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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
IBB icon
2876
iShares Biotechnology ETF
IBB
$9.44B
$654K ﹤0.01%
5,363
+280
+6% +$33K
CTLP
2877
DELISTED
Cantaloupe
CTLP
$652K ﹤0.01%
90,510
-116,798
-56% -$1.61M
CARO
2878
DELISTED
Carolina Financial Corp.
CARO
$649K ﹤0.01%
17,206
-9,333
-35% -$387K
COLD icon
2879
Americold
COLD
$4.17B
$648K ﹤0.01%
+25,880
New +$601K
FSB
2880
DELISTED
Franklin Financial Network, Inc.
FSB
$648K ﹤0.01%
16,562
-12,256
-43% -$474K
MRSN
2881
DELISTED
Mersana Therapeutics
MRSN
$646K ﹤0.01%
2,585
+821
+47% +$275K
CVIA
2882
DELISTED
Covia Holdings Corporation Common Stock
CVIA
$645K ﹤0.01%
71,926
+55,254
+331% +$762K
TLGT
2883
DELISTED
Teligent, Inc
TLGT
$643K ﹤0.01%
16,280
-35
-0.2% -$1.4K
TA
2884
DELISTED
TravelCenters of America LLC
TA
$641K ﹤0.01%
22,497
– –
FDT icon
2885
First Trust Developed Markets ex-US AlphaDEX Fund
FDT
$1.27B
$640K ﹤0.01%
10,784
+662
+7% +$39.3K
NXEO
2886
DELISTED
Nexeo Solutions, Inc. Common Stock
NXEO
$637K ﹤0.01%
51,986
+11,470
+28% +$115K
KE
2887
Kimball Electronics
KE
$598M
$628K ﹤0.01%
31,950
-6,245
-16% -$123K
SPWH icon
2888
Sportsman's Warehouse
SPWH
$44.9M
$627K ﹤0.01%
107,251
-13,383
-11% -$72.8K
VATE icon
2889
INNOVATE Corp
VATE
$116M
$626K ﹤0.01%
10,227
+294
+3% +$17.6K
OPCH icon
2890
Option Care Health
OPCH
$3.42B
$624K ﹤0.01%
50,309
+12,206
+32% +$143K
CRCM
2891
DELISTED
CARE.COM, INC.
CRCM
$622K ﹤0.01%
28,150
+3,242
+13% +$64.9K
BSET icon
2892
Bassett Furniture
BSET
$169M
$620K ﹤0.01%
29,194
+11,615
+66% +$277K
CNCE
2893
DELISTED
Concert Pharmaceuticals, Inc.
CNCE
$618K ﹤0.01%
41,668
-41,822
-50% -$658K
SPWR
2894
DELISTED
SunPower Corporation Common Stock
SPWR
$614K ﹤0.01%
128,451
+1,617
+1% +$7.66K
GLIN icon
2895
VanEck India Growth Leaders ETF
GLIN
$95.5M
$613K ﹤0.01%
15,300
– –
SCTL
2896
DELISTED
Societal CDMO, Inc. Common Stock
SCTL
$612K ﹤0.01%
95,996
+55,009
+134% +$312K
DVAX
2897
DELISTED
Dynavax Technologies
DVAX
$611K ﹤0.01%
49,255
-8,070
-14% -$109K
KNSA icon
2898
Kiniksa Pharmaceuticals
KNSA
$4.89B
$610K ﹤0.01%
23,922
+7,218
+43% +$140K
MODN
2899
DELISTED
MODEL N, INC.
MODN
$609K ﹤0.01%
38,398
-997
-3% -$17.4K
LORL
2900
DELISTED
Loral Space and Communications, Inc.
LORL
$609K ﹤0.01%
13,424
-14,454
-52% -$596K
114 115
116
117 118

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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.