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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
PXH icon
2626
Invesco FTSE RAFI Emerging Markets ETF
PXH
$1.91B
$1.12M ﹤0.01%
+52,996
New +$1.12M
RPD icon
2627
Rapid7
RPD
$643M
$1.12M ﹤0.01%
30,295
-32,246
-52% -$1.08M
TRUP icon
2628
Trupanion
TRUP
$1.08B
$1.12M ﹤0.01%
31,271
-3,953
-11% -$153K
TK icon
2629
Teekay
TK
$974M
$1.11M ﹤0.01%
165,233
-14,054
-8% -$97.1K
MBWM icon
2630
Mercantile Bank Corp
MBWM
$1.01B
$1.11M ﹤0.01%
33,210
+5,488
+20% +$196K
DXPE icon
2631
DXP Enterprises
DXPE
$2.57B
$1.1M ﹤0.01%
27,572
+1,764
+7% +$76.9K
IJT icon
2632
iShares S&P Small-Cap 600 Growth ETF
IJT
$8.25B
$1.1M ﹤0.01%
10,944
-1,532
-12% -$154K
HEDJ icon
2633
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.82B
$1.1M ﹤0.01%
34,860
+956
+3% +$30.7K
SWBI icon
2634
Smith & Wesson
SWBI
$666M
$1.1M ﹤0.01%
92,158
+16,072
+21% +$146K
TCS
2635
DELISTED
THE CONTAINER STORE GROUP, INC.
TCS
$1.1M ﹤0.01%
6,598
-257
-4% -$38.4K
AVID
2636
DELISTED
Avid Technology Inc
AVID
$1.1M ﹤0.01%
185,405
-7,060
-4% -$39.3K
WLFC icon
2637
Willis Lease Finance
WLFC
$1.68B
$1.1M ﹤0.01%
95,481
+3,834
+4% +$42.4K
FSV icon
2638
FirstService
FSV
$6.45B
$1.09M ﹤0.01%
12,936
-2,695
-17% -$224K
CRR
2639
DELISTED
Carbo Ceramics Inc.
CRR
$1.09M ﹤0.01%
149,752
+11,458
+8% +$100K
JCAP
2640
DELISTED
Jernigan Capital, Inc.
JCAP
$1.08M ﹤0.01%
56,185
+8,749
+18% +$167K
BMA icon
2641
Banco Macro
BMA
$5.89B
$1.08M ﹤0.01%
+26,173
New +$1.41M
XLB icon
2642
State Street Materials Select Sector SPDR ETF
XLB
$8.66B
$1.08M ﹤0.01%
37,336
-334
-0.9% -$9.85K
KBAL
2643
DELISTED
Kimball International
KBAL
$1.08M ﹤0.01%
64,439
+4,941
+8% +$84K
MDXG icon
2644
MiMedx Group
MDXG
$635M
$1.08M ﹤0.01%
174,438
+70,751
+68% +$320K
WLH
2645
DELISTED
WILLIAM LYON HOMES
WLH
$1.07M ﹤0.01%
67,583
-119,095
-64% -$2.48M
INSP icon
2646
Inspire Medical Systems
INSP
$1.47B
$1.07M ﹤0.01%
25,491
-9,585
-27% -$450K
LPG icon
2647
Dorian LPG
LPG
$1.88B
$1.07M ﹤0.01%
134,684
-4,943
-4% -$38.5K
OMN
2648
DELISTED
OMNOVA Solutions Inc.
OMN
$1.07M ﹤0.01%
108,824
-1,073
-1% -$10.3K
ALDX icon
2649
Aldeyra Therapeutics
ALDX
$95.3M
$1.07M ﹤0.01%
+77,518
New +$629K
BKT icon
2650
BlackRock Income Trust
BKT
$330M
$1.07M ﹤0.01%
62,330
-686
-1% -$11.9K
104 105
106
107 108

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NIPH
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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.