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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
WSBF icon
2226
Waterstone Financial
WSBF
$372M
$2.41M ﹤0.01%
140,542
-450
-0.3% -$7.68K
EQH icon
2227
Equitable Holdings
EQH
$13.5B
$2.41M ﹤0.01%
112,171
+2,344
+2% +$51.4K
AMSF icon
2228
AMERISAFE
AMSF
$573M
$2.4M ﹤0.01%
38,797
-10,171
-21% -$634K
PLAB icon
2229
Photronics
PLAB
$1.72B
$2.39M ﹤0.01%
242,435
-36,186
-13% -$336K
MMYT icon
2230
MakeMyTrip
MMYT
$5.1B
$2.38M ﹤0.01%
86,842
-9,533
-10% -$304K
APTI
2231
DELISTED
Apptio, Inc. Class A Common Stock
APTI
$2.38M ﹤0.01%
64,352
+314
+0.5% +$11.7K
IBCP icon
2232
Independent Bank Corp
IBCP
$797M
$2.38M ﹤0.01%
100,435
+20,532
+26% +$513K
TRTN
2233
DELISTED
Triton International Limited
TRTN
$2.37M ﹤0.01%
71,336
+23,206
+48% +$818K
SBLK icon
2234
Star Bulk Carriers
SBLK
$3.12B
$2.37M ﹤0.01%
164,043
+143,340
+692% +$1.86M
PSMT icon
2235
Pricesmart
PSMT
$5.9B
$2.37M ﹤0.01%
29,242
+3,330
+13% +$279K
SRCE icon
2236
1st Source
SRCE
$2.18B
$2.36M ﹤0.01%
44,890
+8,122
+22% +$453K
GCP
2237
DELISTED
GCP Applied Technologies Inc.
GCP
$2.36M ﹤0.01%
88,927
-7,695
-8% -$208K
CWST icon
2238
Casella Waste Systems
CWST
$5.79B
$2.36M ﹤0.01%
75,973
+2,904
+4% +$82.6K
EHTH icon
2239
eHealth
EHTH
$43.2M
$2.36M ﹤0.01%
83,493
+31,128
+59% +$826K
NIE
2240
Virtus Equity & Convertible Income Fund
NIE
$714M
$2.36M ﹤0.01%
102,772
-50,195
-33% -$1.16M
OLED icon
2241
Universal Display
OLED
$3.85B
$2.36M ﹤0.01%
20,011
+7,200
+56% +$791K
TRHC
2242
DELISTED
Tabula Rasa HealthCare, Inc. Common Stock
TRHC
$2.36M ﹤0.01%
29,051
-16,521
-36% -$1.21M
RRGB icon
2243
Red Robin
RRGB
$139M
$2.36M ﹤0.01%
58,734
+10,912
+23% +$464K
ARD
2244
DELISTED
Ardagh Group S.A. Class A Common Shares
ARD
$2.34M ﹤0.01%
140,183
+82,007
+141% +$1.34M
PPBI
2245
DELISTED
Pacific Premier Bancorp
PPBI
$2.34M ﹤0.01%
62,867
+12,164
+24% +$465K
NPK icon
2246
National Presto Industries
NPK
$884M
$2.33M ﹤0.01%
17,980
-1,432
-7% -$182K
VGM icon
2247
Invesco Trust Investment Grade Municipals
VGM
$552M
$2.33M ﹤0.01%
+195,893
New +$2.38M
ATKR icon
2248
Atkore
ATKR
$2.62B
$2.32M ﹤0.01%
87,350
+47,721
+120% +$1.19M
AKS
2249
DELISTED
AK Steel Holding Corp
AKS
$2.32M ﹤0.01%
472,784
+111,484
+31% +$510K
PAG icon
2250
Penske Automotive Group
PAG
$14.5B
$2.31M ﹤0.01%
48,843
+4,730
+11% +$240K
88 89
90
91 92

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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.