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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
CLLS
3076
Cellectis
CLLS
$289M
$369K ﹤0.01%
13,081
+453
+4% +$13K
STEW
3077
SRH Total Return Fund
STEW
$1.76B
$369K ﹤0.01%
+32,908
New +$361K
OTE
3078
DELISTED
HELLENIC TELECOMM ORG ADS(RP1/
OTE
$368K ﹤0.01%
60,391
-2,663
-4% -$16.2K
XBI icon
3079
State Street SPDR S&P Biotech ETF
XBI
$10.3B
$367K ﹤0.01%
3,828
+106
+3% +$10.3K
GAM
3080
General American Investors Company
GAM
$1.54B
$365K ﹤0.01%
+9,882
New +$356K
WATT icon
3081
Energous
WATT
$77.3M
$365K ﹤0.01%
60
+15
+33% +$116K
MBB icon
3082
iShares MBS ETF
MBB
$39.1B
$362K ﹤0.01%
3,500
– –
TTPH
3083
DELISTED
Tetraphase Pharmaceuticals, Inc.
TTPH
$361K ﹤0.01%
6,532
-541
-8% -$34.5K
VOXX
3084
DELISTED
VOXX International Corporation Class A
VOXX
$357K ﹤0.01%
68,691
-95
-0.1% -$511
HABT
3085
DELISTED
The Habit Restaurants, Inc. - Class A
HABT
$357K ﹤0.01%
22,371
+3,682
+20% +$52.7K
SCIJ
3086
DELISTED
Global X Scientific Beta Japan ETF
SCIJ
$353K ﹤0.01%
11,359
-3,939
-26% -$117K
ECH icon
3087
iShares MSCI Chile ETF
ECH
$999M
$352K ﹤0.01%
7,770
– –
GABC icon
3088
German American Bancorp
GABC
$1.82B
$352K ﹤0.01%
9,968
-663
-6% -$24.4K
WHD icon
3089
Cactus
WHD
$3.79B
$352K ﹤0.01%
9,184
-83
-0.9% -$2.84K
SPA
3090
DELISTED
Sparton
SPA
$351K ﹤0.01%
24,345
-7,185
-23% -$104K
WACLY
3091
DELISTED
WACOAL HOLDINGS CORP ADR
WACLY
$351K ﹤0.01%
2,518
+58
+2% +$8.09K
PCYO icon
3092
Pure Cycle
PCYO
$257M
$350K ﹤0.01%
30,280
+1,273
+4% +$13.9K
CDXS icon
3093
Codexis
CDXS
$137M
$345K ﹤0.01%
20,113
-1,985
-9% -$32.1K
BKN
3094
DELISTED
BlackRock Investment Quality Municipal Trust
BKN
$344K ﹤0.01%
25,929
-4,432
-15% -$61.8K
GWRS icon
3095
Global Water Resources
GWRS
$213M
$344K ﹤0.01%
32,455
+7,928
+32% +$77.9K
BHBK
3096
DELISTED
Blue Hills Bancorp, Inc.
BHBK
$344K ﹤0.01%
14,257
+218
+2% +$4.95K
BLW icon
3097
BlackRock Limited Duration Income Trust
BLW
$490M
$343K ﹤0.01%
+23,069
New +$344K
CODI icon
3098
Compass Diversified
CODI
$760M
$342K ﹤0.01%
18,855
-567
-3% -$10.1K
FEM icon
3099
First Trust Emerging Markets AlphaDEX Fund
FEM
$742M
$342K ﹤0.01%
13,658
+761
+6% +$19.3K
PCMI
3100
DELISTED
PCM, Inc
PCMI
$342K ﹤0.01%
17,514
-376
-2% -$7.69K
122 123
124
125 126

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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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ACI
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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.