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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
NMIH icon
2376
NMI Holdings
NMIH
$3.34B
$1.92M ﹤0.01%
84,738
+14,949
+21% +$312K
RNST icon
2377
Renasant Corp
RNST
$4.05B
$1.92M ﹤0.01%
46,461
-1,360
-3% -$61.6K
KEM
2378
DELISTED
KEMET Corporation
KEM
$1.91M ﹤0.01%
102,953
-6,676
-6% -$164K
ABR icon
2379
Arbor Realty Trust
ABR
$979M
$1.91M ﹤0.01%
166,127
+77,694
+88% +$895K
ASTE icon
2380
Astec Industries
ASTE
$1.26B
$1.91M ﹤0.01%
37,828
+1,379
+4% +$71.2K
CDE icon
2381
Coeur Mining
CDE
$15.4B
$1.91M ﹤0.01%
357,708
+98,194
+38% +$635K
WIN
2382
DELISTED
Windstream Holdings Inc
WIN
$1.9M ﹤0.01%
388,633
+62,121
+19% +$281K
INSW icon
2383
International Seaways
INSW
$4.63B
$1.9M ﹤0.01%
94,962
+4,076
+4% +$84.7K
SBCF icon
2384
Seacoast Banking Corp of Florida
SBCF
$3.27B
$1.9M ﹤0.01%
65,029
-25,226
-28% -$781K
IVW icon
2385
iShares S&P 500 Growth ETF
IVW
$71.9B
$1.9M ﹤0.01%
+42,788
New +$1.84M
ACR
2386
ACRES Commercial Realty
ACR
$129M
$1.89M ﹤0.01%
57,480
+1,510
+3% +$50.6K
BMCH
2387
DELISTED
BMC Stock Holdings, Inc
BMCH
$1.89M ﹤0.01%
101,382
-20,748
-17% -$450K
SRG
2388
Seritage Growth Properties
SRG
$129M
$1.89M ﹤0.01%
39,736
+12,192
+44% +$578K
HLI icon
2389
Houlihan Lokey
HLI
$10.2B
$1.89M ﹤0.01%
41,979
-19,742
-32% -$957K
SPNT icon
2390
SiriusPoint
SPNT
$3.09B
$1.88M ﹤0.01%
144,298
-20,792
-13% -$272K
SSP icon
2391
E.W. Scripps
SSP
$282M
$1.87M ﹤0.01%
113,501
+18,391
+19% +$266K
ESGR
2392
DELISTED
Enstar Group
ESGR
$1.87M ﹤0.01%
8,970
-592
-6% -$126K
SGMO
2393
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
$1.87M ﹤0.01%
110,351
-18,829
-15% -$286K
GFF icon
2394
Griffon
GFF
$4.29B
$1.87M ﹤0.01%
115,545
-5,597
-5% -$100K
IVC
2395
DELISTED
Invacare Corporation
IVC
$1.87M ﹤0.01%
128,224
-1,990
-2% -$33K
FIT
2396
DELISTED
Fitbit, Inc. Class A common stock
FIT
$1.87M ﹤0.01%
348,801
-90,452
-21% -$541K
KNL
2397
DELISTED
Knoll, Inc.
KNL
$1.86M ﹤0.01%
79,370
+3,559
+5% +$80.5K
HTH icon
2398
Hilltop Holdings
HTH
$2.28B
$1.84M ﹤0.01%
91,105
-63,192
-41% -$1.34M
ECOL
2399
DELISTED
US Ecology, Inc.
ECOL
$1.84M ﹤0.01%
24,922
+2,267
+10% +$160K
PARR icon
2400
Par Pacific Holdings
PARR
$3.97B
$1.83M ﹤0.01%
89,871
+12,710
+16% +$234K
94 95
96
97 98

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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.