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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
WPM icon
1926
Wheaton Precious Metals
WPM
$49.8B
$3.79M ﹤0.01%
216,611
+6,400
+3% +$123K
DSX icon
1927
Diana Shipping
DSX
$270M
$3.79M ﹤0.01%
1,314,945
+1,226,479
+1,386% +$3.66M
BLX icon
1928
Bladex Inc
BLX
$2.26B
$3.79M ﹤0.01%
180,958
+112,960
+166% +$2.57M
RGR icon
1929
Sturm, Ruger & Co
RGR
$611M
$3.79M ﹤0.01%
54,827
+9,542
+21% +$577K
WERN icon
1930
Werner Enterprises
WERN
$2.3B
$3.77M ﹤0.01%
106,702
+9,467
+10% +$351K
ORIT
1931
DELISTED
Oritani Financial Corp. New
ORIT
$3.77M ﹤0.01%
242,598
-2,145
-0.9% -$34.6K
UNT
1932
DELISTED
UNIT Corporation
UNT
$3.77M ﹤0.01%
144,665
+18,247
+14% +$474K
GG
1933
DELISTED
Goldcorp Inc
GG
$3.76M ﹤0.01%
368,720
+86,777
+31% +$1.02M
GLNG icon
1934
Golar LNG
GLNG
$4.95B
$3.76M ﹤0.01%
135,245
+23,158
+21% +$613K
CHCO icon
1935
City Holding Co
CHCO
$2.04B
$3.75M ﹤0.01%
48,892
-2,758
-5% -$219K
BECN
1936
DELISTED
Beacon Roofing Supply, Inc.
BECN
$3.75M ﹤0.01%
103,725
+1,864
+2% +$73.9K
RRD
1937
DELISTED
RR Donnelley & Sons Co.
RRD
$3.75M ﹤0.01%
694,469
-383,374
-36% -$2.07M
BFYT
1938
DELISTED
Benefytt Technologies, Inc. Class A Common Stock
BFYT
$3.75M ﹤0.01%
60,801
+51,957
+587% +$2.37M
CBZ icon
1939
CBIZ
CBZ
$2.51B
$3.72M ﹤0.01%
156,903
+22,336
+17% +$517K
LOXO
1940
DELISTED
Loxo Oncology, Inc
LOXO
$3.71M ﹤0.01%
21,719
-5,090
-19% -$855K
POWI icon
1941
Power Integrations
POWI
$3.3B
$3.69M ﹤0.01%
116,928
-3,782
-3% -$136K
OEC icon
1942
Orion
OEC
$400M
$3.67M ﹤0.01%
114,299
+65,802
+136% +$2.18M
TTMI icon
1943
TTM Technologies
TTMI
$11.3B
$3.67M ﹤0.01%
230,391
+19,011
+9% +$340K
VSTO
1944
DELISTED
Vista Outdoor Inc.
VSTO
$3.66M ﹤0.01%
204,798
+21,992
+12% +$377K
UE icon
1945
Urban Edge Properties
UE
$2.92B
$3.66M ﹤0.01%
165,854
+14,807
+10% +$334K
TPH
1946
DELISTED
Tri Pointe Homes
TPH
$3.65M ﹤0.01%
294,623
-161,363
-35% -$2.39M
CTS icon
1947
CTS Corp
CTS
$1.85B
$3.64M ﹤0.01%
106,046
+6,920
+7% +$250K
STOR
1948
DELISTED
STORE Capital Corporation
STOR
$3.63M ﹤0.01%
130,757
-32,874
-20% -$925K
JNK icon
1949
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.06B
$3.63M ﹤0.01%
33,585
-2,561
-7% -$275K
TRQ
1950
DELISTED
Turquoise Hill Resources Ltd
TRQ
$3.63M ﹤0.01%
171,110
+23,019
+16% +$575K
76 77
78
79 80

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PSUF
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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.