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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
RVT icon
1951
Royce Value Trust
RVT
$2.22B
$3.62M ﹤0.01%
221,525
+78,787
+55% +$1.28M
LRN icon
1952
Stride
LRN
$4.08B
$3.62M ﹤0.01%
204,313
+14,259
+8% +$244K
PEB icon
1953
Pebblebrook Hotel Trust
PEB
$2.2B
$3.62M ﹤0.01%
99,408
+4,617
+5% +$176K
TIER
1954
DELISTED
TIER REIT, Inc.
TIER
$3.61M ﹤0.01%
149,759
+19,878
+15% +$471K
MHI
1955
DELISTED
Pioneer Municipal High Income Fund
MHI
$3.6M ﹤0.01%
323,307
-177,409
-35% -$2.04M
NTNX icon
1956
Nutanix
NTNX
$16B
$3.6M ﹤0.01%
84,153
-9,735
-10% -$514K
MATW icon
1957
Matthews International
MATW
$900M
$3.59M ﹤0.01%
71,666
-1,375
-2% -$74K
ESRT icon
1958
Empire State Realty Trust
ESRT
$976M
$3.59M ﹤0.01%
216,180
+34,637
+19% +$591K
MSTR icon
1959
Strategy Inc
MSTR
$35.1B
$3.59M ﹤0.01%
255,400
+2,150
+0.8% +$30.2K
IPAR icon
1960
Interparfums
IPAR
$4.09B
$3.59M ﹤0.01%
55,675
-1,124
-2% -$69K
AIMC
1961
DELISTED
Altra Industrial Motion Corp
AIMC
$3.59M ﹤0.01%
86,819
-7,676
-8% -$321K
EXP icon
1962
Eagle Materials
EXP
$6.86B
$3.58M ﹤0.01%
42,019
-2,604
-6% -$253K
VTIP icon
1963
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$19.1B
$3.58M ﹤0.01%
73,951
+10,366
+16% +$506K
ESE icon
1964
ESCO Technologies
ESE
$8.18B
$3.57M ﹤0.01%
52,513
+3,641
+7% +$236K
ORBK
1965
DELISTED
Orbotech Ltd
ORBK
$3.57M ﹤0.01%
60,026
-557
-0.9% -$34.8K
ATHN
1966
DELISTED
Athenahealth, Inc.
ATHN
$3.55M ﹤0.01%
26,543
-524
-2% -$78.5K
HURN icon
1967
Huron Consulting
HURN
$1.97B
$3.54M ﹤0.01%
71,763
+6,477
+10% +$303K
YELL
1968
DELISTED
Yellow Corporation Common Stock
YELL
$3.53M ﹤0.01%
393,367
+19,307
+5% +$187K
CALM icon
1969
Cal-Maine
CALM
$4.42B
$3.53M ﹤0.01%
73,102
+5,361
+8% +$256K
AWP
1970
abrdn Global Premier Properties Fund
AWP
$379M
$3.53M ﹤0.01%
194,048
-75,259
-28% -$1.42M
CMO
1971
DELISTED
Capstead Mortgage Corp.
CMO
$3.52M ﹤0.01%
445,313
-8,832
-2% -$74.4K
MOMO
1972
Hello Group
MOMO
$869M
$3.52M ﹤0.01%
80,380
+19,166
+31% +$838K
VRA icon
1973
Vera Bradley
VRA
$104M
$3.51M ﹤0.01%
230,304
+20,957
+10% +$306K
ADC icon
1974
Agree Realty
ADC
$9.74B
$3.51M ﹤0.01%
66,079
-8,620
-12% -$469K
HTGC icon
1975
Hercules Capital
HTGC
$3.04B
$3.51M ﹤0.01%
266,565
+16,767
+7% +$224K
77 78
79
80 81

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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.