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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
RC
3226
Ready Capital
RC
$265M
$213K ﹤0.01%
12,779
+813
+7% +$13.6K
PRTA icon
3227
Prothena Corp
PRTA
$458M
$211K ﹤0.01%
16,153
+5,171
+47% +$74.7K
LIND icon
3228
Lindblad Expeditions
LIND
$1.76B
$210K ﹤0.01%
14,132
+784
+6% +$11.1K
MOO icon
3229
VanEck Agribusiness ETF
MOO
$989M
$210K ﹤0.01%
+3,195
New +$204K
RFL icon
3230
Rafael Holdings
RFL
$111M
$210K ﹤0.01%
25,320
-2,089
-8% -$19.1K
BTO
3231
John Hancock Financial Opportunities Fund
BTO
$802M
$209K ﹤0.01%
5,646
– –
SPLV icon
3232
Invesco S&P 500 Low Volatility ETF
SPLV
$7.2B
$209K ﹤0.01%
4,226
– –
ATTO
3233
DELISTED
Atento S.A.
ATTO
$209K ﹤0.01%
5,555
-4,247
-43% -$147K
GCAP
3234
DELISTED
Gain Capital Holdings, Inc.
GCAP
$209K ﹤0.01%
32,104
-434
-1% -$3.14K
PMBC
3235
DELISTED
Pacific Mercantile Bancorp
PMBC
$208K ﹤0.01%
22,239
+4,057
+22% +$40K
IOVA icon
3236
Iovance Biotherapeutics
IOVA
$2.23B
$206K ﹤0.01%
18,337
+2,294
+14% +$32.6K
BGSF icon
3237
BGSF Inc
BGSF
$59.1M
$205K ﹤0.01%
+7,541
New +$197K
PI icon
3238
Impinj
PI
$3.89B
$205K ﹤0.01%
+8,266
New +$182K
RIGL icon
3239
Rigel Pharmaceuticals
RIGL
$680M
$205K ﹤0.01%
6,395
-650
-9% -$19.5K
ANAB icon
3240
AnaptysBio
ANAB
$1.6B
$203K ﹤0.01%
+2,032
New +$169K
FFNW
3241
DELISTED
First Financial Northwest, Inc
FFNW
$203K ﹤0.01%
+12,221
New +$222K
ICD
3242
DELISTED
Independence Contract Drilling, Inc.
ICD
$203K ﹤0.01%
2,050
+678
+49% +$56.2K
RARX
3243
DELISTED
Ra Pharmaceuticals, Inc. Common Stock
RARX
$203K ﹤0.01%
+11,224
New +$133K
GBNK
3244
DELISTED
Guaranty Bancorp
GBNK
$202K ﹤0.01%
+6,789
New +$208K
RDVY icon
3245
First Trust Rising Dividend Achievers ETF
RDVY
$24.3B
$201K ﹤0.01%
+6,354
New +$197K
SLP icon
3246
Simulations Plus
SLP
$371M
$201K ﹤0.01%
9,937
-2,134
-18% -$41.7K
GBT
3247
DELISTED
Global Blood Therapeutics, Inc.
GBT
$201K ﹤0.01%
5,297
-1,295
-20% -$57.4K
ECYT
3248
DELISTED
Endocyte, Inc. Common Stock
ECYT
$201K ﹤0.01%
+11,303
New +$194K
GNMK
3249
DELISTED
GenMark Diagnostics, Inc
GNMK
$200K ﹤0.01%
27,153
+146
+0.5% +$1.07K
FATE icon
3250
Fate Therapeutics
FATE
$281M
$199K ﹤0.01%
12,189
-1,384
-10% -$16.4K
128 129
130
131 132

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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.