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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
ANW
3051
DELISTED
Aegean Marine Petroleum Network
ANW
$398K ﹤0.01%
278,617
+251,543
+929% +$425K
TRTX
3052
TPG RE Finance Trust
TRTX
$666M
$396K ﹤0.01%
19,757
+3,145
+19% +$64K
GBLI icon
3053
Global Indemnity Group
GBLI
$394M
$395K ﹤0.01%
10,479
-233
-2% -$9.09K
KODK icon
3054
Kodak
KODK
$788M
$394K ﹤0.01%
127,156
-12,463
-9% -$40.7K
LXFR icon
3055
Luxfer Holdings
LXFR
$462M
$394K ﹤0.01%
16,961
-4,911
-22% -$101K
DLTH icon
3056
Duluth Holdings
DLTH
$159M
$393K ﹤0.01%
+12,499
New +$342K
IDT icon
3057
IDT Corp
IDT
$1.64B
$393K ﹤0.01%
73,647
+17,793
+32% +$95.3K
AAOI icon
3058
Applied Optoelectronics
AAOI
$7.85B
$392K ﹤0.01%
15,899
-4,608
-22% -$181K
UUUU icon
3059
Energy Fuels
UUUU
$2.93B
$392K ﹤0.01%
119,408
+86,090
+258% +$254K
KBE icon
3060
State Street SPDR S&P Bank ETF
KBE
$1.64B
$391K ﹤0.01%
8,394
-150
-2% -$7.31K
FPRX
3061
DELISTED
Five Prime Therapeutics, Inc.
FPRX
$391K ﹤0.01%
28,105
-13,962
-33% -$208K
EPE
3062
DELISTED
EP Energy Corporation
EPE
$391K ﹤0.01%
166,889
-1,672
-1% -$3.49K
MGNI icon
3063
Magnite
MGNI
$2.78B
$390K ﹤0.01%
108,450
+2,169
+2% +$7.67K
ATEX icon
3064
Anterix
ATEX
$1.79B
$387K ﹤0.01%
+11,416
New +$334K
ELGX
3065
DELISTED
Endologix Inc
ELGX
$387K ﹤0.01%
20,254
+2,235
+12% +$79.8K
CMBT
3066
CMB.TECH NV
CMBT
$4.47B
$385K ﹤0.01%
44,222
+3,043
+7% +$25.9K
DCOM icon
3067
Dime Commercial Bancshares
DCOM
$1.77B
$384K ﹤0.01%
11,574
+4,023
+53% +$143K
ESSA
3068
DELISTED
ESSA Bancorp
ESSA
$379K ﹤0.01%
23,339
-1,540
-6% -$24.5K
AAIC
3069
DELISTED
Arlington Asset Investment Corp.
AAIC
$379K ﹤0.01%
40,631
-25,720
-39% -$262K
GOGO icon
3070
Gogo Inc
GOGO
$533M
$377K ﹤0.01%
72,555
+41,311
+132% +$183K
APO icon
3071
Apollo Global Management
APO
$71.8B
$376K ﹤0.01%
10,870
– –
IMOS
3072
ChipMOS TECHNOLOGIES
IMOS
$1.87B
$375K ﹤0.01%
20,779
-680
-3% -$11.5K
CALX icon
3073
Calix
CALX
$2.31B
$374K ﹤0.01%
46,180
+362
+0.8% +$2.76K
DAKT icon
3074
Daktronics
DAKT
$968M
$371K ﹤0.01%
47,384
+22,014
+87% +$181K
OCUL icon
3075
Ocular Therapeutix
OCUL
$1.89B
$370K ﹤0.01%
53,768
-3,057
-5% -$19.2K
121 122
123
124 125

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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
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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.