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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
ORN icon
2801
Orion Group Holdings
ORN
$503M
$786K ﹤0.01%
104,091
+15,336
+17% +$132K
ECOM
2802
DELISTED
CHANNELADVISOR CORPORATION
ECOM
$786K ﹤0.01%
63,125
-9,400
-13% -$125K
SEB icon
2803
Seaboard Corp
SEB
$4.42B
$772K ﹤0.01%
208
-48
-19% -$179K
CEVA icon
2804
CEVA Inc
CEVA
$980M
$771K ﹤0.01%
26,806
-423
-2% -$12.8K
SHYF
2805
DELISTED
The Shyft Group
SHYF
$770K ﹤0.01%
52,184
-31,280
-37% -$468K
BCX icon
2806
BlackRock Resources & Commodities Strategy Trust
BCX
$894M
$769K ﹤0.01%
+84,764
New +$762K
ZAGG
2807
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
$769K ﹤0.01%
52,131
-84,119
-62% -$1.34M
NXTM
2808
DELISTED
NxStage Medical Inc.
NXTM
$769K ﹤0.01%
27,572
+1,234
+5% +$34.7K
MCFT icon
2809
MasterCraft Boat Holdings
MCFT
$602M
$766K ﹤0.01%
21,350
+8,718
+69% +$255K
BSV icon
2810
Vanguard Short-Term Bond ETF
BSV
$44.6B
$764K ﹤0.01%
9,790
– –
GWPH
2811
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
$764K ﹤0.01%
4,422
+843
+24% +$122K
AOSL icon
2812
Alpha and Omega Semiconductor
AOSL
$922M
$763K ﹤0.01%
65,605
-16,020
-20% -$220K
VCRA
2813
DELISTED
VOCERA COMMUNICATIONS, INC.
VCRA
$760K ﹤0.01%
20,769
+9,726
+88% +$319K
AROW icon
2814
Arrow Financial
AROW
$664M
$757K ﹤0.01%
23,716
+379
+2% +$12.3K
VTOL icon
2815
Bristow Group
VTOL
$1.37B
$756K ﹤0.01%
30,591
-976
-3% -$24.9K
TALO icon
2816
Talos Energy
TALO
$2.36B
$754K ﹤0.01%
22,975
-47
-0.2% -$1.58K
AIMT
2817
DELISTED
Aimmune Therapeutics
AIMT
$754K ﹤0.01%
27,623
-5,277
-16% -$149K
BAS
2818
DELISTED
Basis Energy Services, Inc.
BAS
$754K ﹤0.01%
75,433
+27,243
+57% +$264K
RESI
2819
DELISTED
Front Yard Residential Corporation Common Stock
RESI
$754K ﹤0.01%
69,494
+22,148
+47% +$247K
BJ icon
2820
BJs Wholesale Club
BJ
$12.1B
$751K ﹤0.01%
+28,039
New +$750K
PIM
2821
Franklin Master Intermediate Income Trust
PIM
$150M
$751K ﹤0.01%
166,154
+4,506
+3% +$20.7K
UCTT
2822
Ultra Clean Holdings
UCTT
$3.9B
$750K ﹤0.01%
59,780
-19,787
-25% -$288K
GLRE icon
2823
Greenlight Captial
GLRE
$570M
$749K ﹤0.01%
60,415
+31,321
+108% +$414K
MQY icon
2824
BlackRock MuniYield Quality Fund
MQY
$810M
$746K ﹤0.01%
+55,188
New +$759K
RBBN icon
2825
Ribbon Communications
RBBN
$359M
$746K ﹤0.01%
109,180
+30,164
+38% +$215K
111 112
113
114 115

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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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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.