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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
AFSI
2101
DELISTED
AmTrust Financial Services, Inc.
AFSI
$2.88M ﹤0.01%
198,436
+5,178
+3% +$75.3K
EGIO
2102
DELISTED
Edgio, Inc. Common Stock
EGIO
$2.88M ﹤0.01%
14,339
+13,110
+1,067% +$2.45M
DFIN icon
2103
Donnelley Financial Solutions
DFIN
$1.31B
$2.88M ﹤0.01%
160,609
+1,891
+1% +$37.4K
LADR
2104
Ladder Capital
LADR
$1.26B
$2.87M ﹤0.01%
169,554
+41,209
+32% +$688K
MEI icon
2105
Methode Electronics
MEI
$525M
$2.87M ﹤0.01%
79,300
-7,319
-8% -$286K
PEI
2106
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
$2.87M ﹤0.01%
20,236
+2,593
+15% +$403K
CATM
2107
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
$2.87M ﹤0.01%
90,691
+21,809
+32% +$670K
GOOS
2108
Canada Goose Holdings
GOOS
$903M
$2.87M ﹤0.01%
44,437
-1,086
-2% -$63.4K
USA icon
2109
Liberty All-Star Equity Fund
USA
$1.79B
$2.87M ﹤0.01%
421,142
-335,602
-44% -$2.23M
DBX icon
2110
PUT
Dropbox
DBX
$7.48B
$2.86M ﹤0.01%
4,000
– –
MGRC icon
2111
McGrath RentCorp
MGRC
$2.95B
$2.85M ﹤0.01%
52,327
-49,123
-48% -$2.86M
YEXT icon
2112
Yext
YEXT
$564M
$2.85M ﹤0.01%
120,253
+5,459
+5% +$125K
IGIB icon
2113
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.5B
$2.85M ﹤0.01%
53,644
– –
ACH
2114
DELISTED
Alum Corp of China Ltd
ACH
$2.85M ﹤0.01%
256,975
+152,675
+146% +$1.6M
NGVC icon
2115
Vitamin Cottage Natural Grocers
NGVC
$744M
$2.85M ﹤0.01%
168,427
-4,843
-3% -$80.4K
MNR
2116
DELISTED
Monmouth Real Estate Investment Corp
MNR
$2.84M ﹤0.01%
170,030
+10,917
+7% +$184K
SMI
2117
DELISTED
Semiconductor Manufacturing Intl
SMI
$2.84M ﹤0.01%
523,002
+61,313
+13% +$358K
EMLP icon
2118
First Trust North American Energy Infrastructure Fund
EMLP
$4.14B
$2.84M ﹤0.01%
120,983
+11,681
+11% +$279K
ALTR
2119
DELISTED
Altair Engineering Inc
ALTR
$2.84M ﹤0.01%
+65,300
New +$2.49M
KOS icon
2120
Kosmos Energy
KOS
$1.39B
$2.84M ﹤0.01%
303,311
+6,811
+2% +$57.5K
VMO icon
2121
Invesco Municipal Opportunity Trust
VMO
$653M
$2.83M ﹤0.01%
247,805
-4,203
-2% -$49.5K
TILE icon
2122
Interface
TILE
$2B
$2.83M ﹤0.01%
121,201
+14,763
+14% +$343K
BRFS
2123
DELISTED
BRF SA
BRFS
$2.83M ﹤0.01%
515,523
+288,995
+128% +$1.61M
BOKF icon
2124
BOK Financial
BOKF
$8.65B
$2.82M ﹤0.01%
29,004
-2,076
-7% -$207K
PRDO icon
2125
Perdoceo Education
PRDO
$2.06B
$2.82M ﹤0.01%
188,884
-43,224
-19% -$713K
83 84
85
86 87

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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.