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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
PCSB
2926
DELISTED
PCSB Financial Corporation
PCSB
$558K ﹤0.01%
27,438
+6,574
+32% +$132K
EPOL icon
2927
iShares MSCI Poland ETF
EPOL
$671M
$555K ﹤0.01%
23,251
-964
-4% -$22.6K
FNLC icon
2928
First Bancorp
FNLC
$393M
$555K ﹤0.01%
19,165
+663
+4% +$19.6K
QTTB icon
2929
Q32 Bio
QTTB
$452M
$552K ﹤0.01%
1,343
+232
+21% +$78.8K
WHG icon
2930
Westwood Holdings Group
WHG
$186M
$550K ﹤0.01%
10,639
+2,640
+33% +$151K
VGSH icon
2931
Vanguard Short-Term Treasury ETF
VGSH
$29.3B
$549K ﹤0.01%
9,196
+509
+6% +$30.4K
ATRO icon
2932
Astronics
ATRO
$3.47B
$546K ﹤0.01%
17,331
+3,466
+25% +$105K
KG
2933
Kestrel Group
KG
$70.1M
$539K ﹤0.01%
9,457
-1,067
-10% -$116K
SNDA icon
2934
Sonida Senior Living
SNDA
$2.03B
$538K ﹤0.01%
3,800
+131
+4% +$17.8K
ONDK
2935
DELISTED
On Deck Capital, Inc.
ONDK
$536K ﹤0.01%
70,762
+38,825
+122% +$302K
TTGT icon
2936
TechTarget
TTGT
$275M
$535K ﹤0.01%
27,572
+6,528
+31% +$168K
WK icon
2937
Workiva
WK
$3.13B
$535K ﹤0.01%
13,536
-1,719
-11% -$53.4K
BEST
2938
DELISTED
BEST Inc. American Depositary Shares, each representing twenty (20) Class A Ordinary Shares
BEST
$534K ﹤0.01%
+4,508
New +$769K
EARN
2939
Ellington Residential Mortgage REIT
EARN
$165M
$532K ﹤0.01%
47,136
-4,919
-9% -$56.3K
ILPT
2940
Industrial Logistics Properties Trust
ILPT
$601M
$532K ﹤0.01%
23,140
+7,366
+47% +$171K
LBAI
2941
DELISTED
Lakeland Bancorp Inc
LBAI
$532K ﹤0.01%
29,495
-18,623
-39% -$362K
IPI icon
2942
Intrepid Potash
IPI
$461M
$529K ﹤0.01%
14,746
-610
-4% -$22.3K
XERS icon
2943
Xeris Biopharma Holdings
XERS
$1.42B
$526K ﹤0.01%
29,923
+8,223
+38% +$178K
RST
2944
DELISTED
ROSETTA STONE INC
RST
$525K ﹤0.01%
+26,417
New +$429K
IHC
2945
DELISTED
Independence Holding Company
IHC
$525K ﹤0.01%
14,619
-287
-2% -$10.1K
GIFI
2946
DELISTED
Gulf Island Fabrication
GIFI
$524K ﹤0.01%
52,647
+18,087
+52% +$171K
DBEF icon
2947
Xtrackers MSCI EAFE Hedged Equity ETF
DBEF
$9.18B
$523K ﹤0.01%
+16,167
New +$516K
PHX
2948
DELISTED
PHX Minerals
PHX
$523K ﹤0.01%
28,337
+3,800
+15% +$73.6K
TUSK icon
2949
Mammoth Energy Services
TUSK
$131M
$522K ﹤0.01%
17,924
-41,926
-70% -$1.38M
LGF.A
2950
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
$520K ﹤0.01%
21,320
-5,754
-21% -$136K
116 117
118
119 120

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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.