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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
SYBT icon
2476
Stock Yards Bancorp
SYBT
$2.48B
$1.59M ﹤0.01%
43,891
-4,639
-10% -$177K
ORA icon
2477
Ormat Technologies
ORA
$6B
$1.59M ﹤0.01%
29,332
+5,304
+22% +$281K
IWB icon
2478
iShares Russell 1000 ETF
IWB
$47.7B
$1.58M ﹤0.01%
9,799
+7,147
+269% +$1.13M
CBPX
2479
DELISTED
CONTINENTAL BUILDING PRODUCTS, INC.
CBPX
$1.58M ﹤0.01%
42,180
+18,080
+75% +$643K
SPOK icon
2480
Spok Holdings
SPOK
$230M
$1.58M ﹤0.01%
102,752
+4,035
+4% +$61K
ARII
2481
DELISTED
American Railcar Industries, Inc.
ARII
$1.58M ﹤0.01%
34,288
+2,011
+6% +$90.8K
IYK icon
2482
iShares US Consumer Staples ETF
IYK
$1.46B
$1.58M ﹤0.01%
39,849
– –
TOWN icon
2483
Towne Bank
TOWN
$3.5B
$1.58M ﹤0.01%
51,097
+1,281
+3% +$41.4K
TRUE
2484
DELISTED
TrueCar
TRUE
$1.57M ﹤0.01%
111,589
-26,722
-19% -$327K
PNNT
2485
Pennant Park Investment Corp
PNNT
$219M
$1.57M ﹤0.01%
210,234
+5,137
+3% +$38.6K
ATRI
2486
DELISTED
Atrion Corp
ATRI
$1.57M ﹤0.01%
2,254
-53
-2% -$34.1K
RVI
2487
DELISTED
Retail Value Inc. Common Shares
RVI
$1.56M ﹤0.01%
+521,156
New +$1.62M
AXGN icon
2488
Axogen
AXGN
$2.12B
$1.56M ﹤0.01%
42,426
-22,583
-35% -$986K
SMPL icon
2489
Simply Good Foods
SMPL
$988M
$1.56M ﹤0.01%
+80,341
New +$1.4M
ATRC icon
2490
AtriCure
ATRC
$1.96B
$1.56M ﹤0.01%
44,592
-12,557
-22% -$398K
OPK icon
2491
Opko Health
OPK
$1.23B
$1.56M ﹤0.01%
449,856
+23,024
+5% +$122K
ABCB icon
2492
Ameris Bancorp
ABCB
$5.8B
$1.55M ﹤0.01%
33,924
-3,917
-10% -$194K
VICR icon
2493
Vicor
VICR
$8.33B
$1.55M ﹤0.01%
33,671
-21,389
-39% -$1.18M
RARE icon
2494
Ultragenyx Pharmaceutical
RARE
$2.51B
$1.55M ﹤0.01%
20,262
+1,208
+6% +$98.3K
ALG icon
2495
Alamo Group
ALG
$2.03B
$1.55M ﹤0.01%
16,880
-7,256
-30% -$683K
MYE icon
2496
Myers Industries
MYE
$1.26B
$1.55M ﹤0.01%
66,489
+2,218
+3% +$47.6K
IRS
2497
IRSA Inversiones y Representaciones
IRS
$1.3B
$1.54M ﹤0.01%
+94,386
New +$1.53M
AFI
2498
DELISTED
Armstrong Flooring, Inc.
AFI
$1.53M ﹤0.01%
84,737
+13,193
+18% +$214K
GDS icon
2499
GDS Holdings
GDS
$6.01B
$1.53M ﹤0.01%
43,650
+6,078
+16% +$219K
EMB icon
2500
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
$1.52M ﹤0.01%
14,060
+1,263
+10% +$136K
98 99
100
101 102

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MCM
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PSUF
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BAM
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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.