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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
CSW
3401
CSW Industrials
CSW
$4.71B
– –
-3,888
Closed -$205K
DFP
3402
Flaherty & Crumrine Dynamic Preferred and Income Fund
DFP
$423M
– –
-19,415
Closed -$455K
DHIL
3403
DELISTED
Diamond Hill
DHIL
– –
-1,361
Closed -$265K
EOLS icon
3404
Evolus
EOLS
$394M
– –
-18,537
Closed -$519K
EQBK icon
3405
Equity Bancshares
EQBK
$1.03B
– –
-11,115
Closed -$461K
EVN
3406
Eaton Vance Municipal Income Trust
EVN
$427M
– –
-37,295
Closed -$442K
FEZ icon
3407
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.28B
– –
-53,947
Closed -$2.07M
FFA
3408
First Trust Enhanced Equity Income Fund
FFA
$447M
– –
-94,065
Closed -$1.48M
FFWM
3409
DELISTED
First Foundation Inc
FFWM
– –
-11,880
Closed -$220K
GRBK icon
3410
Green Brick Partners
GRBK
$3.13B
– –
-44,771
Closed -$439K
HBB icon
3411
Hamilton Beach Brands
HBB
$302M
– –
-16,060
Closed -$467K
KALA icon
3412
KALA BIO
KALA
$11.8M
– –
-6
Closed -$189K
LCUT icon
3413
Lifetime Brands
LCUT
$199M
– –
-10,689
Closed -$135K
LVO icon
3414
LiveOne
LVO
$66M
– –
-1,593
Closed -$92K
MLAB icon
3415
Mesa Laboratories
MLAB
$539M
– –
-4,860
Closed -$1.03M
NMRK icon
3416
Newmark Group
NMRK
$2.73B
– –
-16,821
Closed -$239K
NXP icon
3417
Nuveen Select Tax-Free Income Portfolio
NXP
$900M
– –
-25,231
Closed -$361K
IMDX
3418
Insight Molecular Diagnostics
IMDX
$153M
– –
-630
Closed -$32K
PGZ
3419
Principal Real Estate Income Fund
PGZ
$68.6M
– –
-21,734
Closed -$386K
QAT icon
3420
iShares MSCI Qatar ETF
QAT
$64.9M
– –
-10,468
Closed -$171K
HTT
3421
High Templar Tech Ltd
HTT
$377M
– –
-13,849
Closed -$123K
HIND
3422
Vyome Holdings
HIND
$14.5M
– –
0
– -$92K
SCHC icon
3423
Schwab International Small-Cap Equity ETF
SCHC
$5.36B
– –
-14,120
Closed -$509K
SGRY icon
3424
Surgery Partners
SGRY
$2.06B
– –
-11,249
Closed -$168K
SNDR icon
3425
Schneider National
SNDR
$6.59B
– –
-8,677
Closed -$239K
135 136
137
138 139

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PSUF
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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.