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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
ARAY icon
3326
Accuray
ARAY
$28.4M
$95K ﹤0.01%
21,060
-21,282
-50% -$83.9K
RMTI icon
3327
Rockwell Medical
RMTI
$26.2M
$95K ﹤0.01%
205
+108
+111% +$52.3K
CTIC
3328
DELISTED
CTI BioPharma Corp. (DE) Common Stock
CTIC
$95K ﹤0.01%
+43,825
New +$109K
PFNX
3329
DELISTED
Pfenex Inc.
PFNX
$93K ﹤0.01%
+18,149
New +$93.2K
SRNE
3330
DELISTED
Sorrento Therapeutics, Inc.
SRNE
$90K ﹤0.01%
20,500
-33,077
-62% -$183K
ACHN
3331
DELISTED
Achillion Pharmaceuticals
ACHN
$90K ﹤0.01%
24,473
-4,224
-15% -$12.6K
ANFI
3332
DELISTED
AMIRA NATURE FOODS LTD
ANFI
$90K ﹤0.01%
+53,143
New +$98.4K
NWY
3333
DELISTED
New York & Co Inc
NWY
$90K ﹤0.01%
+23,318
New +$110K
LTS
3334
DELISTED
Ladenburg Thalmann Financial Services Inc
LTS
$89K ﹤0.01%
32,916
+1,663
+5% +$5.37K
PVLA
3335
Palvella Therapeutics
PVLA
$1.98B
$88K ﹤0.01%
196
-78
-28% -$33.9K
EGLE
3336
DELISTED
Eagle Bulk Shipping Inc.
EGLE
$88K ﹤0.01%
+2,229
New +$84.4K
AXTI icon
3337
AXT Inc
AXTI
$3.09B
$87K ﹤0.01%
+12,219
New +$93K
LFT
3338
Lument Finance Trust
LFT
$41.9M
$86K ﹤0.01%
22,828
-3,881
-15% -$13.6K
ZYNE
3339
DELISTED
Zynerba Pharmaceuticals, Inc
ZYNE
$86K ﹤0.01%
10,549
-12,296
-54% -$94.4K
ELVT
3340
DELISTED
Elevate Credit, Inc.
ELVT
$86K ﹤0.01%
+10,710
New +$101K
RRTS
3341
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
$85K ﹤0.01%
4,067
-1,134
-22% -$50.4K
SREV
3342
DELISTED
ServiceSource International, Inc.
SREV
$82K ﹤0.01%
28,947
-22,613
-44% -$75.1K
EMKR
3343
DELISTED
Emcore Corp
EMKR
$81K ﹤0.01%
1,705
-2,213
-56% -$108K
DRRX
3344
DELISTED
DURECT Corp
DRRX
$79K ﹤0.01%
7,222
+5,260
+268% +$71.5K
LCTX icon
3345
Lineage Cell Therapeutics
LCTX
$257M
$79K ﹤0.01%
38,263
-4,481
-10% -$9.41K
KA
3346
DELISTED
Kineta, Inc. Common Stock
KA
$79K ﹤0.01%
+235
New +$83.8K
MCHX icon
3347
Marchex
MCHX
$79.7M
$77K ﹤0.01%
27,856
-6,790
-20% -$19.4K
PFIE
3348
DELISTED
Profire Energy, Inc
PFIE
$77K ﹤0.01%
+24,089
New +$76.6K
NEXT icon
3349
NextDecade
NEXT
$1.85B
$75K ﹤0.01%
13,280
+3,263
+33% +$19.5K
SN
3350
DELISTED
Sanchez Energy Corporation
SN
$75K ﹤0.01%
32,535
-5,331
-14% -$18.4K
132 133
134
135 136

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MCM
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PSUF
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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.