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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
CIA icon
3301
Citizens
CIA
$248M
$124K ﹤0.01%
14,743
-1,196
-8% -$9.6K
SFE
3302
DELISTED
Safeguard Scientifics, Inc.
SFE
$123K ﹤0.01%
13,199
-12,266
-48% -$133K
HOS
3303
DELISTED
Hornbeck Offshore Services, Inc.
HOS
$122K ﹤0.01%
20,770
+671
+3% +$3.08K
FRTA
3304
DELISTED
Forterra, Inc
FRTA
$121K ﹤0.01%
16,243
-9,827
-38% -$85K
ROSE
3305
DELISTED
Rosehill Resources Inc. Class A
ROSE
$121K ﹤0.01%
19,843
+2,959
+18% +$24.1K
MBIO icon
3306
Mustang Bio
MBIO
$4.28M
$119K ﹤0.01%
27
-6
-18% -$30K
JILL icon
3307
J. Jill
JILL
$261M
$118K ﹤0.01%
4,562
+186
+4% +$5.79K
ASXC
3308
DELISTED
Asensus Surgical, Inc.
ASXC
$118K ﹤0.01%
1,567
+483
+45% +$32.7K
LBC
3309
DELISTED
Luther Burbank Corporation Common Stock
LBC
$117K ﹤0.01%
+10,742
New +$121K
CALA
3310
DELISTED
Calithera Biosciences, Inc
CALA
$117K ﹤0.01%
+1,116
New +$106K
JRS icon
3311
Nuveen Real Estate Income Fund
JRS
$252M
$116K ﹤0.01%
+11,847
New +$119K
RLGT icon
3312
Radiant Logistics
RLGT
$413M
$110K ﹤0.01%
18,679
+5,762
+45% +$25.4K
MLNT
3313
DELISTED
Melinta Therapeutics, Inc. Common Stock
MLNT
$109K ﹤0.01%
5,513
+2,412
+78% +$61K
CRD.B icon
3314
Crawford & Co Class B
CRD.B
$496M
$106K ﹤0.01%
11,560
+24
+0.2% +$209
TIS
3315
DELISTED
Orchids Paper Products, Inc.
TIS
$105K ﹤0.01%
31,797
+17,411
+121% +$61K
VSLR
3316
DELISTED
VIVINT SOLAR, INC.
VSLR
$104K ﹤0.01%
20,008
-547
-3% -$2.89K
FBIO icon
3317
Fortress Biotech
FBIO
$108M
$103K ﹤0.01%
4,273
+491
+13% +$15.7K
GNE icon
3318
Genie Energy
GNE
$381M
$103K ﹤0.01%
19,039
-1,397
-7% -$7.78K
NMTR
3319
DELISTED
9 Meters Biopharma
NMTR
$103K ﹤0.01%
+752
New +$129K
IBRX icon
3320
ImmunityBio
IBRX
$7.31B
$101K ﹤0.01%
27,185
+9,692
+55% +$30.6K
AMBR
3321
DELISTED
Amber Road Inc
AMBR
$100K ﹤0.01%
10,428
-7,714
-43% -$68.7K
GLDD
3322
DELISTED
Great Lakes Dredge & Dock
GLDD
$97K ﹤0.01%
15,670
-6,277
-29% -$35K
VRAY
3323
DELISTED
ViewRay, Inc.
VRAY
$97K ﹤0.01%
10,410
-2,991
-22% -$29.4K
BLCM
3324
DELISTED
Bellicum Pharmaceuticals, Inc.
BLCM
$97K ﹤0.01%
1,572
+156
+11% +$10.6K
ZIXI
3325
DELISTED
Zix Corporation
ZIXI
$97K ﹤0.01%
17,533
-5,203
-23% -$28.8K
131 132
133
134 135

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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.