiwan ETF
EWT
$9.59B
$3.9M ﹤0.01%
103,353
-12,136
-11% -$449K
SNX icon
1907
TD Synnex
SNX
$19.8B
$3.9M ﹤0.01%
91,998
-5,558
-6% -$268K
QTWO icon
1908
Q2 Holdings
QTWO
$3.71B
$3.89M ﹤0.01%
64,300
-626
-1% -$38.7K
NVG icon
1909
Nuveen AMT-Free Municipal Credit Income Fund
NVG
$2.68B
$3.88M ﹤0.01%
266,648
-573,961
-68% -$8.48M
SABA
1910
Saba Capital Income & Opportunities Fund II
SABA
$221M
$3.88M ﹤0.01%
316,738
+173,118
+121% +$2.12M
STAG icon
1911
STAG Industrial
STAG
$7.79B
$3.86M ﹤0.01%
140,385
+36,655
+35% +$1.02M
JCP
1912
DELISTED
J.C. Penney Company, Inc.
JCP
$3.86M ﹤0.01%
2,323,099
+8,539
+0.4% +$18.1K
AHRT
1913
AH Realty Trust
AHRT
$540M
$3.85M ﹤0.01%
255,145
+66,852
+36% +$1.03M
NCI
1914
DELISTED
Navigant Consulting, Inc.
NCI
$3.85M ﹤0.01%
167,047
+4,141
+3% +$95.8K
CIO
1915
DELISTED
City Office REIT
CIO
$3.84M ﹤0.01%
304,567
+139,848
+85% +$1.78M
ZWS icon
1916
Zurn Elkay Water Solutions
ZWS
$8.23B
$3.84M ﹤0.01%
258,892
-315
-0.1% -$4.49K
GSBC icon
1917
Great Southern Bancorp
GSBC
$879M
$3.84M ﹤0.01%
69,320
+12,010
+21% +$707K
ALKS icon
1918
Alkermes
ALKS
$8.47B
$3.84M ﹤0.01%
90,397
-10,942
-11% -$475K
JHG
1919
DELISTED
Janus Henderson
JHG
$3.83M ﹤0.01%
142,073
+2,245
+2% +$65.4K
DIA icon
1920
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46B
$3.83M ﹤0.01%
14,466
-1,318
-8% -$337K
QIWI
1921
DELISTED
QIWI PLC
QIWI
$3.83M ﹤0.01%
290,421
+274,027
+1,672% +$4.04M
BLUE
1922
DELISTED
bluebird bio
BLUE
$3.81M ﹤0.01%
2,017
-327
-14% -$676K
VRNS icon
1923
Varonis Systems
VRNS
$5.13B
$3.81M ﹤0.01%
156,081
-87,603
-36% -$2.13M
ARGO
1924
DELISTED
Argo Group International Holdings, Ltd.
ARGO
$3.81M ﹤0.01%
60,346
-5,621
-9% -$346K
ARCC icon
1925
Ares Capital
ARCC
$13.7B
$3.8M ﹤0.01%
221,295
-60,211
-21% -$1.03M
75 76
77
78 79

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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.