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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
PRK icon
2301
Park National Corp
PRK
$3.75B
$2.14M ﹤0.01%
20,264
+345
+2% +$37.9K
UHAL icon
2302
U-Haul Holding Co
UHAL
$14.3B
$2.14M ﹤0.01%
59,880
-90
-0.2% -$3.32K
BTG icon
2303
B2Gold
BTG
$5.12B
$2.13M ﹤0.01%
+927,088
New +$2.2M
CORT icon
2304
Corcept Therapeutics
CORT
$10.1B
$2.13M ﹤0.01%
151,984
-4,384
-3% -$61.3K
SPPI
2305
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
$2.13M ﹤0.01%
126,870
-11,672
-8% -$253K
RGNX icon
2306
Regenxbio
RGNX
$615M
$2.13M ﹤0.01%
28,217
-14,925
-35% -$1.08M
VUG icon
2307
Vanguard Growth ETF
VUG
$216B
$2.13M ﹤0.01%
79,356
+3,684
+5% +$96.4K
EGL
2308
DELISTED
Engility Holdings, Inc.
EGL
$2.13M ﹤0.01%
59,185
+4,039
+7% +$139K
KYNB
2309
Kyntra Bio
KYNB
$28.2M
$2.13M ﹤0.01%
1,401
+95
+7% +$146K
EGOV
2310
DELISTED
NIC Inc
EGOV
$2.13M ﹤0.01%
143,767
-6,480
-4% -$105K
CSR
2311
Centerspace
CSR
$941M
$2.12M ﹤0.01%
35,458
+3,713
+12% +$204K
KGC icon
2312
Kinross Gold
KGC
$28.1B
$2.12M ﹤0.01%
783,890
+62,999
+9% +$204K
OPY icon
2313
Oppenheimer Holdings
OPY
$1.2B
$2.11M ﹤0.01%
66,897
+44,955
+205% +$1.39M
AMWD
2314
DELISTED
American Woodmark
AMWD
$2.11M ﹤0.01%
26,935
+5,640
+26% +$482K
GPRE icon
2315
Green Plains
GPRE
$1.15B
$2.11M ﹤0.01%
122,514
+10,309
+9% +$176K
NTUS
2316
DELISTED
Natus Medical Inc
NTUS
$2.11M ﹤0.01%
59,107
-13,480
-19% -$476K
ETJ
2317
Eaton Vance Risk-Managed Diversified Equity Income Fund
ETJ
$563M
$2.1M ﹤0.01%
211,422
-199,073
-48% -$1.95M
TCBK icon
2318
TriCo Bancshares
TCBK
$1.85B
$2.1M ﹤0.01%
54,269
-15,131
-22% -$585K
VRN
2319
DELISTED
Veren
VRN
$2.09M ﹤0.01%
329,613
-116,022
-26% -$764K
HMHC
2320
DELISTED
Houghton Mifflin Harcourt Company
HMHC
$2.09M ﹤0.01%
298,450
+56,281
+23% +$380K
MOD icon
2321
Modine Manufacturing
MOD
$11B
$2.08M ﹤0.01%
139,728
+22,958
+20% +$391K
YZC
2322
DELISTED
Yanzhou Coal Mining
YZC
$2.07M ﹤0.01%
177,275
-2,743
-2% -$32.1K
GOLF icon
2323
Acushnet Holdings
GOLF
$6.05B
$2.07M ﹤0.01%
75,486
+35,106
+87% +$912K
LION
2324
DELISTED
Fidelity Southern Corporation
LION
$2.07M ﹤0.01%
83,531
-17,138
-17% -$424K
DENN
2325
DELISTED
Denny's
DENN
$2.07M ﹤0.01%
140,522
-23,193
-14% -$350K
91 92
93
94 95

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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.