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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
NH
3376
DELISTED
NantHealth, Inc
NH
$45K ﹤0.01%
1,903
-98
-5% -$3.73K
UPL
3377
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
$43K ﹤0.01%
38,587
-64,814
-63% -$96K
FLNT
3378
Fluent
FLNT
$102M
$41K ﹤0.01%
3,166
-4,748
-60% -$65.7K
AGEN
3379
Agenus
AGEN
$249M
$40K ﹤0.01%
960
+230
+32% +$9.05K
MARK
3380
DELISTED
Remark Holdings, Inc.
MARK
$40K ﹤0.01%
+1,241
New +$44.6K
NVAX icon
3381
Novavax
NVAX
$1.23B
$39K ﹤0.01%
1,029
-959
-48% -$27K
UEC icon
3382
Uranium Energy
UEC
$4.71B
$39K ﹤0.01%
+22,654
New +$37.7K
ZOM
3383
DELISTED
Zomedica Corp.
ZOM
$38K ﹤0.01%
20,356
-543
-3% -$1.16K
ATRS
3384
DELISTED
Antares Pharma, Inc.
ATRS
$37K ﹤0.01%
11,139
-6,367
-36% -$19.7K
CSLT
3385
DELISTED
CASTLIGHT HEALTH, INC.
CSLT
$34K ﹤0.01%
+12,520
New +$44.2K
CGI
3386
DELISTED
Celadon Group Inc
CGI
$34K ﹤0.01%
12,090
-120
-1% -$337
CGG
3387
DELISTED
CGG
CGG
$28K ﹤0.01%
+10,189
New +$27.3K
DHX icon
3388
DHI Group
DHX
$166M
$26K ﹤0.01%
12,193
-12,578
-51% -$26.5K
MUX icon
3389
McEwen Inc
MUX
$1.03B
$25K ﹤0.01%
1,287
+108
+9% +$2.26K
ALSK
3390
DELISTED
Alaska Communications Systems
ALSK
$22K ﹤0.01%
13,293
-1,438
-10% -$2.48K
ATHX
3391
DELISTED
Athersys, Inc. Common Stock
ATHX
$21K ﹤0.01%
401
-169
-30% -$8.38K
GEN
3392
DELISTED
Genesis Healthcare, Inc.
GEN
$20K ﹤0.01%
14,648
-6,618
-31% -$10.5K
ARDX icon
3393
Ardelyx
ARDX
$1.24B
– –
-12,474
Closed -$46K
AVXL icon
3394
Anavex Life Sciences
AVXL
$222M
– –
-16,553
Closed -$43K
AX icon
3395
Axos Financial
AX
$5.45B
– –
-203,023
Closed -$8.31M
BCRX icon
3396
BioCryst Pharmaceuticals
BCRX
$2.37B
– –
-14,284
Closed -$82K
BGB
3397
Blackstone Strategic Credit 2027 Term Fund
BGB
$500M
– –
-121,436
Closed -$1.92M
BGX
3398
Blackstone Long-Short Credit Income Fund
BGX
$135M
– –
-24,397
Closed -$402K
BHB icon
3399
Bar Harbor Bankshares
BHB
$654M
– –
-6,758
Closed -$205K
CHRS icon
3400
Coherus Oncology
CHRS
$217M
– –
-10,344
Closed -$145K
134 135
136
137 138

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MCM
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PSUF
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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.