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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
IRTC icon
2026
iRhythm Holdings
IRTC
$3.86B
$3.21M ﹤0.01%
33,968
-7,698
-18% -$670K
MSD
2027
Morgan Stanley Emerging Markets Debt Fund
MSD
$148M
$3.21M ﹤0.01%
370,824
+12,067
+3% +$106K
MITT
2028
TPG Mortgage Investment Trust
MITT
$230M
$3.21M ﹤0.01%
58,838
+18,630
+46% +$1.06M
SHOE
2029
Shoe Station Group
SHOE
$431M
$3.21M ﹤0.01%
166,710
+22,242
+15% +$395K
FISI icon
2030
Financial Institutions
FISI
$830M
$3.2M ﹤0.01%
102,025
+48,184
+89% +$1.56M
FM
2031
DELISTED
iShares Frontier and Select EM ETF
FM
$3.2M ﹤0.01%
112,608
+1,634
+1% +$46.9K
QUAD icon
2032
Quad
QUAD
$434M
$3.2M ﹤0.01%
153,403
+530
+0.3% +$11.4K
FN icon
2033
Fabrinet
FN
$16.1B
$3.2M ﹤0.01%
69,084
+14,432
+26% +$620K
SAGE
2034
DELISTED
Sage Therapeutics
SAGE
$3.19M ﹤0.01%
22,610
-1,038
-4% -$160K
SWCH
2035
DELISTED
Switch, Inc. Class A Common Stock
SWCH
$3.19M ﹤0.01%
295,234
-22,629
-7% -$272K
GHDX
2036
DELISTED
Genomic Health, Inc.
GHDX
$3.18M ﹤0.01%
45,323
-1,155
-2% -$67.6K
TOWR
2037
DELISTED
Tower International, Inc.
TOWR
$3.17M ﹤0.01%
104,856
-14,643
-12% -$475K
ASNA
2038
DELISTED
Ascena Retail Group, Inc.
ASNA
$3.17M ﹤0.01%
34,672
+1,970
+6% +$163K
AROC icon
2039
Archrock
AROC
$6.19B
$3.16M ﹤0.01%
259,262
+44,310
+21% +$559K
INWK
2040
DELISTED
InnerWorkings, Inc.
INWK
$3.16M ﹤0.01%
398,593
+41,808
+12% +$328K
CHU
2041
DELISTED
China Unicom (HONG KONG) Limited
CHU
$3.15M ﹤0.01%
269,412
+28,531
+12% +$343K
EFV icon
2042
iShares MSCI EAFE Value ETF
EFV
$28.4B
$3.15M ﹤0.01%
60,617
+4,029
+7% +$208K
CJ
2043
DELISTED
C&J Energy Services, Inc.
CJ
$3.15M ﹤0.01%
151,237
+26,969
+22% +$605K
PDLI
2044
DELISTED
PDL BioPharma, Inc.
PDLI
$3.14M ﹤0.01%
1,195,456
-105,421
-8% -$259K
BGG
2045
DELISTED
Briggs & Stratton Corp.
BGG
$3.14M ﹤0.01%
163,424
+18,233
+13% +$345K
AORT icon
2046
Artivion
AORT
$1.31B
$3.14M ﹤0.01%
89,225
+31,288
+54% +$1.01M
PUMP icon
2047
ProPetro Holding
PUMP
$1.31B
$3.14M ﹤0.01%
190,366
+23,852
+14% +$384K
HRI icon
2048
Herc Holdings
HRI
$4.95B
$3.13M ﹤0.01%
61,189
-8,825
-13% -$478K
EBIX
2049
DELISTED
Ebix Inc
EBIX
$3.13M ﹤0.01%
39,568
+2,821
+8% +$225K
CWEN icon
2050
Clearway Energy Class C
CWEN
$4.9B
$3.12M ﹤0.01%
162,305
+8,638
+6% +$165K
80 81
82
83 84

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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.