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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
CSV icon
3151
Carriage Services
CSV
$618M
$271K ﹤0.01%
12,562
-37,728
-75% -$888K
PTVCB
3152
DELISTED
Protective Insurance Corporation Class B Common Stock
PTVCB
$271K ﹤0.01%
11,811
+2,034
+21% +$47.8K
NVTA
3153
DELISTED
Invitae Corporation
NVTA
$270K ﹤0.01%
+16,132
New +$184K
XELA
3154
DELISTED
Exela Technologies, Inc. Common Stock
XELA
$270K ﹤0.01%
3
+1
+50% +$67.6K
BLMT
3155
DELISTED
BSB Bancorp, Inc.
BLMT
$270K ﹤0.01%
8,277
+382
+5% +$12.9K
NYMX
3156
DELISTED
Nymox Pharmaceutical Corp
NYMX
$268K ﹤0.01%
108,956
+87,057
+398% +$257K
MNTV
3157
DELISTED
Momentive Global Inc. Common Stock
MNTV
$268K ﹤0.01%
+16,737
New +$276K
AMLP icon
3158
Alerian MLP ETF
AMLP
$12.9B
$265K ﹤0.01%
4,961
-4,338
-47% -$234K
CISN
3159
DELISTED
Cision Ltd. Ordinary Share
CISN
$264K ﹤0.01%
+15,715
New +$259K
BRSP
3160
BrightSpire Capital
BRSP
$681M
$263K ﹤0.01%
+11,947
New +$251K
RPT
3161
Rithm Property Trust
RPT
$90.5M
$263K ﹤0.01%
3,336
+289
+9% +$22.6K
AGFS
3162
DELISTED
AgroFresh Solutions Inc
AGFS
$263K ﹤0.01%
42,202
+6,528
+18% +$43.3K
KOPN icon
3163
Kopin
KOPN
$663M
$261K ﹤0.01%
107,861
+16,840
+19% +$42.8K
BOOM icon
3164
DMC Global
BOOM
$121M
$258K ﹤0.01%
6,324
+131
+2% +$5.58K
BTT icon
3165
BlackRock Municipal 2030 Target Term Trust
BTT
$1.43B
$258K ﹤0.01%
+12,475
New +$266K
PHO icon
3166
Invesco Water Resources ETF
PHO
$1.97B
$258K ﹤0.01%
8,102
-1,289
-14% -$40.5K
OLBK
3167
DELISTED
Old Line Bancshares, Inc.
OLBK
$258K ﹤0.01%
+8,145
New +$279K
RMT
3168
Royce Micro-Cap Trust
RMT
$736M
$255K ﹤0.01%
24,979
-824
-3% -$8.58K
OSB
3169
DELISTED
Norbord Inc.
OSB
$252K ﹤0.01%
7,599
-323
-4% -$12.6K
GLD icon
3170
SPDR Gold Trust
GLD
$132B
$250K ﹤0.01%
2,213
-3,000
-58% -$344K
ATE
3171
DELISTED
Advantest Corp
ATE
$250K ﹤0.01%
11,649
+393
+3% +$8.43K
AQMS icon
3172
Aqua Metals
AQMS
$9.63M
$248K ﹤0.01%
480
-49
-9% -$26.6K
NKSH icon
3173
National Bankshares
NKSH
$233M
$248K ﹤0.01%
5,467
+9
+0.2% +$418
RWO icon
3174
State Street SPDR Dow Jones Global Real Estate ETF
RWO
$1.32B
$248K ﹤0.01%
5,214
-260
-5% -$12.6K
IWC icon
3175
iShares Micro-Cap ETF
IWC
$1.43B
$246K ﹤0.01%
2,312
-604
-21% -$64.7K
125 126
127
128 129

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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.