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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
TFIN icon
2701
Triumph Financial Inc
TFIN
$1.8B
$982K ﹤0.01%
25,719
-704
-3% -$29.3K
EWA icon
2702
iShares MSCI Australia ETF
EWA
$1.37B
$981K ﹤0.01%
44,330
-2,894
-6% -$65.1K
PGEN icon
2703
Precigen
PGEN
$1.93B
$981K ﹤0.01%
56,974
-1,714
-3% -$25.5K
NPTN
2704
DELISTED
NEOPHOTONICS CORP
NPTN
$980K ﹤0.01%
118,104
+19,707
+20% +$150K
MDGL icon
2705
Madrigal Pharmaceuticals
MDGL
$12.7B
$976K ﹤0.01%
4,560
-6,627
-59% -$1.66M
TBX icon
2706
ProShares Short 7-10 Year Treasury
TBX
$15.8M
$976K ﹤0.01%
33,227
-3,915
-11% -$114K
FOLD
2707
DELISTED
Amicus Therapeutics
FOLD
$970K ﹤0.01%
80,245
-11,576
-13% -$162K
OPTN
2708
DELISTED
OptiNose
OPTN
$967K ﹤0.01%
5,189
+4,690
+940% +$1.34M
WASH icon
2709
Washington Trust Bancorp
WASH
$736M
$966K ﹤0.01%
17,468
+1,103
+7% +$64.8K
MRT
2710
DELISTED
MedEquities Realty Trust, Inc.
MRT
$964K ﹤0.01%
99,129
+57,561
+138% +$610K
ABCD
2711
DELISTED
Cambium Learning Group, Inc.
ABCD
$963K ﹤0.01%
81,376
+67,326
+479% +$833K
ORGO icon
2712
Organogenesis Holdings
ORGO
$328M
$962K ﹤0.01%
95,000
+8,000
+9% +$80.7K
KNM
2713
DELISTED
KONAMI CORPORATION ADS (1 SH COM STK)
KNM
$962K ﹤0.01%
24,538
-721
-3% -$28.3K
DBVT
2714
DBV Technologies
DBVT
$823M
$961K ﹤0.01%
4,277
+985
+30% +$200K
OSUR icon
2715
OraSure Technologies
OSUR
$273M
$959K ﹤0.01%
62,055
-5,221
-8% -$85.6K
RICK icon
2716
RCI Hospitality Holdings
RICK
$201M
$958K ﹤0.01%
32,352
+7,030
+28% +$224K
CSTE icon
2717
Caesarstone
CSTE
$75.7M
$955K ﹤0.01%
51,502
+2,589
+5% +$45.4K
TITN icon
2718
Titan Machinery
TITN
$469M
$955K ﹤0.01%
61,659
+290
+0.5% +$4.59K
PRTY
2719
DELISTED
Party City Holdco Inc.
PRTY
$955K ﹤0.01%
70,461
+1,915
+3% +$29.3K
BPY
2720
DELISTED
Brookfield Property Partners L.P. Limited Partnership Units
BPY
$949K ﹤0.01%
+45,410
New +$907K
HSTM icon
2721
HealthStream
HSTM
$814M
$947K ﹤0.01%
30,548
-1,574
-5% -$47.1K
NOMD icon
2722
Nomad Foods
NOMD
$1.67B
$945K ﹤0.01%
46,643
+21,790
+88% +$431K
LGTY
2723
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
$944K ﹤0.01%
77,814
-18,172
-19% -$275K
NETI
2724
DELISTED
Eneti Inc.
NETI
$944K ﹤0.01%
14,012
-753
-5% -$49.1K
FND icon
2725
Floor & Decor
FND
$5.99B
$942K ﹤0.01%
31,237
-16,289
-34% -$664K
107 108
109
110 111

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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.