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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
LPSN icon
1801
LivePerson
LPSN
$22.6M
$4.49M ﹤0.01%
11,537
-2,443
-17% -$901K
AVTA
1802
DELISTED
Avantax, Inc. Common Stock
AVTA
$4.48M ﹤0.01%
111,301
-57,256
-34% -$2.09M
APEI icon
1803
American Public Education
APEI
$942M
$4.47M ﹤0.01%
135,396
+47,946
+55% +$1.84M
GOVT icon
1804
iShares US Treasury Bond ETF
GOVT
$43.8B
$4.47M ﹤0.01%
183,617
+601
+0.3% +$14.7K
SLCA
1805
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$4.47M ﹤0.01%
237,288
-2,125
-0.9% -$49.3K
XLV icon
1806
State Street Health Care Select Sector SPDR ETF
XLV
$43.3B
$4.46M ﹤0.01%
46,892
-141
-0.3% -$12.7K
LXFT
1807
DELISTED
Luxoft Holding, Inc.
LXFT
$4.45M ﹤0.01%
94,073
+81,297
+636% +$3.44M
TGI
1808
DELISTED
Triumph Group
TGI
$4.45M ﹤0.01%
190,755
-29,011
-13% -$607K
WD icon
1809
Walker & Dunlop
WD
$1.75B
$4.44M ﹤0.01%
83,969
-3,363
-4% -$187K
NEWR
1810
DELISTED
New Relic, Inc.
NEWR
$4.44M ﹤0.01%
47,120
-989
-2% -$102K
CFFN icon
1811
Capitol Federal Financial
CFFN
$1.09B
$4.42M ﹤0.01%
346,614
+30,538
+10% +$402K
ISBC
1812
DELISTED
Investors Bancorp, Inc.
ISBC
$4.41M ﹤0.01%
359,639
+131,646
+58% +$1.67M
HLX icon
1813
Helix Energy Solutions
HLX
$1.32B
$4.4M ﹤0.01%
445,621
+100,450
+29% +$916K
MCS icon
1814
Marcus Corp
MCS
$763M
$4.4M ﹤0.01%
104,630
+35,797
+52% +$1.36M
BRSS
1815
DELISTED
Global Brass & Copper Hldgs, Inc
BRSS
$4.39M ﹤0.01%
118,964
+7,981
+7% +$279K
REXR icon
1816
Rexford Industrial Realty
REXR
$8.57B
$4.39M ﹤0.01%
137,277
+4,202
+3% +$132K
CVBF icon
1817
CVB Financial
CVBF
$4.03B
$4.38M ﹤0.01%
196,255
-13,807
-7% -$326K
PFC
1818
DELISTED
Premier Financial Corp. Common Stock
PFC
$4.37M ﹤0.01%
145,252
+34,096
+31% +$1.1M
ADAM
1819
Adamas Trust
ADAM
$779M
$4.36M ﹤0.01%
179,429
+62,732
+54% +$1.57M
EVH icon
1820
Evolent Health
EVH
$391M
$4.36M ﹤0.01%
153,494
+92,836
+153% +$2.21M
CZR
1821
DELISTED
Caesars Entertainment Corporation
CZR
$4.36M ﹤0.01%
425,287
-26,599
-6% -$280K
KN icon
1822
Knowles
KN
$2.93B
$4.34M ﹤0.01%
261,325
+28,617
+12% +$482K
AKR icon
1823
Acadia Realty Trust
AKR
$3.04B
$4.34M ﹤0.01%
154,899
+13,676
+10% +$378K
NHI icon
1824
National Health Investors
NHI
$3.83B
$4.34M ﹤0.01%
57,396
-436
-0.8% -$33.3K
PERY
1825
DELISTED
Perry Ellis International Inc
PERY
$4.34M ﹤0.01%
158,769
+87,167
+122% +$2.44M
71 72
73
74 75

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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.