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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
SBGI icon
2151
Sinclair Inc
SBGI
$1.02B
$2.72M ﹤0.01%
96,080
-4,193
-4% -$119K
TDW icon
2152
Tidewater
TDW
$3.71B
$2.72M ﹤0.01%
87,196
+30,805
+55% +$970K
ADEA icon
2153
Adeia
ADEA
$2.77B
$2.72M ﹤0.01%
691,302
+183,391
+36% +$780K
LTRPA
2154
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
$2.71M ﹤0.01%
182,611
+5,450
+3% +$86.3K
CKH
2155
DELISTED
Seacor Holdings Inc.
CKH
$2.71M ﹤0.01%
54,796
-11,513
-17% -$596K
RM icon
2156
Regional Management Corp
RM
$392M
$2.7M ﹤0.01%
93,736
+9,672
+12% +$322K
NSLR
2157
Neostellar Capital Corp
NSLR
$269M
$2.7M ﹤0.01%
465,793
– –
FARO
2158
DELISTED
Faro Technologies
FARO
$2.7M ﹤0.01%
41,965
+2,675
+7% +$170K
PTLA
2159
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
$2.7M ﹤0.01%
101,391
-14,835
-13% -$484K
P
2160
Everpure Inc
P
$24.3B
$2.7M ﹤0.01%
103,978
-1,413
-1% -$35.1K
VET icon
2161
Vermilion Energy
VET
$1.59B
$2.7M ﹤0.01%
81,877
+5,850
+8% +$195K
RAVN
2162
DELISTED
Raven Industries Inc
RAVN
$2.7M ﹤0.01%
58,921
+1,266
+2% +$53.9K
CRMT icon
2163
America's Car Mart
CRMT
$27.1M
$2.69M ﹤0.01%
34,440
+5,818
+20% +$422K
HCCI
2164
DELISTED
Heritage-Crystal Clean, Inc.
HCCI
$2.69M ﹤0.01%
126,150
+8,408
+7% +$184K
ALEX
2165
DELISTED
Alexander & Baldwin
ALEX
$2.69M ﹤0.01%
118,479
+23,422
+25% +$556K
NWLI
2166
DELISTED
National Western Life Group, Inc. Class A
NWLI
$2.69M ﹤0.01%
8,418
+804
+11% +$258K
SFL icon
2167
SFL Corp
SFL
$1.61B
$2.66M ﹤0.01%
191,647
+4,921
+3% +$70.8K
DCOM
2168
DELISTED
Dime Community Bancshares
DCOM
$2.66M ﹤0.01%
149,117
-100,165
-40% -$1.86M
LKSD
2169
DELISTED
LSC Communications, Inc.
LKSD
$2.66M ﹤0.01%
240,212
+19,331
+9% +$249K
TLYS icon
2170
Tilly's
TLYS
$118M
$2.66M ﹤0.01%
140,157
+29,853
+27% +$513K
ISCA
2171
DELISTED
International Speedway Corp
ISCA
$2.65M ﹤0.01%
60,530
+4,111
+7% +$182K
OSG
2172
DELISTED
Overseas Shipholding Group Inc.
OSG
$2.65M ﹤0.01%
841,237
+221,453
+36% +$773K
MAGN
2173
Magnera Corp
MAGN
$498M
$2.64M ﹤0.01%
10,640
+2,992
+39% +$730K
UFCS icon
2174
United Fire Group
UFCS
$1.35B
$2.64M ﹤0.01%
52,037
+656
+1% +$35K
FBC
2175
DELISTED
Flagstar Bancorp, Inc. New
FBC
$2.64M ﹤0.01%
83,828
+5,664
+7% +$189K
85 86
87
88 89

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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.