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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
CCO icon
3276
Clear Channel Outdoor Holdings
CCO
$1.23B
$162K ﹤0.01%
27,188
-6,487
-19% -$30.7K
AXIA.PR
3277
DELISTED
AXIA Energia American Depositary Shares Preferred Class B1
AXIA.PR
$162K ﹤0.01%
35,919
+451
+1% +$2.05K
VWTR
3278
DELISTED
Vidler Water Resouces, Inc. Common Stock
VWTR
$162K ﹤0.01%
12,939
+2,403
+23% +$29.6K
INB
3279
DELISTED
Cohen & Steers Global Income Builder, Inc.
INB
$162K ﹤0.01%
17,380
-58,866
-77% -$561K
TELL
3280
DELISTED
Tellurian Inc.
TELL
$160K ﹤0.01%
17,792
-19,095
-52% -$157K
ARC
3281
DELISTED
ARC Document Solutions, Inc.
ARC
$156K ﹤0.01%
54,803
-7,655
-12% -$21K
IAU icon
3282
iShares Gold Trust
IAU
$63B
$154K ﹤0.01%
+6,740
New +$157K
FRBK
3283
DELISTED
Republic First Bancorp Inc
FRBK
$152K ﹤0.01%
21,299
-457
-2% -$3.48K
RNGR icon
3284
Ranger Energy Services
RNGR
$373M
$150K ﹤0.01%
17,858
-10,557
-37% -$96.1K
SE icon
3285
Sea Limited
SE
$61.2B
$150K ﹤0.01%
10,816
+234
+2% +$3.37K
GSM icon
3286
FerroAtlántica
GSM
$628M
$148K ﹤0.01%
18,113
-5,150
-22% -$41.2K
HNRG icon
3287
Hallador Energy
HNRG
$718M
$147K ﹤0.01%
23,604
+73
+0.3% +$461
METC icon
3288
Ramaco Resources Class A
METC
$676M
$147K ﹤0.01%
20,307
-799
-4% -$5.6K
PRPL icon
3289
Purple Innovation
PRPL
$33.2M
$144K ﹤0.01%
993
+485
+95% +$78.7K
SND icon
3290
Smart Sand
SND
$200M
$144K ﹤0.01%
34,933
+21,230
+155% +$111K
MRNS
3291
DELISTED
Marinus Pharmaceuticals, Inc
MRNS
$144K ﹤0.01%
+3,601
New +$102K
SMS
3292
DELISTED
SIMS METAL MANAGEMENT LTD ADS (EA REPSTG 1 ORD SHS)
SMS
$143K ﹤0.01%
15,721
-5,138
-25% -$46.7K
OCSL icon
3293
Oaktree Specialty Lending
OCSL
$1.03B
$141K ﹤0.01%
+9,458
New +$140K
PPT
3294
Franklin Premier Income Trust
PPT
$323M
$138K ﹤0.01%
+26,240
New +$138K
TRAK icon
3295
ReposiTrak
TRAK
$148M
$138K ﹤0.01%
+13,656
New +$115K
GREK
3296
Global X MSCI Greece ETF
GREK
$288M
$137K ﹤0.01%
5,512
– –
QMCO icon
3297
Quantum Corp
QMCO
$437M
$137K ﹤0.01%
2,859
+87
+3% +$3.55K
VLRS
3298
Controladora Vuela Compania de Aviacion
VLRS
$876M
$128K ﹤0.01%
+17,224
New +$123K
BCOV
3299
DELISTED
Brightcove, Inc.
BCOV
$128K ﹤0.01%
15,238
-3,645
-19% -$31.3K
SRGA
3300
DELISTED
Surgalign Holdings, Inc. Common Stock
SRGA
$126K ﹤0.01%
933
-67
-7% -$9.24K
130 131
132
133 134

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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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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.