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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
SD icon
2726
SandRidge Energy
SD
$496M
$941K ﹤0.01%
86,578
-38,760
-31% -$593K
IIPR icon
2727
Innovative Industrial Properties
IIPR
$1.78B
$935K ﹤0.01%
+19,385
New +$741K
NOG icon
2728
Northern Oil and Gas
NOG
$2.21B
$935K ﹤0.01%
+23,377
New +$789K
EVRI
2729
DELISTED
Everi Holdings
EVRI
$934K ﹤0.01%
101,896
-15,712
-13% -$129K
OSPN icon
2730
OneSpan
OSPN
$562M
$931K ﹤0.01%
48,861
-83,230
-63% -$1.56M
WMGI
2731
DELISTED
Wright Medical Group Inc
WMGI
$929K ﹤0.01%
32,023
+2,294
+8% +$61.8K
HAYN
2732
DELISTED
Haynes International, Inc.
HAYN
$927K ﹤0.01%
26,124
+8,513
+48% +$325K
ALX
2733
Alexander's
ALX
$1.37B
$925K ﹤0.01%
2,694
-7,777
-74% -$2.84M
MRTX
2734
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
$924K ﹤0.01%
19,623
-11,888
-38% -$662K
RNET
2735
DELISTED
RigNet, Inc.
RNET
$921K ﹤0.01%
45,278
-226
-0.5% -$3.4K
CMCO icon
2736
Columbus McKinnon
CMCO
$472M
$919K ﹤0.01%
23,234
-1,261
-5% -$52.7K
ZEUS
2737
DELISTED
Olympic Steel
ZEUS
$918K ﹤0.01%
43,993
+4,171
+10% +$90.8K
CLD
2738
DELISTED
Cloud Peak Energy Inc
CLD
$916K ﹤0.01%
398,436
+81,781
+26% +$220K
IJS icon
2739
iShares S&P Small-Cap 600 Value ETF
IJS
$8.14B
$912K ﹤0.01%
10,928
-1,508
-12% -$127K
CHCT
2740
Community Healthcare Trust
CHCT
$538M
$907K ﹤0.01%
29,285
+8,388
+40% +$256K
CVLG icon
2741
Covenant Logistics
CVLG
$1.13B
$907K ﹤0.01%
62,446
+31,490
+102% +$476K
EXTR icon
2742
Extreme Networks
EXTR
$3.92B
$906K ﹤0.01%
165,242
+8,960
+6% +$63.5K
ADSW
2743
DELISTED
Advanced Disposal Services Inc
ADSW
$906K ﹤0.01%
33,465
+3,240
+11% +$83.1K
CMRX
2744
DELISTED
Chimerix, Inc.
CMRX
$901K ﹤0.01%
231,587
-21,645
-9% -$92.2K
PES
2745
DELISTED
Pioneer Energy Services Corp.
PES
$895K ﹤0.01%
303,227
+62,930
+26% +$243K
ESPR
2746
DELISTED
Esperion Therapeutics
ESPR
$894K ﹤0.01%
20,141
-938
-4% -$43.1K
CZZ
2747
DELISTED
Cosan Limited
CZZ
$894K ﹤0.01%
132,899
+65,490
+97% +$483K
GBDC icon
2748
Golub Capital BDC
GBDC
$3.36B
$893K ﹤0.01%
48,609
-115
-0.2% -$2.12K
LQDA icon
2749
Liquidia Corp
LQDA
$7.51B
$893K ﹤0.01%
+32,565
New +$535K
RYZ
2750
Ryerson Holding Corp
RYZ
$1.59B
$890K ﹤0.01%
78,749
+2,760
+4% +$31K
108 109
110
111 112

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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.