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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
JOE icon
2676
St. Joe Company
JOE
$3.56B
$1.02M ﹤0.01%
60,979
+2,574
+4% +$45.1K
VPG icon
2677
Vishay Precision Group
VPG
$1.36B
$1.02M ﹤0.01%
27,344
+14,934
+120% +$608K
CHUY
2678
DELISTED
Chuy's Holdings, Inc. Common Stock
CHUY
$1.02M ﹤0.01%
38,979
+11,409
+41% +$337K
MX
2679
DELISTED
METSO CRP ADS (REP 1 SHS)
MX
$1.02M ﹤0.01%
119,363
-1,574
-1% -$13.5K
MAXR
2680
DELISTED
Maxar Technologies Inc. Common Stock
MAXR
$1.02M ﹤0.01%
30,742
+16,472
+115% +$679K
VECO icon
2681
Veeco
VECO
$2.96B
$1.01M ﹤0.01%
99,066
-4,635
-4% -$58K
ARWR icon
2682
Arrowhead Research
ARWR
$12B
$1.01M ﹤0.01%
+52,536
New +$862K
XLC icon
2683
State Street Communication Services Select Sector SPDR ETF
XLC
$22.1B
$1.01M ﹤0.01%
+20,539
New +$1.01M
OCFC icon
2684
OceanFirst Financial
OCFC
$1.7B
$1M ﹤0.01%
36,917
-7,551
-17% -$221K
XLP icon
2685
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.3B
$1M ﹤0.01%
18,634
+2,272
+14% +$122K
DAY
2686
DELISTED
Dayforce
DAY
$1M ﹤0.01%
+23,909
New +$876K
RCM
2687
DELISTED
R1 RCM Inc. Common Stock
RCM
$1M ﹤0.01%
98,807
+20,819
+27% +$190K
AVP
2688
DELISTED
Avon Products, Inc.
AVP
$1M ﹤0.01%
456,340
+261,940
+135% +$483K
ALBO
2689
DELISTED
Albireo Pharma Inc
ALBO
$1M ﹤0.01%
30,439
+9,599
+46% +$314K
TSEM icon
2690
Tower Semiconductor
TSEM
$25.3B
$1M ﹤0.01%
46,007
-140
-0.3% -$2.99K
ABUS icon
2691
Arbutus Biopharma
ABUS
$871M
$998K ﹤0.01%
+105,617
New +$1.05M
KANG
2692
DELISTED
iKang Healthcare Group, Inc.
KANG
$993K ﹤0.01%
+54,836
New +$1.06M
JBSS icon
2693
John B. Sanfilippo & Son
JBSS
$978M
$991K ﹤0.01%
13,888
+635
+5% +$47.7K
RYTM icon
2694
Rhythm Pharmaceuticals
RYTM
$7.28B
$990K ﹤0.01%
33,945
+6,218
+22% +$196K
JPI
2695
DELISTED
Nuveen Preferred Securities & Income Opportunities Fund
JPI
$989K ﹤0.01%
43,584
-31,664
-42% -$734K
MUE
2696
DELISTED
BlackRock MuniHoldings Quality Fund II
MUE
$988K ﹤0.01%
+81,943
New +$997K
VIRT icon
2697
Virtu Financial
VIRT
$5.12B
$988K ﹤0.01%
48,321
+4,967
+11% +$113K
EGRX
2698
DELISTED
Eagle Pharmaceuticals, Inc.
EGRX
$985K ﹤0.01%
14,211
+1,965
+16% +$149K
BNFT
2699
DELISTED
Benefitfocus, Inc.
BNFT
$985K ﹤0.01%
24,358
-10,149
-29% -$390K
LEO
2700
BNY Mellon Strategic Municipals
LEO
$389M
$982K ﹤0.01%
+130,891
New +$1M
106 107
108
109 110

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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.