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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
CUBI icon
2451
Customers Bancorp
CUBI
$2.67B
$1.65M ﹤0.01%
70,181
-52,049
-43% -$1.35M
ETD icon
2452
Ethan Allen Interiors
ETD
$605M
$1.65M ﹤0.01%
79,562
+4,070
+5% +$93.2K
HPR
2453
DELISTED
HighPoint Resources Corporation
HPR
$1.64M ﹤0.01%
6,735
+310
+5% +$88.5K
CAI
2454
DELISTED
CAI International, Inc.
CAI
$1.64M ﹤0.01%
71,781
-1,741
-2% -$42.5K
TGS icon
2455
Transportadora de Gas del Sur
TGS
$4.44B
$1.64M ﹤0.01%
+117,371
New +$1.65M
XNCR icon
2456
Xencor
XNCR
$1.46B
$1.64M ﹤0.01%
41,987
+2,315
+6% +$94.4K
SCHH icon
2457
Schwab US REIT ETF
SCHH
$11.8B
$1.64M ﹤0.01%
78,358
– –
TPC
2458
Tutor Perini Cor
TPC
$4.3B
$1.63M ﹤0.01%
86,906
+16,692
+24% +$323K
CCS icon
2459
Century Communities
CCS
$2.06B
$1.63M ﹤0.01%
62,186
-35,657
-36% -$1.07M
BWG
2460
BrandywineGLOBAL Global Income Opportunities Fund
BWG
$129M
$1.63M ﹤0.01%
149,169
+182
+0.1% +$2.06K
PFSI icon
2461
PennyMac Financial
PFSI
$4.46B
$1.63M ﹤0.01%
77,792
+2,051
+3% +$42.5K
PETS icon
2462
PetMed Express
PETS
$43.2M
$1.63M ﹤0.01%
49,233
-1,488
-3% -$55.6K
AKO.B icon
2463
Embotelladora Andina Series B
AKO.B
$4.73B
$1.62M ﹤0.01%
70,747
+45,290
+178% +$1.05M
HCI icon
2464
HCI Group
HCI
$2.29B
$1.62M ﹤0.01%
37,029
-193
-0.5% -$7.99K
VICI icon
2465
VICI Properties
VICI
$29.9B
$1.62M ﹤0.01%
74,911
+9,621
+15% +$200K
RETA
2466
DELISTED
Reata Pharmaceuticals, Inc. Class A Common Stock
RETA
$1.62M ﹤0.01%
+19,814
New +$1.4M
DVY icon
2467
iShares Select Dividend ETF
DVY
$24.1B
$1.62M ﹤0.01%
16,221
-100
-0.6% -$10K
FCB
2468
DELISTED
FCB Financial Holdings, Inc.
FCB
$1.61M ﹤0.01%
34,066
+3,065
+10% +$162K
NXRT
2469
NexPoint Residential Trust
NXRT
$695M
$1.61M ﹤0.01%
48,608
+9,633
+25% +$298K
CVEO icon
2470
Civeo
CVEO
$374M
$1.61M ﹤0.01%
32,328
+967
+3% +$45.3K
IWO icon
2471
iShares Russell 2000 Growth ETF
IWO
$14.3B
$1.61M ﹤0.01%
7,480
+285
+4% +$60.8K
LE icon
2472
Lands' End
LE
$390M
$1.61M ﹤0.01%
91,678
+17,934
+24% +$422K
AMJ
2473
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
$1.6M ﹤0.01%
58,389
– –
SMTA
2474
DELISTED
Spirit MTA REIT Common Shares of Beneficial Interest
SMTA
$1.6M ﹤0.01%
138,994
+11,901
+9% +$127K
JOUT icon
2475
Johnson Outdoors
JOUT
$502M
$1.6M ﹤0.01%
17,166
-1,591
-8% -$148K
97 98
99
100 101

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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.