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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
UCFC
2851
DELISTED
United Community Financial Corp
UCFC
$696K ﹤0.01%
71,938
+18,726
+35% +$197K
HK
2852
DELISTED
Halcon Resources Corporation
HK
$693K ﹤0.01%
154,998
+62,292
+67% +$261K
AGYS icon
2853
Agilysys
AGYS
$2.91B
$690K ﹤0.01%
42,345
+3,169
+8% +$50.9K
SENEA icon
2854
Seneca Foods Class A
SENEA
$1.13B
$689K ﹤0.01%
20,448
+5,105
+33% +$154K
BELFB
2855
Bel Fuse Inc Class B
BELFB
$3.84B
$688K ﹤0.01%
25,948
+5,165
+25% +$129K
PRMW
2856
DELISTED
Primo Water Corporation
PRMW
$687K ﹤0.01%
38,053
+4,287
+13% +$79.5K
CYOU
2857
DELISTED
Changyou.com Limited American Depositary Share
CYOU
$685K ﹤0.01%
51,871
-16,036
-24% -$230K
CZNC icon
2858
Citizens & Northern Corp
CZNC
$441M
$683K ﹤0.01%
26,106
+1,359
+5% +$37.2K
HALO icon
2859
Halozyme
HALO
$9.66B
$682K ﹤0.01%
37,552
-17,682
-32% -$310K
CNBKA
2860
DELISTED
Century Bancorp Inc/Mass
CNBKA
$681K ﹤0.01%
9,424
+717
+8% +$53.7K
LBRT icon
2861
Liberty Energy
LBRT
$2.75B
$678K ﹤0.01%
31,439
+12,673
+68% +$245K
ICHR icon
2862
Ichor Holdings
ICHR
$2.73B
$676K ﹤0.01%
33,087
+8,012
+32% +$176K
ORBC
2863
DELISTED
ORBCOMM, Inc.
ORBC
$673K ﹤0.01%
61,935
+16,904
+38% +$179K
BSTC
2864
DELISTED
BioSpecifics Technologies Corp.
BSTC
$670K ﹤0.01%
11,458
-510
-4% -$26K
OMER icon
2865
Omeros
OMER
$821M
$669K ﹤0.01%
27,402
-4,344
-14% -$96.9K
SEI
2866
Solaris Energy Infrastructure
SEI
$3.22B
$669K ﹤0.01%
35,407
-1,479
-4% -$23.7K
TXMD icon
2867
TherapeuticsMD
TXMD
$24M
$668K ﹤0.01%
2,038
-113
-5% -$34.6K
EDIT icon
2868
Editas Medicine
EDIT
$411M
$665K ﹤0.01%
20,909
-2,200
-10% -$71.1K
POWL icon
2869
Powell Industries
POWL
$7.99B
$665K ﹤0.01%
55,011
-3,309
-6% -$41.1K
QCRH icon
2870
QCR Holdings
QCRH
$1.65B
$659K ﹤0.01%
16,142
-1,856
-10% -$82.7K
KERX
2871
DELISTED
Keryx Biopharmaceuticals Inc
KERX
$659K ﹤0.01%
193,848
-168,661
-47% -$608K
HASI icon
2872
Hannon Armstrong Sustainable Infrastructure Capital
HASI
$4.91B
$656K ﹤0.01%
30,562
+12,522
+69% +$257K
ARGX icon
2873
argenx
ARGX
$55.6B
$655K ﹤0.01%
8,641
+263
+3% +$23.3K
PGC icon
2874
Peapack-Gladstone Financial
PGC
$833M
$655K ﹤0.01%
21,198
-4,219
-17% -$141K
VFH icon
2875
Vanguard Financials ETF
VFH
$13.5B
$655K ﹤0.01%
9,437
-86
-0.9% -$6.08K
113 114
115
116 117

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NIPH
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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
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
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.