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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
CSTM icon
2401
Constellium
CSTM
$3.96B
$1.83M ﹤0.01%
148,168
-10,661
-7% -$125K
NVEE
2402
DELISTED
NV5 Global
NVEE
$1.83M ﹤0.01%
84,336
+3,436
+4% +$70.8K
MODV
2403
DELISTED
ModivCare
MODV
$1.83M ﹤0.01%
27,148
-9,514
-26% -$661K
RMBS icon
2404
Rambus
RMBS
$9.49B
$1.82M ﹤0.01%
166,545
-36,838
-18% -$448K
GTT
2405
DELISTED
GTT Communications, Inc.
GTT
$1.82M ﹤0.01%
41,861
-32,083
-43% -$1.37M
NIHD
2406
DELISTED
NII Holdings, Inc. Common Stock
NIHD
$1.82M ﹤0.01%
309,858
+142,092
+85% +$730K
DFRG
2407
DELISTED
Del Frisco's Restaurant Group, Inc. Common Stock
DFRG
$1.81M ﹤0.01%
218,514
+132,363
+154% +$1.32M
SMHI icon
2408
SEACOR Marine Holdings
SMHI
$216M
$1.81M ﹤0.01%
79,970
+4,519
+6% +$99.1K
FRO icon
2409
Frontline
FRO
$8.63B
$1.8M ﹤0.01%
310,609
+39,487
+15% +$209K
VSI
2410
DELISTED
Vitamin Shoppe Inc.
VSI
$1.8M ﹤0.01%
180,266
-2,195
-1% -$22.6K
VDE icon
2411
Vanguard Energy ETF
VDE
$9.72B
$1.79M ﹤0.01%
17,021
+165
+1% +$17.1K
WEB
2412
DELISTED
Web.com Group, Inc.
WEB
$1.79M ﹤0.01%
64,094
-9,138
-12% -$247K
KRNY icon
2413
Kearny Financial
KRNY
$607M
$1.79M ﹤0.01%
129,032
-29,589
-19% -$407K
SFBS
2414
ServisFirst Bancshares
SFBS
$4.92B
$1.78M ﹤0.01%
45,558
-921
-2% -$38.9K
IGD
2415
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$510M
$1.77M ﹤0.01%
242,186
-73,663
-23% -$546K
WT icon
2416
WisdomTree
WT
$2.97B
$1.77M ﹤0.01%
208,732
-22,302
-10% -$189K
LCI
2417
DELISTED
Lannett Company, Inc.
LCI
$1.77M ﹤0.01%
93,105
-45,600
-33% -$1.74M
CRAY
2418
DELISTED
Cray, Inc.
CRAY
$1.77M ﹤0.01%
82,241
-47,237
-36% -$1.09M
DS
2419
DELISTED
Drive Shack Inc.
DS
$1.76M ﹤0.01%
296,169
+6,385
+2% +$40.4K
INFN
2420
DELISTED
Infinera Corporation Common Stock
INFN
$1.76M ﹤0.01%
241,595
+17,742
+8% +$151K
RDFN
2421
DELISTED
Redfin
RDFN
$1.76M ﹤0.01%
94,275
+47,084
+100% +$996K
OLP
2422
One Liberty Properties
OLP
$547M
$1.76M ﹤0.01%
63,388
+23,849
+60% +$665K
BNED icon
2423
Barnes & Noble Education
BNED
$451M
$1.76M ﹤0.01%
3,053
+1,299
+74% +$735K
TTI icon
2424
TETRA Technologies
TTI
$1.07B
$1.76M ﹤0.01%
389,701
+112,288
+40% +$509K
WAIR
2425
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
$1.76M ﹤0.01%
156,137
-188
-0.1% -$2.25K
95 96
97
98 99

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MCM
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PSUF
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BAM
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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.