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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
OMAB icon
2826
Grupo Aeroportuario Centro Norte
OMAB
$5.06B
$744K ﹤0.01%
13,062
+6,780
+108% +$339K
ERF
2827
DELISTED
Enerplus Corporation
ERF
$744K ﹤0.01%
60,310
-7,090
-11% -$89.1K
CSS
2828
DELISTED
CSS Industries, Inc.
CSS
$744K ﹤0.01%
52,255
+1,437
+3% +$21.7K
HBNC icon
2829
Horizon Bancorp
HBNC
$1.05B
$743K ﹤0.01%
37,602
+9,619
+34% +$197K
OEF icon
2830
CALL
iShares S&P 100 ETF
OEF
$19.8B
$742K ﹤0.01%
2,600
-1,300
-33% -$164K
IJK icon
2831
iShares S&P Mid-Cap 400 Growth ETF
IJK
$10.9B
$740K ﹤0.01%
12,708
+328
+3% +$19K
LQDT icon
2832
Liquidity Services
LQDT
$1.21B
$740K ﹤0.01%
116,525
+8,995
+8% +$61.9K
SXCP
2833
DELISTED
SunCoke Energy Partners, L.P.
SXCP
$740K ﹤0.01%
+48,539
New +$766K
CCRN
2834
DELISTED
Cross Country Healthcare
CCRN
$735K ﹤0.01%
84,217
+35,138
+72% +$359K
BZUN
2835
Baozun
BZUN
$164M
$734K ﹤0.01%
+15,116
New +$818K
AT
2836
DELISTED
Atlantic Power Corporation
AT
$733K ﹤0.01%
333,396
+19,521
+6% +$42.4K
ESTE
2837
DELISTED
Earthstone Energy Inc. Class A Common Stock
ESTE
$731K ﹤0.01%
77,974
+52,600
+207% +$480K
DHT icon
2838
DHT Holdings
DHT
$2.95B
$727K ﹤0.01%
154,732
+56,569
+58% +$255K
BATRK icon
2839
Atlanta Braves Holdings Series B
BATRK
$3.25B
$725K ﹤0.01%
26,602
+6,230
+31% +$162K
GMS
2840
DELISTED
GMS Inc
GMS
$725K ﹤0.01%
31,258
+7,483
+31% +$190K
MEN
2841
DELISTED
Blackrock Muni Enhanced Fund, Inc.
MEN
$723K ﹤0.01%
+71,786
New +$743K
ACIC icon
2842
American Coastal Insurance
ACIC
$505M
$716K ﹤0.01%
31,978
-474
-1% -$9.78K
MB
2843
DELISTED
MINDBODY, Inc. Class A Common Stock
MB
$715K ﹤0.01%
17,589
-10,176
-37% -$398K
CERS icon
2844
Cerus
CERS
$615M
$713K ﹤0.01%
98,947
+15
+0% +$109
HZN
2845
DELISTED
Horizon Global Corporation
HZN
$709K ﹤0.01%
99,436
+4,959
+5% +$35.2K
SCID
2846
DELISTED
Global X Scientific Beta Europe ETF
SCID
$706K ﹤0.01%
26,028
-6,445
-20% -$176K
REI icon
2847
Ring Energy
REI
$297M
$703K ﹤0.01%
70,984
+12,634
+22% +$151K
AMPY icon
2848
Amplify Energy
AMPY
$155M
$701K ﹤0.01%
78,727
-43,998
-36% -$519K
FTK icon
2849
Flotek Industries
FTK
$881M
$697K ﹤0.01%
48,388
+32,548
+205% +$504K
IWP icon
2850
iShares Russell Mid-Cap Growth ETF
IWP
$19.8B
$697K ﹤0.01%
10,284
+3,454
+51% +$230K
112 113
114
115 116

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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
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.