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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
AMC icon
1976
AMC Entertainment Holdings
AMC
$2.38B
$3.5M ﹤0.01%
17,064
-43
-0.3% -$7.78K
RUTH
1977
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
$3.5M ﹤0.01%
110,801
+18,398
+20% +$552K
AR icon
1978
Antero Resources
AR
$10.5B
$3.49M ﹤0.01%
196,922
-59,818
-23% -$1.16M
SAH icon
1979
Sonic Automotive
SAH
$3.31B
$3.49M ﹤0.01%
180,183
-2,849
-2% -$58.9K
UBA
1980
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
$3.49M ﹤0.01%
163,792
-14,201
-8% -$314K
KFRC icon
1981
Kforce
KFRC
$1.04B
$3.48M ﹤0.01%
92,414
+4,528
+5% +$178K
MTX icon
1982
Minerals Technologies
MTX
$2.33B
$3.47M ﹤0.01%
51,380
-764
-1% -$54K
HIFR
1983
DELISTED
InfraREIT, Inc.
HIFR
$3.47M ﹤0.01%
163,985
+1,965
+1% +$41.7K
ARRY
1984
DELISTED
Array Biopharma Inc
ARRY
$3.46M ﹤0.01%
227,758
-9,018
-4% -$138K
TRNO icon
1985
Terreno Realty
TRNO
$7.72B
$3.46M ﹤0.01%
91,804
+2,737
+3% +$103K
MATV icon
1986
Mativ Holdings
MATV
$482M
$3.46M ﹤0.01%
90,267
+9,436
+12% +$391K
QQQ icon
1987
Invesco QQQ Trust
QQQ
$445B
$3.45M ﹤0.01%
18,580
-1,685
-8% -$305K
BBT
1988
Beacon Financial Corp
BBT
$2.51B
$3.44M ﹤0.01%
84,509
+13,439
+19% +$559K
GGAL icon
1989
Galicia Financial Group
GGAL
$7.9B
$3.43M ﹤0.01%
+134,939
New +$4.08M
BL icon
1990
BlackLine
BL
$1.87B
$3.42M ﹤0.01%
60,590
+49,436
+443% +$2.46M
KLIC icon
1991
Kulicke & Soffa
KLIC
$4.76B
$3.41M ﹤0.01%
142,978
+14,177
+11% +$368K
PR
1992
Permian Resources
PR
$16.5B
$3.4M ﹤0.01%
155,605
+3,373
+2% +$63.4K
SPSC icon
1993
SPS Commerce
SPSC
$2.51B
$3.4M ﹤0.01%
68,440
+24,736
+57% +$1.11M
VVX icon
1994
V2X
VVX
$2.82B
$3.38M ﹤0.01%
108,298
+21,226
+24% +$685K
FSS icon
1995
Federal Signal
FSS
$7.19B
$3.37M ﹤0.01%
125,995
-5,071
-4% -$128K
DIOD icon
1996
Diodes
DIOD
$3.69B
$3.37M ﹤0.01%
101,163
-6,511
-6% -$235K
EZPW icon
1997
Ezcorp Inc
EZPW
$1.85B
$3.36M ﹤0.01%
314,010
-13,782
-4% -$157K
EWJ icon
1998
iShares MSCI Japan ETF
EWJ
$21.3B
$3.36M ﹤0.01%
55,740
+49,892
+853% +$2.9M
FPF
1999
First Trust Intermediate Duration Preferred & Income Fund
FPF
$1.08B
$3.35M ﹤0.01%
155,323
+8,242
+6% +$179K
PHH
2000
DELISTED
PHH Corporation
PHH
$3.34M ﹤0.01%
304,302
+21,345
+8% +$232K
78 79
80
81 82

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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.