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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
BFIN
3126
DELISTED
BankFinancial
BFIN
$290K ﹤0.01%
18,178
+976
+6% +$16.1K
EMCI
3127
DELISTED
EMC INS Group Inc
EMCI
$290K ﹤0.01%
11,719
-5,419
-32% -$143K
CLPR
3128
Clipper Realty
CLPR
$46.7M
$289K ﹤0.01%
21,354
+79
+0.4% +$883
AMRC icon
3129
Ameresco
AMRC
$1.18B
$287K ﹤0.01%
21,046
+1,353
+7% +$18.5K
KVHI icon
3130
KVH Industries
KVHI
$184M
$286K ﹤0.01%
21,830
-1,815
-8% -$22.9K
KYN icon
3131
Kayne Anderson Energy Infrastructure Fund
KYN
$2.47B
$286K ﹤0.01%
+16,015
New +$299K
RDUS
3132
DELISTED
Radius Health, Inc.
RDUS
$285K ﹤0.01%
16,006
-1,229
-7% -$27.8K
EHIC
3133
DELISTED
eHi Car Services Limited
EHIC
$285K ﹤0.01%
25,119
-695
-3% -$8.59K
FBK icon
3134
FB Financial Corp
FBK
$2.96B
$284K ﹤0.01%
7,240
-2,513
-26% -$108K
TAC icon
3135
TransAlta
TAC
$4.3B
$283K ﹤0.01%
50,315
+4,299
+9% +$24K
ACWX icon
3136
iShares MSCI ACWI ex US ETF
ACWX
$11.4B
$280K ﹤0.01%
+5,873
New +$279K
HBM icon
3137
Hudbay
HBM
$9.95B
$280K ﹤0.01%
55,414
+17,723
+47% +$87.8K
NTGN
3138
DELISTED
Neon Therapeutics, Inc. Common Stock
NTGN
$280K ﹤0.01%
32,834
+6,834
+26% +$75.7K
NCOM
3139
DELISTED
National Commerce Corporation
NCOM
$279K ﹤0.01%
+6,758
New +$304K
NNBR icon
3140
NN Inc
NNBR
$281M
$278K ﹤0.01%
17,821
+819
+5% +$15.3K
SPAB icon
3141
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.78B
$277K ﹤0.01%
10,000
– –
FNWB icon
3142
First Northwest Bancorp
FNWB
$116M
$276K ﹤0.01%
17,907
+5,611
+46% +$90.3K
REET icon
3143
iShares Global REIT ETF
REET
$5.18B
$274K ﹤0.01%
10,860
-54
-0.5% -$1.4K
VSEC icon
3144
VSE Corp
VSEC
$5.66B
$274K ﹤0.01%
8,285
-4,207
-34% -$172K
FTD
3145
DELISTED
FTD Companies, Inc. Common Stock
FTD
$274K ﹤0.01%
104,047
-19,642
-16% -$72K
SCHM icon
3146
Schwab US Mid-Cap ETF
SCHM
$14.7B
$273K ﹤0.01%
14,142
– –
DGRO icon
3147
iShares Core Dividend Growth ETF
DGRO
$42.9B
$272K ﹤0.01%
7,338
-268
-4% -$9.74K
KREF
3148
KKR Real Estate Finance Trust
KREF
$473M
$272K ﹤0.01%
13,466
+1,303
+11% +$26.8K
KDNY
3149
DELISTED
Chinook Therapeutics, Inc. Common Stock
KDNY
$272K ﹤0.01%
7,407
-212
-3% -$6.81K
CLNE icon
3150
Clean Energy Fuels
CLNE
$445M
$271K ﹤0.01%
104,323
+27,284
+35% +$76K
124 125
126
127 128

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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.