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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
ACTG icon
3351
Acacia Research
ACTG
$450M
$74K ﹤0.01%
23,258
-1,906
-8% -$7.09K
ENZ
3352
DELISTED
Enzo Biochem, Inc.
ENZ
$74K ﹤0.01%
17,856
+6,571
+58% +$29.9K
MBII
3353
DELISTED
Marrone Bio Innovations, Inc.
MBII
$74K ﹤0.01%
+40,303
New +$78.2K
FNM.PRT
3354
DELISTED
FEDERAL NATL MTG ASS 08250
FNM.PRT
$72K ﹤0.01%
+13,500
New +$72K
BBGI icon
3355
Beasley Broadcasting Group
BBGI
$37.1M
$71K ﹤0.01%
+514
New +$81.5K
RDVT icon
3356
Red Violet
RDVT
$859M
$71K ﹤0.01%
10,860
-5,246
-33% -$38.3K
ARQL
3357
DELISTED
Arqule Inc
ARQL
$69K ﹤0.01%
+12,229
New +$69.6K
MXWL
3358
DELISTED
Maxwell Technologies Inc
MXWL
$69K ﹤0.01%
19,655
+5,449
+38% +$22K
TCRT icon
3359
Alaunos Therapeutics
TCRT
$4.74M
$68K ﹤0.01%
141
-239
-63% -$102K
ACTA
3360
DELISTED
Actua Corp
ACTA
$68K ﹤0.01%
107,782
– –
INO icon
3361
Inovio Pharmaceuticals
INO
$79.8M
$66K ﹤0.01%
984
-1,103
-53% -$61.4K
LYTS icon
3362
LSI Industries
LYTS
$853M
$64K ﹤0.01%
13,954
-1,682
-11% -$8.46K
SSI
3363
DELISTED
Stage Stores Inc
SSI
$64K ﹤0.01%
32,709
-24,000
-42% -$51.4K
III icon
3364
Information Services Group
III
$185M
$63K ﹤0.01%
13,096
+1,971
+18% +$8.75K
OTIC
3365
DELISTED
Otonomy, Inc.
OTIC
$63K ﹤0.01%
22,848
-16,825
-42% -$54K
BTE icon
3366
Baytex Energy
BTE
$3.08B
$62K ﹤0.01%
21,152
-6,647
-24% -$20.4K
SQBG
3367
DELISTED
Sequential Brands Group, Inc.
SQBG
$62K ﹤0.01%
931
-173
-16% -$13.4K
MR
3368
DELISTED
Montage Resources Corporation Common Stock
MR
$61K ﹤0.01%
3,427
+1,723
+101% +$39.4K
RNWK
3369
DELISTED
RealNetworks Inc
RNWK
$57K ﹤0.01%
19,412
-26,322
-58% -$88.5K
GERN icon
3370
Geron
GERN
$911M
$55K ﹤0.01%
31,495
-12,726
-29% -$55.5K
NEOS
3371
DELISTED
Neos Therapeutics, Inc
NEOS
$55K ﹤0.01%
11,402
-88,588
-89% -$502K
APVO icon
3372
Aptevo Therapeutics
APVO
$5.47M
– –
0
– –
XXII
3373
22nd Century Group
XXII
$1.47M
– –
0
– –
SGYP
3374
DELISTED
Synergy Pharmaceuticals, Inc Common Stock
SGYP
$50K ﹤0.01%
29,120
-27,876
-49% -$49.9K
FSNN
3375
DELISTED
Fusion Connect, Inc. Common Stock
FSNN
$48K ﹤0.01%
18,674
-16,432
-47% -$61.3K
133 134
135
136 137

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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.