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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
GPRO icon
2576
GoPro
GPRO
$119M
$1.24M ﹤0.01%
171,731
+343
+0.2% +$2.19K
EEMS icon
2577
iShares MSCI Emerging Markets Small-Cap ETF
EEMS
$355M
$1.24M ﹤0.01%
26,979
-1,950
-7% -$92K
GNBC
2578
DELISTED
Green Bancorp, Inc
GNBC
$1.24M ﹤0.01%
55,862
+8,319
+17% +$195K
CORR
2579
DELISTED
CorEnergy Infrastructure Trust, Inc.
CORR
$1.23M ﹤0.01%
32,706
+1,380
+4% +$52.3K
XOG
2580
DELISTED
Extraction Oil & Gas, Inc. Common Stock
XOG
$1.23M ﹤0.01%
108,836
-6,669
-6% -$84.7K
SHEN icon
2581
Shenandoah Telecom
SHEN
$637M
$1.23M ﹤0.01%
31,683
-3,395
-10% -$121K
BMTC
2582
DELISTED
Bryn Mawr Bank Corp
BMTC
$1.23M ﹤0.01%
26,122
+2,332
+10% +$112K
AXAS
2583
DELISTED
Abraxas Petroleum Corp
AXAS
$1.22M ﹤0.01%
26,165
+5,441
+26% +$267K
TIP icon
2584
iShares TIPS Bond ETF
TIP
$14.5B
$1.21M ﹤0.01%
10,973
+1,263
+13% +$141K
DCO icon
2585
Ducommun
DCO
$2.77B
$1.21M ﹤0.01%
29,687
+299
+1% +$11.2K
CLS icon
2586
Celestica
CLS
$36.6B
$1.21M ﹤0.01%
111,831
+28,701
+35% +$344K
MYRG icon
2587
MYR Group
MYRG
$5.75B
$1.21M ﹤0.01%
37,084
-236
-0.6% -$8.31K
GHM icon
2588
Graham Corp
GHM
$1.22B
$1.21M ﹤0.01%
42,927
+1,109
+3% +$30K
BMRC icon
2589
Bank of Marin Bancorp
BMRC
$491M
$1.21M ﹤0.01%
28,740
+11,226
+64% +$484K
NCSM icon
2590
NCS Multistage Holdings
NCSM
$121M
$1.2M ﹤0.01%
3,639
+2,320
+176% +$735K
GPMT
2591
Granite Point Mortgage Trust
GPMT
$62.8M
$1.2M ﹤0.01%
62,211
+17,787
+40% +$336K
MGY icon
2592
Magnolia Oil & Gas
MGY
$5.69B
$1.2M ﹤0.01%
+79,763
New +$1.04M
XPRO icon
2593
Expro Ltd
XPRO
$1.78B
$1.2M ﹤0.01%
22,953
+1,074
+5% +$54.3K
TI.A
2594
DELISTED
Telecom Italia 10 Svg
TI.A
$1.19M ﹤0.01%
221,170
-22,438
-9% -$137K
REN
2595
DELISTED
Resolute Energy Corporaton
REN
$1.19M ﹤0.01%
31,577
-19,381
-38% -$631K
PRIM icon
2596
Primoris Services
PRIM
$4.64B
$1.19M ﹤0.01%
48,029
+9,034
+23% +$237K
LMAT icon
2597
LeMaitre Vascular
LMAT
$2.26B
$1.19M ﹤0.01%
30,747
+2,509
+9% +$90.4K
BHR
2598
Braemar Hotels & Resorts
BHR
$157M
$1.19M ﹤0.01%
102,082
+13,654
+15% +$153K
ECVT icon
2599
Ecovyst
ECVT
$1.34B
$1.18M ﹤0.01%
67,761
+1,123
+2% +$19.9K
FORM icon
2600
FormFactor
FORM
$7.7B
$1.18M ﹤0.01%
86,113
+20,626
+31% +$284K
102 103
104
105 106

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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.