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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
FFG
2251
DELISTED
FBL Financial Group
FFG
$2.31M ﹤0.01%
30,644
-2,207
-7% -$179K
DX
2252
Dynex Capital
DX
$3.07B
$2.3M ﹤0.01%
120,346
+11,109
+10% +$214K
BFS
2253
Saul Centers
BFS
$870M
$2.3M ﹤0.01%
41,075
-617
-1% -$34.4K
JOBS
2254
DELISTED
51job Inc
JOBS
$2.3M ﹤0.01%
29,872
+13,318
+80% +$1.06M
VIPS icon
2255
Vipshop
VIPS
$7.13B
$2.3M ﹤0.01%
368,073
+175,401
+91% +$1.44M
WMK icon
2256
Weis Markets
WMK
$1.9B
$2.29M ﹤0.01%
52,867
+3,230
+7% +$157K
MHO icon
2257
M/I Homes
MHO
$3.89B
$2.29M ﹤0.01%
95,765
-4,855
-5% -$126K
AAON icon
2258
Aaon
AAON
$7.68B
$2.29M ﹤0.01%
90,876
+2,973
+3% +$76.3K
TERP
2259
DELISTED
TerraForm Power, Inc
TERP
$2.29M ﹤0.01%
197,906
+53,588
+37% +$594K
TROX icon
2260
Tronox
TROX
$981M
$2.27M ﹤0.01%
190,370
+1,031
+0.5% +$16.9K
WMC
2261
DELISTED
Western Asset Mortgage Capital Corporation
WMC
$2.27M ﹤0.01%
22,700
-106
-0.5% -$11.5K
ACRE
2262
Ares Commercial Real Estate
ACRE
$256M
$2.27M ﹤0.01%
162,405
-1,356
-0.8% -$19.2K
CGW icon
2263
Invesco S&P Global Water Index ETF
CGW
$1.06B
$2.26M ﹤0.01%
64,913
– –
PSDO
2264
DELISTED
Presidio, Inc. Common Stock
PSDO
$2.26M ﹤0.01%
148,455
+31,418
+27% +$466K
ROCK icon
2265
Gibraltar Industries
ROCK
$1.39B
$2.26M ﹤0.01%
49,514
+4,127
+9% +$178K
CTRE icon
2266
CareTrust REIT
CTRE
$10.1B
$2.25M ﹤0.01%
127,183
+20,389
+19% +$359K
HRTX icon
2267
Heron Therapeutics
HRTX
$92M
$2.25M ﹤0.01%
71,155
-35,280
-33% -$1.31M
SSYS icon
2268
Stratasys
SSYS
$690M
$2.25M ﹤0.01%
97,362
-10,775
-10% -$243K
NHS
2269
Neuberger High Yield Strategies Fund Inc
NHS
$251M
$2.25M ﹤0.01%
205,242
-31,207
-13% -$340K
FCBC icon
2270
First Community Bankshares
FCBC
$913M
$2.25M ﹤0.01%
66,273
+976
+1% +$32.4K
DEA
2271
Easterly Government Properties
DEA
$1.17B
$2.24M ﹤0.01%
46,327
+3,882
+9% +$191K
WIRE
2272
DELISTED
Encore Wire Corp
WIRE
$2.24M ﹤0.01%
44,752
+12,685
+40% +$634K
IPHI
2273
DELISTED
INPHI CORPORATION
IPHI
$2.24M ﹤0.01%
58,990
-2,647
-4% -$91.2K
I
2274
DELISTED
INTELSAT S. A.
I
$2.24M ﹤0.01%
74,584
+43,667
+141% +$955K
EGHT icon
2275
8x8 Inc
EGHT
$271M
$2.23M ﹤0.01%
105,103
+8,977
+9% +$196K
89 90
91
92 93

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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
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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.