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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
WGL
3476
DELISTED
Wgl Holdings
WGL
– –
-81,777
Closed -$7.26M
HCOM
3477
DELISTED
Hawaiian Telcom Holdco, Inc
HCOM
– –
-17,560
Closed -$508K
IPCC
3478
DELISTED
Infinity Property & Casualty C
IPCC
– –
-42,654
Closed -$6.07M
KND
3479
DELISTED
Kindred Healthcare
KND
– –
-511,925
Closed -$4.61M
GGP
3480
DELISTED
GGP Inc.
GGP
– –
-648,452
Closed -$13.2M
RVLT
3481
DELISTED
Revolution Lighting Technologies, Inc. - Class A
RVLT
– –
-42,371
Closed -$171K
AOI
3482
DELISTED
Alliance One International
AOI
– –
-28,585
Closed -$453K
WPZ
3483
DELISTED
Williams Partners L.P.
WPZ
– –
-756,871
Closed -$30.7M
DCT
3484
DELISTED
DCT Industrial Trust Inc.
DCT
– –
-128,111
Closed -$8.55M
MOBL
3485
DELISTED
MobileIron, Inc.
MOBL
– –
-10,078
Closed -$45K
CAVM
3486
DELISTED
Cavium, Inc.
CAVM
– –
-43,296
Closed -$3.75M
XL
3487
DELISTED
XL Group Ltd.
XL
– –
-996,742
Closed -$55.8M
AMU
3488
DELISTED
ETRACS Alerian MLP Index ETN
AMU
– –
-14,306
Closed -$236K
KEG
3489
DELISTED
Key Energy Services, Inc. Common Stock
KEG
– –
-11,255
Closed -$183K
EIV
3490
DELISTED
Eaton Vance Municipal Bond Fund II
EIV
– –
-12,837
Closed -$152K
BBOX
3491
DELISTED
Black Box Corp
BBOX
– –
-15,316
Closed -$31K
RENX
3492
DELISTED
RELX N.V.
RENX
– –
-1,163,255
Closed -$24.8M
MTGE
3493
DELISTED
MTGE Investment Corp. Common Stock
MTGE
– –
-191,717
Closed -$3.76M
CYS
3494
DELISTED
CYS Investments Inc.
CYS
– –
-457,116
Closed -$3.43M
ABAX
3495
DELISTED
Abaxis Inc
ABAX
– –
-38,665
Closed -$3.21M
IMH
3496
DELISTED
Impac Mortgage Holdings Inc.
IMH
– –
-21,020
Closed -$200K
HRG
3497
DELISTED
HRG Group, Inc.
HRG
– –
-772,078
Closed -$10.1M
136 137 138 139
140

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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.