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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
DSGX icon
2551
Descartes Systems
DSGX
$6.09B
$1.33M ﹤0.01%
39,116
-18,604
-32% -$628K
SEDG icon
2552
SolarEdge
SEDG
$2.62B
$1.32M ﹤0.01%
35,011
+1,181
+3% +$56.9K
COLL icon
2553
Collegium Pharmaceutical
COLL
$1.15B
$1.32M ﹤0.01%
89,304
+23,854
+36% +$423K
CADE
2554
DELISTED
Cadence Bancorporation
CADE
$1.32M ﹤0.01%
50,369
+29,977
+147% +$841K
AMBA icon
2555
Ambarella
AMBA
$2.99B
$1.31M ﹤0.01%
33,993
+4,532
+15% +$176K
RUN icon
2556
Sunrun
RUN
$2.38B
$1.31M ﹤0.01%
105,713
-105,136
-50% -$1.45M
OMAD.U
2557
DELISTED
One Madison Corporation
OMAD.U
$1.31M ﹤0.01%
126,482
+14,000
+12% +$144K
CNXN icon
2558
PC Connection
CNXN
$2.05B
$1.31M ﹤0.01%
33,719
+12,531
+59% +$464K
TTEC icon
2559
TTEC Holdings
TTEC
$107M
$1.31M ﹤0.01%
50,610
+7,536
+17% +$219K
BFX
2560
DELISTED
BowFlex Inc.
BFX
$1.31M ﹤0.01%
93,996
+40,594
+76% +$584K
IMGN
2561
DELISTED
Immunogen Inc
IMGN
$1.31M ﹤0.01%
138,109
+61,585
+80% +$592K
PLYA
2562
DELISTED
Playa Hotels & Resorts
PLYA
$1.3M ﹤0.01%
135,430
+6,945
+5% +$71.1K
RCKY icon
2563
Rocky Brands
RCKY
$313M
$1.3M ﹤0.01%
+46,066
New +$1.34M
AXIA
2564
AXIA Energia
AXIA
$22.9B
$1.3M ﹤0.01%
422,400
+143,483
+51% +$457K
GIC icon
2565
Global Industrial
GIC
$1.36B
$1.3M ﹤0.01%
39,451
+1,146
+3% +$43.4K
INSM icon
2566
Insmed
INSM
$22.7B
$1.29M ﹤0.01%
64,032
-25,955
-29% -$586K
ACAD icon
2567
Acadia Pharmaceuticals
ACAD
$4.35B
$1.29M ﹤0.01%
62,001
+1,863
+3% +$29.3K
UPLD icon
2568
Upland Software
UPLD
$13.1M
$1.27M ﹤0.01%
3,945
-1,251
-24% -$433K
GTS
2569
DELISTED
Triple-S Management Corporation
GTS
$1.26M ﹤0.01%
70,202
-28,014
-29% -$741K
VRTS icon
2570
Virtus Investment Partners
VRTS
$1.12B
$1.26M ﹤0.01%
11,083
+1,045
+10% +$133K
EWM icon
2571
iShares MSCI Malaysia ETF
EWM
$307M
$1.26M ﹤0.01%
38,821
+1,225
+3% +$39.5K
FHB icon
2572
First Hawaiian
FHB
$3.38B
$1.24M ﹤0.01%
45,818
+12,813
+39% +$367K
PETQ
2573
DELISTED
PetIQ, Inc. Class A Common Stock
PETQ
$1.24M ﹤0.01%
+31,593
New +$1.05M
PTCT icon
2574
PTC Therapeutics
PTCT
$6.29B
$1.24M ﹤0.01%
26,391
-1,398
-5% -$57.8K
TBRG
2575
DELISTED
TruBridge
TBRG
$1.24M ﹤0.01%
46,087
-4,510
-9% -$132K
101 102
103
104 105

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AF
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MCM
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PSUF
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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.