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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
YORW icon
2901
York Water
YORW
$502M
$608K ﹤0.01%
19,998
-1,825
-8% -$56.3K
FSD
2902
DELISTED
FIRST TRUST HIGH INCOME LONG/SHORT FUND
FSD
$608K ﹤0.01%
+41,236
New +$607K
ASUR icon
2903
Asure Software
ASUR
$222M
$607K ﹤0.01%
48,861
+33,263
+213% +$484K
REV
2904
DELISTED
Revlon, Inc.
REV
$602K ﹤0.01%
26,989
-7,509
-22% -$142K
CYTK icon
2905
Cytokinetics
CYTK
$10.9B
$601K ﹤0.01%
61,030
+26,651
+78% +$214K
BOLD
2906
DELISTED
Audentes Therapeutics, Inc
BOLD
$601K ﹤0.01%
15,191
-1,242
-8% -$46.3K
CWEN.A
2907
DELISTED
Clearway Energy Class A
CWEN.A
$598K ﹤0.01%
31,391
+1,015
+3% +$19.3K
CO
2908
DELISTED
Global Cord Blood Corporation
CO
$594K ﹤0.01%
84,929
+32,033
+61% +$241K
MCF
2909
DELISTED
Contango Oil & Gas Co.
MCF
$590K ﹤0.01%
95,543
-6,172
-6% -$36.6K
CASH icon
2910
Pathward Financial
CASH
$1.82B
$587K ﹤0.01%
21,300
-6,723
-24% -$201K
TBNK
2911
DELISTED
Territorial Bancorp Inc.
TBNK
$587K ﹤0.01%
19,848
-1,416
-7% -$42.8K
HZO icon
2912
MarineMax
HZO
$799M
$585K ﹤0.01%
27,519
+1,768
+7% +$36.9K
ACIA
2913
DELISTED
Acacia Communications Inc
ACIA
$582K ﹤0.01%
14,079
+4,293
+44% +$160K
VBTX
2914
DELISTED
Veritex Holdings
VBTX
$581K ﹤0.01%
+20,575
New +$632K
SCOR icon
2915
Comscore
SCOR
$107M
$576K ﹤0.01%
1,581
+302
+24% +$120K
KTWO
2916
DELISTED
K2M Group Holdings, Inc
KTWO
$576K ﹤0.01%
21,036
-51,753
-71% -$1.21M
FOR icon
2917
Forestar Group
FOR
$1.47B
$574K ﹤0.01%
+27,065
New +$640K
ORC
2918
Orchid Island Capital
ORC
$1.3B
$572K ﹤0.01%
15,792
-246
-2% -$9.64K
FNHC
2919
DELISTED
FedNat Holding Company Common Stock
FNHC
$571K ﹤0.01%
+22,396
New +$547K
CARG icon
2920
CarGurus
CARG
$3.15B
$564K ﹤0.01%
10,119
-1,436
-12% -$66.4K
ONCE
2921
DELISTED
Spark Therapeutics, Inc. Common Stock
ONCE
$562K ﹤0.01%
10,304
-4,156
-29% -$284K
MEET
2922
DELISTED
The Meet Group, Inc. Common Stock
MEET
$561K ﹤0.01%
113,255
+20,963
+23% +$93.9K
VB icon
2923
Vanguard Small-Cap ETF
VB
$79.9B
$560K ﹤0.01%
3,445
-184
-5% -$29.8K
GORO icon
2924
Goldgroup Mining Inc.
GORO
$162M
$559K ﹤0.01%
108,721
+64,526
+146% +$373K
PRMW
2925
DELISTED
Primo Water Corporation
PRMW
$559K ﹤0.01%
+34,603
New +$547K
115 116
117
118 119

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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.