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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
IWV icon
3001
iShares Russell 3000 ETF
IWV
$19.4B
$453K ﹤0.01%
+2,627
New +$445K
IBA
3002
DELISTED
Industrias Bachoco SAB De C.V.
IBA
$449K ﹤0.01%
8,276
+1,464
+21% +$85.4K
ANGI icon
3003
Angi Inc
ANGI
$244M
$448K ﹤0.01%
1,910
+18
+1% +$3.47K
ADT icon
3004
ADT
ADT
$5.25B
$445K ﹤0.01%
47,404
+31,225
+193% +$278K
EBSB
3005
DELISTED
Meridian Bancorp, Inc.
EBSB
$444K ﹤0.01%
26,137
+4,663
+22% +$85.1K
MG icon
3006
Mistras Group
MG
$490M
$443K ﹤0.01%
20,435
+5,811
+40% +$126K
AC
3007
DELISTED
Associated Capital Group
AC
$442K ﹤0.01%
10,430
-315
-3% -$12K
OOMA icon
3008
Ooma
OOMA
$570M
$440K ﹤0.01%
26,526
-2,500
-9% -$40.1K
MGNX icon
3009
MacroGenics
MGNX
$254M
$438K ﹤0.01%
20,440
-5,238
-20% -$112K
MSBI icon
3010
Midland States Bancorp
MSBI
$678M
$438K ﹤0.01%
13,633
-18,554
-58% -$639K
HOLI
3011
DELISTED
Hollsys Automation Technologies INTERNATIONAL, LTD. COMMON (British Virgin Island)
HOLI
$438K ﹤0.01%
20,501
+2,340
+13% +$50.9K
ALCO icon
3012
Alico
ALCO
$287M
$436K ﹤0.01%
12,895
+1,348
+12% +$43.6K
EMWP
3013
DELISTED
Eros Media World PLC
EMWP
$436K ﹤0.01%
1,810
+106
+6% +$27.3K
CETV
3014
DELISTED
Central European Media Enterprises Ltd
CETV
$436K ﹤0.01%
116,154
+21,063
+22% +$79.7K
HTBK
3015
DELISTED
Heritage Commerce
HTBK
$435K ﹤0.01%
29,123
-28,418
-49% -$450K
SBOW
3016
DELISTED
SilverBow Resources, Inc.
SBOW
$434K ﹤0.01%
16,263
-2,541
-14% -$75.5K
GPRK icon
3017
GeoPark
GPRK
$622M
$433K ﹤0.01%
+21,315
New +$404K
ITRN icon
3018
Ituran Location and Control
ITRN
$1.09B
$433K ﹤0.01%
12,593
+4,215
+50% +$139K
JAG
3019
DELISTED
Jagged Peak Energy Inc.
JAG
$433K ﹤0.01%
31,288
+9,831
+46% +$133K
EGC
3020
DELISTED
Energy XXI Gulf Coast, Inc. Common Stock
EGC
$433K ﹤0.01%
51,775
+11,809
+30% +$103K
AAMI
3021
Acadian Asset Management
AAMI
$2.93B
$432K ﹤0.01%
34,826
+4,189
+14% +$55K
MIME
3022
DELISTED
Mimecast Limited
MIME
$432K ﹤0.01%
10,323
+1,376
+15% +$55.9K
ACET
3023
DELISTED
Aceto Corp
ACET
$432K ﹤0.01%
191,000
+69,263
+57% +$221K
GKOS icon
3024
Glaukos
GKOS
$8.82B
$431K ﹤0.01%
6,637
-1,655
-20% -$81.2K
DSI icon
3025
iShares MSCI KLD 400 Social ETF
DSI
$5.15B
$427K ﹤0.01%
8,002
+122
+2% +$6.42K
119 120
121
122 123

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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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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.