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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
ONTO icon
2326
Onto Innovation
ONTO
$12B
$2.07M ﹤0.01%
55,107
+14,660
+36% +$576K
AY
2327
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
$2.06M ﹤0.01%
100,320
-3,183
-3% -$65.3K
NPKI
2328
NPK International
NPKI
$1.09B
$2.06M ﹤0.01%
199,409
+27,874
+16% +$285K
HY icon
2329
Hyster-Yale Materials Handling
HY
$615M
$2.06M ﹤0.01%
33,527
-6,219
-16% -$393K
PEGA icon
2330
Pegasystems
PEGA
$4.85B
$2.06M ﹤0.01%
65,748
-3,212
-5% -$97.2K
HDP
2331
DELISTED
Hortonworks, Inc.
HDP
$2.06M ﹤0.01%
90,160
+44,471
+97% +$927K
SRDX
2332
DELISTED
Surmodics
SRDX
$2.05M ﹤0.01%
27,420
+677
+3% +$46.6K
TYPE
2333
DELISTED
Monotype Imaging Holdings Inc.
TYPE
$2.04M ﹤0.01%
101,208
+17,167
+20% +$354K
AGD
2334
abrdn Global Dynamic Dividend Fund
AGD
$315M
$2.04M ﹤0.01%
197,561
+1,733
+0.9% +$18K
FOE
2335
DELISTED
Ferro Corporation
FOE
$2.04M ﹤0.01%
88,005
-4,447
-5% -$98.5K
THFF icon
2336
First Financial Corp
THFF
$950M
$2.04M ﹤0.01%
40,539
+1,028
+3% +$51.4K
VTI icon
2337
Vanguard Total Stock Market ETF
VTI
$656B
$2.03M ﹤0.01%
13,592
+307
+2% +$45.2K
INF
2338
DELISTED
BROOKFIELD GLOBAL LISTED INFRASTRUCTURE INCOME FUND INC.
INF
$2.03M ﹤0.01%
169,158
-5,325
-3% -$66.4K
BNCL
2339
DELISTED
Beneficial Bancorp, Inc.
BNCL
$2.03M ﹤0.01%
120,112
-2,706
-2% -$46.3K
PEBO icon
2340
Peoples Bancorp
PEBO
$1.52B
$2.03M ﹤0.01%
57,895
+14,877
+35% +$547K
ITG
2341
DELISTED
Investment Technology Group Inc
ITG
$2.03M ﹤0.01%
93,545
+12,679
+16% +$277K
CPL
2342
DELISTED
CPFL Energia S.A.
CPL
$2.02M ﹤0.01%
171,349
+98,321
+135% +$1.11M
EFSC icon
2343
Enterprise Financial Services Corp
EFSC
$2.44B
$2.02M ﹤0.01%
38,055
-6,458
-15% -$359K
SNEX icon
2344
StoneX
SNEX
$8.99B
$2.02M ﹤0.01%
211,101
-79,319
-27% -$845K
ESIO
2345
DELISTED
Electro Scientific Industries
ESIO
$2.01M ﹤0.01%
115,370
-13,567
-11% -$264K
MTUS icon
2346
Metallus
MTUS
$879M
$2.01M ﹤0.01%
135,160
+17,817
+15% +$267K
CRESY
2347
Cresud
CRESY
$808M
$2.01M ﹤0.01%
+158,044
New +$2.15M
CSFL
2348
DELISTED
CenterState Bank Corporation Common Stock
CSFL
$2M ﹤0.01%
71,183
-45,459
-39% -$1.36M
HLNE icon
2349
Hamilton Lane
HLNE
$3.91B
$2M ﹤0.01%
45,068
-3,809
-8% -$183K
REX icon
2350
REX American Resources
REX
$1.4B
$1.99M ﹤0.01%
158,046
+3,714
+2% +$47.3K
92 93
94
95 96

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MCM
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PSUF
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BAM
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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.