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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
NVLN
3451
DELISTED
Novelion Therapeutics Inc. Common Shares
NVLN
– –
-20,236
Closed -$74K
CBLK
3452
DELISTED
Carbon Black, Inc. Common Stock
CBLK
– –
-35,301
Closed -$918K
AKAO
3453
DELISTED
Achaogen Inc
AKAO
– –
-13,591
Closed -$118K
ICON
3454
DELISTED
Iconix Brand Group, Inc.
ICON
– –
-21,043
Closed -$123K
CYHHZ
3455
DELISTED
Community Health Systems, Inc. Series A Contingent Value Rights
CYHHZ
$0 ﹤0.01%
11,285
– –
MITL
3456
DELISTED
Mitel Networks Corporation
MITL
– –
-11,870
Closed -$130K
JONE
3457
DELISTED
Jones Energy, Inc.
JONE
– –
-926
Closed -$7K
SHLD
3458
DELISTED
Sears Holding Corporation
SHLD
– –
-317,088
Closed -$751K
EDR
3459
DELISTED
Education Realty Trust Inc
EDR
– –
-184,035
Closed -$7.64M
CHFN
3460
DELISTED
Charter Financial Corp
CHFN
– –
-43,913
Closed -$1.06M
ILG
3461
DELISTED
ILG, Inc Common Stock
ILG
– –
-261,655
Closed -$8.64M
COTV
3462
DELISTED
Cotiviti Holdings, Inc.
COTV
– –
-5,568
Closed -$246K
SIGM
3463
DELISTED
Sigma Designs Inc
SIGM
– –
-11,531
Closed -$70K
AGC
3464
DELISTED
Advent Claymore Conv Sec & Incme
AGC
– –
-837,817
Closed -$4.68M
SHLM
3465
DELISTED
Schulman (A.) Inc
SHLM
– –
-118,658
Closed -$5.28M
PAY
3466
DELISTED
Verifone Systems Inc
PAY
– –
-259,082
Closed -$5.91M
TPGE.U
3467
DELISTED
TPG Pace Energy Holdings Corp.
TPGE.U
– –
-89,191
Closed -$1.05M
CPLA
3468
DELISTED
Capella Education Company
CPLA
– –
-35,797
Closed -$3.53M
FMI
3469
DELISTED
Foundation Medicine, Inc.
FMI
– –
-9,785
Closed -$1.34M
NSM
3470
DELISTED
Nationstar Mortgage Holdings
NSM
– –
-119,427
Closed -$2.09M
QCP
3471
DELISTED
Quality Care Properties, Inc.
QCP
– –
-463,301
Closed -$9.97M
KLDX
3472
DELISTED
KLONDEX MINES LTD
KLDX
– –
-292,097
Closed -$675K
RSPP
3473
DELISTED
RSP Permian, Inc.
RSPP
– –
-209,607
Closed -$9.23M
FNGN
3474
DELISTED
Financial Engines, Inc.
FNGN
– –
-112,148
Closed -$5.04M
VR
3475
DELISTED
Validus Hold Ltd
VR
– –
-219,558
Closed -$14.8M
136 137 138
139
140

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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.