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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
LAB icon
3176
Standard BioTools
LAB
$326M
$246K ﹤0.01%
32,825
-7,399
-18% -$52.6K
SALM
3177
DELISTED
Salem Media Group, Inc. Class A Common Stock
SALM
$245K ﹤0.01%
72,205
-48,437
-40% -$211K
XRN
3178
Chiron Real Estate Inc
XRN
$544M
$244K ﹤0.01%
5,171
+1,805
+54% +$81.7K
BOJA
3179
DELISTED
Bojangles', Inc. Common Stock
BOJA
$244K ﹤0.01%
15,526
+1,054
+7% +$14.9K
CHMI
3180
Cherry Hill Mortgage Investment Corp
CHMI
$83M
$242K ﹤0.01%
+13,396
New +$246K
MLR icon
3181
Miller Industries
MLR
$586M
$242K ﹤0.01%
8,994
-1,836
-17% -$49.4K
HURC icon
3182
Hurco Companies Inc
HURC
$137M
$241K ﹤0.01%
5,350
+123
+2% +$5.4K
RILY icon
3183
BRC Group Holdings
RILY
$277M
$241K ﹤0.01%
10,623
+524
+5% +$11.7K
VCEL icon
3184
Vericel Corp
VCEL
$2.3B
$241K ﹤0.01%
17,036
-12,020
-41% -$141K
MBTF
3185
DELISTED
MBT Financial Corporation
MBTF
$241K ﹤0.01%
21,321
+9,636
+82% +$108K
MUB icon
3186
iShares National Muni Bond ETF
MUB
$45.1B
$238K ﹤0.01%
+2,209
New +$240K
TRVG
3187
trivago
TRVG
$386M
$237K ﹤0.01%
+7,698
New +$180K
HOFT icon
3188
Hooker Furnishings Corp
HOFT
$148M
$236K ﹤0.01%
6,991
-3,947
-36% -$174K
HMY icon
3189
Harmony Gold Mining
HMY
$9.92B
$234K ﹤0.01%
141,055
+2,107
+2% +$3.55K
RBB icon
3190
RBB Bancorp
RBB
$446M
$234K ﹤0.01%
+9,539
New +$284K
FMO
3191
DELISTED
Fiduciary/Claymore Energy Infrastructure Fund
FMO
$234K ﹤0.01%
+3,836
New +$234K
CSIQ icon
3192
Canadian Solar
CSIQ
$906M
$233K ﹤0.01%
16,083
+1,354
+9% +$18.7K
LOB icon
3193
Live Oak Bancshares
LOB
$1.95B
$233K ﹤0.01%
+8,704
New +$261K
VHI icon
3194
Valhi
VHI
$385M
$233K ﹤0.01%
8,501
+7,535
+780% +$379K
IO
3195
DELISTED
ION Geophysical Corporation
IO
$232K ﹤0.01%
+14,919
New +$291K
EZU icon
3196
iShare MSCI Eurozone ETF
EZU
$9.41B
$231K ﹤0.01%
5,638
-262
-4% -$10.9K
PROV icon
3197
Provident Financial
PROV
$108M
$231K ﹤0.01%
12,603
-4,861
-28% -$89.3K
BXC icon
3198
BlueLinx
BXC
$455M
$230K ﹤0.01%
+7,316
New +$264K
PFBC icon
3199
Preferred Bank
PFBC
$1.22B
$230K ﹤0.01%
+3,929
New +$246K
ZOES
3200
DELISTED
Zoe's Kitchen, Inc.
ZOES
$230K ﹤0.01%
+18,048
New +$206K
126 127
128
129 130

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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.