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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
IRT icon
2426
Independence Realty Trust
IRT
$3.95B
$1.75M ﹤0.01%
166,650
+21,087
+14% +$215K
CLVS
2427
DELISTED
Clovis Oncology, Inc.
CLVS
$1.75M ﹤0.01%
59,653
+25,623
+75% +$992K
EPM icon
2428
Evolution Petroleum
EPM
$129M
$1.74M ﹤0.01%
157,741
-55,327
-26% -$583K
CRAI icon
2429
CRA International
CRAI
$1.17B
$1.74M ﹤0.01%
34,589
+6,509
+23% +$355K
NVTR
2430
DELISTED
Nuvectra Corporation Common Stock
NVTR
$1.74M ﹤0.01%
79,036
+1,238
+2% +$23.8K
LDP icon
2431
Cohen & Steers Duration Preferred & Income Fund
LDP
$600M
$1.74M ﹤0.01%
72,921
-50,279
-41% -$1.25M
CTT
2432
DELISTED
CATCHMARK TIMBER TRUST, INC.
CTT
$1.74M ﹤0.01%
151,873
+67,021
+79% +$825K
TAST
2433
DELISTED
Carrols Restaurant Group, Inc.
TAST
$1.73M ﹤0.01%
118,759
+29,531
+33% +$448K
PEGI
2434
DELISTED
Pattern Energy Group Inc. Class A
PEGI
$1.73M ﹤0.01%
86,991
+13,320
+18% +$257K
WOW
2435
DELISTED
WideOpenWest
WOW
$1.73M ﹤0.01%
154,187
+32,750
+27% +$366K
MGU
2436
DELISTED
Macquarie Global Infrastructure Total Return Fund, Inc.
MGU
$1.72M ﹤0.01%
81,017
+1,202
+2% +$26.9K
FRAN
2437
DELISTED
Francesca's Holdings Corporation
FRAN
$1.72M ﹤0.01%
38,666
+23,613
+157% +$1.87M
ASRT
2438
DELISTED
Assertio
ASRT
$1.72M ﹤0.01%
4,876
+172
+4% +$75.1K
SUBC
2439
DELISTED
SUBSEA 7 S A SPONSORED ADR
SUBC
$1.72M ﹤0.01%
116,989
+19,100
+20% +$280K
NVRO
2440
DELISTED
NEVRO CORP.
NVRO
$1.71M ﹤0.01%
30,060
-205
-0.7% -$12.8K
GEOS icon
2441
Geospace Technologies
GEOS
$88.5M
$1.71M ﹤0.01%
124,993
-7,747
-6% -$107K
UEIC icon
2442
Universal Electronics
UEIC
$57.8M
$1.71M ﹤0.01%
43,454
+15,801
+57% +$618K
CWH icon
2443
Camping World
CWH
$395M
$1.71M ﹤0.01%
80,146
-54,903
-41% -$1.21M
HIX
2444
Western Asset High Income Fund II
HIX
$351M
$1.7M ﹤0.01%
268,695
+167,856
+166% +$1.07M
MFL
2445
DELISTED
BLACKROCK MUNIHOLDINGS INVESTMENT QUALITY FUND
MFL
$1.7M ﹤0.01%
+135,824
New +$1.73M
RDNT icon
2446
RadNet
RDNT
$4.89B
$1.69M ﹤0.01%
112,404
-2,017
-2% -$28.8K
JRVR icon
2447
James River Group Holdings
JRVR
$223M
$1.68M ﹤0.01%
39,472
+5,623
+17% +$230K
DCPH
2448
DELISTED
Deciphera Pharmaceuticals, Inc. Common Stock
DCPH
$1.68M ﹤0.01%
43,379
+9,209
+27% +$340K
USMV icon
2449
iShares MSCI USA Min Vol Factor ETF
USMV
$23.7B
$1.67M ﹤0.01%
29,353
-30,665
-51% -$1.71M
BYM
2450
DELISTED
BlackRock Municipal Income Quality Trust
BYM
$1.67M ﹤0.01%
130,728
+105,980
+428% +$1.39M
96 97
98
99 100

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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.