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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
ASMB icon
2976
Assembly Biosciences
ASMB
$513M
$480K ﹤0.01%
1,076
+54
+5% +$25.3K
HOME
2977
DELISTED
At Home Group Inc.
HOME
$480K ﹤0.01%
15,209
-29,805
-66% -$1.05M
CNR
2978
DELISTED
Cornerstone Building Brands, Inc.
CNR
$477K ﹤0.01%
31,480
+7,421
+31% +$124K
STNG icon
2979
Scorpio Tankers
STNG
$3.9B
$476K ﹤0.01%
23,689
-4,454
-16% -$96.7K
CECO icon
2980
Ceco Environmental
CECO
$4.31B
$469K ﹤0.01%
59,528
+3,170
+6% +$24.1K
ELP
2981
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
$468K ﹤0.01%
221,925
+127,775
+136% +$271K
EVT icon
2982
Eaton Vance Tax-Advantaged Dividend Income Fund
EVT
$2.08B
$467K ﹤0.01%
19,045
– –
LSAK icon
2983
Lesaka Technologies
LSAK
$392M
$467K ﹤0.01%
58,403
+30,193
+107% +$253K
PETX
2984
DELISTED
Aratana Therapeutics, Inc.
PETX
$465K ﹤0.01%
79,692
+16,488
+26% +$82.4K
CASS icon
2985
Cass Information Systems
CASS
$705M
$462K ﹤0.01%
8,522
-1,016
-11% -$58.9K
CTO
2986
CTO Realty Growth
CTO
$744M
$461K ﹤0.01%
27,243
-1,555
-5% -$26.3K
HAPN
2987
Happen Inc
HAPN
$2.16B
$461K ﹤0.01%
23,760
-488
-2% -$9.49K
CLUB
2988
DELISTED
Town Sports International Holdings, Inc.
CLUB
$461K ﹤0.01%
53,255
+29,754
+127% +$317K
INST
2989
DELISTED
Instructure, Inc.
INST
$461K ﹤0.01%
13,018
+255
+2% +$10.5K
CSII
2990
DELISTED
Cardiovascular Systems, Inc.
CSII
$459K ﹤0.01%
11,721
-2,240
-16% -$82.8K
MIN
2991
Aberdeen Intermediate Income Fund
MIN
$272M
$458K ﹤0.01%
121,829
+10,136
+9% +$38.5K
CVGI icon
2992
Commercial Vehicle Group
CVGI
$154M
$457K ﹤0.01%
49,905
+7,758
+18% +$64.8K
ITCI
2993
DELISTED
Intra-Cellular Therapies Inc.
ITCI
$457K ﹤0.01%
21,043
+331
+2% +$6.92K
EB
2994
DELISTED
Eventbrite
EB
$456K ﹤0.01%
+12,004
New +$434K
FLIC
2995
DELISTED
First of Long Island Corp
FLIC
$456K ﹤0.01%
20,960
+6,449
+44% +$147K
GDP
2996
DELISTED
Goodrich Petroleum Corporation Common Stock
GDP
$456K ﹤0.01%
+32,486
New +$420K
COBZ
2997
DELISTED
CoBiz Financial,Inc
COBZ
$455K ﹤0.01%
20,563
-13,612
-40% -$306K
MERC icon
2998
Mercer International
MERC
$44.7M
$454K ﹤0.01%
27,003
-3,028
-10% -$52.8K
PDFS icon
2999
PDF Solutions
PDFS
$2B
$454K ﹤0.01%
50,227
+17,819
+55% +$179K
INAP
3000
DELISTED
Internap Corporation
INAP
$454K ﹤0.01%
35,956
-5,603
-13% -$69.3K
118 119
120
121 122

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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.