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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
PTGX icon
3251
Protagonist Therapeutics
PTGX
$8.75B
$199K ﹤0.01%
19,382
-3,775
-16% -$32.5K
HDSN
3252
Hudson Technologies
HDSN
$267M
$196K ﹤0.01%
153,018
+23,361
+18% +$41.4K
SCPH
3253
DELISTED
scPharmaceuticals
SCPH
$196K ﹤0.01%
+33,353
New +$170K
AKBA icon
3254
Akebia Therapeutics
AKBA
$327M
$195K ﹤0.01%
22,105
-885
-4% -$7.92K
PAK
3255
DELISTED
Global X MSCI Pakistan ETF
PAK
$195K ﹤0.01%
4,600
– –
EVG
3256
Eaton Vance Short Duration Diversified Income Fund
EVG
$142M
$194K ﹤0.01%
15,016
-784
-5% -$10.1K
NNA
3257
DELISTED
Navios Maritime Acquisition Corporation
NNA
$194K ﹤0.01%
+25,384
New +$218K
CWCO icon
3258
Consolidated Water Co
CWCO
$469M
$192K ﹤0.01%
13,855
-1,996
-13% -$27.6K
EEP
3259
DELISTED
Enbridge Energy Partners
EEP
$192K ﹤0.01%
17,436
-646,082
-97% -$7.26M
SAFE
3260
DELISTED
Safehold Inc.
SAFE
$192K ﹤0.01%
10,266
-3,072
-23% -$54.6K
PRTK
3261
DELISTED
Paratek Pharmaceuticals, Inc.
PRTK
$187K ﹤0.01%
19,295
+4,471
+30% +$45.1K
HIVE
3262
DELISTED
Aerohive Networks
HIVE
$187K ﹤0.01%
45,398
-17,961
-28% -$74.8K
ORM
3263
DELISTED
Owens Realty Mortgage, Inc.
ORM
$184K ﹤0.01%
10,899
-2,516
-19% -$42.3K
PZN
3264
DELISTED
Pzena Investment Management, Inc. Class A
PZN
$179K ﹤0.01%
18,806
-321
-2% -$2.97K
CYD icon
3265
China Yuchai International
CYD
$1.69B
$178K ﹤0.01%
+10,296
New +$199K
PSIX
3266
Power Solutions International
PSIX
$691M
$177K ﹤0.01%
15,071
– –
NVGS icon
3267
Navigator Holdings
NVGS
$1.34B
$176K ﹤0.01%
14,543
+1,739
+14% +$21.3K
SBSW icon
3268
Sibanye-Stillwater
SBSW
$5.92B
$175K ﹤0.01%
70,169
+983
+1% +$2.36K
SENS icon
3269
Senseonics Holdings Inc
SENS
$254M
$174K ﹤0.01%
+1,828
New +$150K
CLBK icon
3270
Columbia Financial
CLBK
$1.13B
$171K ﹤0.01%
+10,226
New +$171K
MCBC
3271
DELISTED
Macatawa Bank Corp
MCBC
$168K ﹤0.01%
14,361
+877
+7% +$10.8K
XRM
3272
DELISTED
Xerium Technologies Inc (new)
XRM
$167K ﹤0.01%
+12,421
New +$166K
NL icon
3273
NLI Holdings
NL
$284M
$165K ﹤0.01%
27,544
-3,561
-11% -$28.4K
FMNB icon
3274
Farmers National Banc Corp
FMNB
$899M
$164K ﹤0.01%
+10,722
New +$171K
LRMR icon
3275
Larimar Therapeutics
LRMR
$416M
$163K ﹤0.01%
1,160
+71
+7% +$8.62K
129 130
131
132 133

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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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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.