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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
TGB
3426
Trekor Metals
TGB
$2.56B
– –
-207,713
Closed -$224K
TPIC
3427
DELISTED
TPI Composites
TPIC
– –
-54,748
Closed -$1.6M
UTG icon
3428
Reaves Utility Income Fund
UTG
$3.69B
– –
-17,718
Closed -$512K
VSTM icon
3429
Verastem
VSTM
$532M
– –
-14,824
Closed -$1.22M
VT icon
3430
Vanguard Total World Stock ETF
VT
$76.3B
– –
-15,032
Closed -$1.1M
VTVT icon
3431
vTv Therapeutics
VTVT
$121M
– –
-543
Closed -$33K
VTWV icon
3432
Vanguard Russell 2000 Value ETF
VTWV
$1.29B
– –
-2,450
Closed -$280K
XHB icon
3433
State Street SPDR S&P Homebuilders ETF
XHB
$1.74B
– –
-9,993
Closed -$395K
YRD
3434
Yiren Digital
YRD
$103M
– –
-14,465
Closed -$307K
TRVN
3435
DELISTED
Trevena, Inc.
TRVN
– –
-118
Closed -$106K
JNCE
3436
DELISTED
Jounce Therapeutics, Inc. Common Stock
JNCE
– –
-46,230
Closed -$354K
DTEA
3437
DELISTED
DAVIDsTEA Inc. Common Stock
DTEA
– –
-12,987
Closed -$46K
CCXI
3438
DELISTED
ChemoCentryx, Inc.
CCXI
– –
-11,900
Closed -$157K
ABTX
3439
DELISTED
Allegiance Bancshares
ABTX
– –
-7,147
Closed -$310K
ARNA
3440
DELISTED
Arena Pharmaceuticals Inc
ARNA
– –
-4,747
Closed -$207K
ACBI
3441
DELISTED
Atlantic Capital Bancshares, Inc. Common Stock
ACBI
– –
-27,786
Closed -$546K
ADXS
3442
DELISTED
Advaxis Inc
ADXS
– –
-3,715
Closed -$81K
NXQ
3443
DELISTED
NUVEEN ELECT TAX-FREE INC 2
NXQ
– –
-79,782
Closed -$1.09M
NWHM
3444
DELISTED
THE NEW HOME COMPANY INC.
NWHM
– –
-17,927
Closed -$179K
MDLY
3445
DELISTED
Medley Management Inc
MDLY
– –
-3,289
Closed -$117K
BREW
3446
DELISTED
Craft Brew Alliance, Inc.
BREW
– –
-10,842
Closed -$224K
AFH
3447
DELISTED
Atlas Financial Holdings, Inc. Ordinary Shares
AFH
– –
-12,628
Closed -$110K
SCIX
3448
DELISTED
Global X Scientific Beta Asia ex-Japan ETF
SCIX
– –
-14,557
Closed -$366K
STML
3449
DELISTED
Stemline Therapeutics, Inc.
STML
– –
-10,803
Closed -$173K
AAC
3450
DELISTED
AAC Holdings
AAC
– –
-12,988
Closed -$122K
136 137
138
139 140

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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.