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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
FIZZ icon
2201
National Beverage
FIZZ
$3.05B
$2.52M ﹤0.01%
43,264
+818
+2% +$45.9K
AYX
2202
DELISTED
Alteryx Inc
AYX
$2.52M ﹤0.01%
43,990
-1,558
-3% -$79.3K
ENTA icon
2203
Enanta Pharmaceuticals
ENTA
$367M
$2.51M ﹤0.01%
29,337
-12,009
-29% -$1.2M
ANH
2204
DELISTED
Anworth Mortgage Asset Corporation
ANH
$2.5M ﹤0.01%
539,717
+140,112
+35% +$687K
ZUMZ icon
2205
Zumiez
ZUMZ
$347M
$2.49M ﹤0.01%
94,643
-1,758
-2% -$46.1K
VREX icon
2206
Varex Imaging
VREX
$469M
$2.49M ﹤0.01%
86,905
-12,056
-12% -$397K
GLUU
2207
DELISTED
Glu Mobile Inc.
GLUU
$2.49M ﹤0.01%
334,027
-60,566
-15% -$408K
STBZ
2208
DELISTED
State Bank Financial Corporation. Common Stock
STBZ
$2.49M ﹤0.01%
82,397
+4,042
+5% +$131K
ATSG
2209
DELISTED
Air Transport Services Group
ATSG
$2.48M ﹤0.01%
115,701
-5,759
-5% -$126K
MBUU icon
2210
Malibu Boats
MBUU
$559M
$2.48M ﹤0.01%
45,346
-13,089
-22% -$582K
ONIT
2211
Onity Group
ONIT
$341M
$2.48M ﹤0.01%
41,907
-107
-0.3% -$6.62K
BZH icon
2212
Beazer Homes USA
BZH
$913M
$2.46M ﹤0.01%
234,378
+46,911
+25% +$617K
SMP icon
2213
Standard Motor Products
SMP
$897M
$2.46M ﹤0.01%
49,991
+5,304
+12% +$263K
TEN
2214
Tsakos Energy Navigation Ltd
TEN
$1.18B
$2.46M ﹤0.01%
145,078
+130,823
+918% +$2.24M
RGP icon
2215
Resources Connection
RGP
$136M
$2.46M ﹤0.01%
147,926
+37,843
+34% +$618K
WSBC icon
2216
WesBanco
WSBC
$4.03B
$2.45M ﹤0.01%
54,982
+455
+0.8% +$21.8K
TVTY
2217
DELISTED
Tivity Health, Inc. Common Stock
TVTY
$2.44M ﹤0.01%
76,036
+1,680
+2% +$57.3K
MXL icon
2218
MaxLinear
MXL
$5.35B
$2.44M ﹤0.01%
122,614
+74,325
+154% +$1.35M
HGV icon
2219
Hilton Grand Vacations
HGV
$4.14B
$2.44M ﹤0.01%
73,598
-52,366
-42% -$1.74M
EXTN
2220
DELISTED
Exterran Corporation
EXTN
$2.43M ﹤0.01%
91,708
+5,616
+7% +$151K
RTEC
2221
DELISTED
Rudolph Technologies Inc
RTEC
$2.43M ﹤0.01%
99,526
-40,344
-29% -$1.11M
CVGW
2222
DELISTED
Calavo Growers
CVGW
$2.43M ﹤0.01%
25,115
+3,134
+14% +$310K
PATK icon
2223
Patrick Industries
PATK
$2.91B
$2.43M ﹤0.01%
61,481
+4,896
+9% +$202K
SCD
2224
LMP Capital and Income Fund
SCD
$353M
$2.42M ﹤0.01%
177,460
+27,258
+18% +$373K
MCHB
2225
Mechanics Bancorp
MCHB
$3.51B
$2.42M ﹤0.01%
91,292
+11,341
+14% +$327K
87 88
89
90 91

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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.