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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
GRPN icon
2001
Groupon
GRPN
$1.07B
$3.34M ﹤0.01%
44,341
-2,604
-6% -$229K
INVA icon
2002
Innoviva
INVA
$1.61B
$3.33M ﹤0.01%
218,528
+11,499
+6% +$166K
IOSP icon
2003
Innospec
IOSP
$2.12B
$3.32M ﹤0.01%
43,245
+4,728
+12% +$368K
WPC icon
2004
W.P. Carey
WPC
$16.8B
$3.32M ﹤0.01%
52,696
-5,347
-9% -$344K
NRE
2005
DELISTED
NorthStar Realty Europe Corp.
NRE
$3.32M ﹤0.01%
234,165
-3,998
-2% -$54.5K
DMC
2006
Del Monte Corp
DMC
$1.37B
$3.31M ﹤0.01%
97,806
-1,679
-2% -$65.7K
WMS icon
2007
Advanced Drainage Systems
WMS
$11.1B
$3.31M ﹤0.01%
107,202
-2,310
-2% -$70.1K
DAI
2008
DELISTED
DAIMLER AG
DAI
$3.31M ﹤0.01%
52,557
-4,144
-7% -$261K
TCMD icon
2009
Tactile Systems Technology
TCMD
$626M
$3.31M ﹤0.01%
46,618
-11,096
-19% -$667K
CCJ icon
2010
Cameco
CCJ
$37.9B
$3.31M ﹤0.01%
289,971
+7,396
+3% +$77.8K
BANR icon
2011
Banner Corp
BANR
$2.4B
$3.29M ﹤0.01%
52,983
+8,368
+19% +$534K
BB icon
2012
BlackBerry
BB
$4.74B
$3.29M ﹤0.01%
289,215
+2,175
+0.8% +$22.2K
UVSP icon
2013
Univest Financial
UVSP
$1.24B
$3.29M ﹤0.01%
124,434
+15,323
+14% +$426K
MRC
2014
DELISTED
MRC Global
MRC
$3.29M ﹤0.01%
175,257
+40,066
+30% +$825K
AMKR icon
2015
Amkor Technology
AMKR
$11.3B
$3.29M ﹤0.01%
445,089
-66,713
-13% -$567K
CUZ icon
2016
Cousins Properties
CUZ
$5.22B
$3.29M ﹤0.01%
92,466
+7,704
+9% +$287K
CHEF icon
2017
Chefs' Warehouse
CHEF
$4.09B
$3.28M ﹤0.01%
90,300
+28,216
+45% +$871K
TU icon
2018
Telus
TU
$16.7B
$3.28M ﹤0.01%
177,952
-732
-0.4% -$13.4K
TGE
2019
DELISTED
Tallgrass Energy, LP Class A Shares
TGE
$3.25M ﹤0.01%
+137,949
New +$3.27M
BRS
2020
DELISTED
Bristow Group, Inc.
BRS
$3.25M ﹤0.01%
267,491
+23,865
+10% +$295K
SID icon
2021
Companhia Siderúrgica Nacional
SID
$1.46B
$3.24M ﹤0.01%
1,420,011
+47,132
+3% +$103K
MYI icon
2022
BlackRock MuniYield Quality Fund III
MYI
$715M
$3.23M ﹤0.01%
+267,707
New +$3.32M
CMRE icon
2023
Costamare
CMRE
$1.86B
$3.23M ﹤0.01%
497,673
+419,316
+535% +$2.99M
CENX icon
2024
Century Aluminum
CENX
$4.35B
$3.22M ﹤0.01%
269,257
+88,610
+49% +$1.14M
BPYU
2025
DELISTED
Brookfield Property REIT Inc. Class A Common Stock
BPYU
$3.22M ﹤0.01%
+153,673
New +$3.1M
79 80
81
82 83

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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.