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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
NTRI
2126
DELISTED
NutriSystem, Inc.
NTRI
$2.82M ﹤0.01%
76,031
+6,043
+9% +$234K
HL icon
2127
Hecla Mining
HL
$9.76B
$2.82M ﹤0.01%
1,009,285
+607,711
+151% +$1.86M
BEL
2128
DELISTED
Belmond Ltd.
BEL
$2.81M ﹤0.01%
154,247
+57,837
+60% +$828K
SUM
2129
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
$2.81M ﹤0.01%
157,224
-6,988
-4% -$152K
HTLF
2130
DELISTED
Heartland Financial USA, Inc.
HTLF
$2.81M ﹤0.01%
48,348
-9,397
-16% -$558K
GOV
2131
DELISTED
Government Properties Income Trust
GOV
$2.8M ﹤0.01%
247,677
+13,757
+6% +$214K
BPMC
2132
DELISTED
Blueprint Medicines
BPMC
$2.79M ﹤0.01%
35,806
+10,570
+42% +$735K
CYBR
2133
DELISTED
CyberArk
CYBR
$2.79M ﹤0.01%
34,970
+4,019
+13% +$282K
HCC icon
2134
Warrior Met Coal
HCC
$4.17B
$2.78M ﹤0.01%
102,791
+62,227
+153% +$1.59M
UHT
2135
Universal Health Realty Income Trust
UHT
$627M
$2.78M ﹤0.01%
37,353
+2,092
+6% +$147K
AVX
2136
DELISTED
AVX Corporation
AVX
$2.78M ﹤0.01%
153,957
+6,353
+4% +$122K
AD
2137
Array Digital Infrastructure
AD
$3.03B
$2.78M ﹤0.01%
62,042
-3,977
-6% -$160K
AJRD
2138
DELISTED
Aerojet Rocketdyne Holdings
AJRD
$2.78M ﹤0.01%
81,727
+6,934
+9% +$231K
TDAY
2139
USA Today Co
TDAY
$1.27B
$2.78M ﹤0.01%
176,926
+9,115
+5% +$153K
HF
2140
DELISTED
HFF Inc.
HF
$2.77M ﹤0.01%
65,326
+7,435
+13% +$313K
VRTV
2141
DELISTED
VERITIV CORPORATION
VRTV
$2.75M ﹤0.01%
75,623
+3,766
+5% +$162K
WSFS icon
2142
WSFS Financial
WSFS
$4.2B
$2.74M ﹤0.01%
58,172
-384
-0.7% -$19.8K
NAV
2143
DELISTED
Navistar International
NAV
$2.74M ﹤0.01%
71,129
-9,763
-12% -$407K
ELLI
2144
DELISTED
Ellie Mae Inc
ELLI
$2.73M ﹤0.01%
28,845
+1,486
+5% +$152K
IPHS
2145
DELISTED
Innophos Holdings, Inc.
IPHS
$2.73M ﹤0.01%
61,535
-7,963
-11% -$364K
HPP
2146
Hudson Pacific Properties
HPP
$765M
$2.73M ﹤0.01%
11,921
-963
-7% -$226K
BKS
2147
DELISTED
Barnes & Noble
BKS
$2.73M ﹤0.01%
470,301
+12,807
+3% +$72.2K
NBHC icon
2148
National Bank Holdings
NBHC
$1.9B
$2.73M ﹤0.01%
72,379
+2,789
+4% +$110K
MLNX
2149
DELISTED
Mellanox Technologies, Ltd.
MLNX
$2.73M ﹤0.01%
37,097
+5,055
+16% +$407K
BUSE icon
2150
First Busey Corp
BUSE
$2.56B
$2.72M ﹤0.01%
87,723
-18,171
-17% -$577K
84 85
86
87 88

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NIPH
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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.