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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
IIM icon
951
Invesco Value Municipal Income Trust
IIM
$585M
$14.7M 0.01%
1,058,746
-18,037
-2% -$255K
HXL icon
952
Hexcel
HXL
$8.28B
$14.7M 0.01%
218,504
+3,113
+1% +$211K
BFAM icon
953
Bright Horizons
BFAM
$4.1B
$14.6M 0.01%
124,173
+8,191
+7% +$925K
ANDX
954
DELISTED
Andeavor Logistics LP
ANDX
$14.6M 0.01%
301,186
+239,206
+386% +$11.2M
BMS
955
DELISTED
Bemis
BMS
$14.6M 0.01%
300,227
+43,500
+17% +$2.06M
ITGR icon
956
Integer Holdings
ITGR
$3.38B
$14.6M 0.01%
175,854
+17,793
+11% +$1.33M
SUI icon
957
Sun Communities
SUI
$15B
$14.6M 0.01%
143,599
+18,553
+15% +$1.85M
FHN icon
958
First Horizon
FHN
$12.1B
$14.5M 0.01%
841,481
+83,158
+11% +$1.5M
CNDT icon
959
Conduent
CNDT
$234M
$14.5M 0.01%
643,596
+187,999
+41% +$3.86M
HIO
960
Western Asset High Income Opportunity Fund
HIO
$334M
$14.5M 0.01%
3,041,090
-17
-0% -$82
LSTR icon
961
Landstar System
LSTR
$6.5B
$14.5M 0.01%
118,578
+11,420
+11% +$1.32M
WLL
962
DELISTED
Whiting Petroleum Corporation
WLL
$14.4M 0.01%
3,624
-542
-13% -$2M
MKTX icon
963
MarketAxess Holdings
MKTX
$4.19B
$14.4M 0.01%
80,644
-13,446
-14% -$2.58M
ARE icon
964
Alexandria Real Estate Equities
ARE
$8.96B
$14.4M 0.01%
114,383
+2,609
+2% +$330K
AZPN
965
DELISTED
ASPEN TECHNOLOGY INC
AZPN
$14.4M 0.01%
126,238
-1,518
-1% -$173K
IGSB icon
966
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$22.9B
$14.4M 0.01%
277,092
– –
TTEK icon
967
Tetra Tech
TTEK
$8.28B
$14.3M 0.01%
1,047,030
-13,770
-1% -$182K
STMP
968
DELISTED
Stamps.com, Inc.
STMP
$14.3M 0.01%
63,193
-13,824
-18% -$3.46M
NVR icon
969
NVR
NVR
$16.9B
$14.3M 0.01%
5,784
-3,334
-37% -$9.21M
CLH icon
970
Clean Harbors
CLH
$15.9B
$14.3M 0.01%
199,465
+18,684
+10% +$1.19M
NWSA icon
971
News Corp Class A
NWSA
$14.8B
$14.2M 0.01%
1,080,010
-120,469
-10% -$1.69M
DCI icon
972
Donaldson
DCI
$10.8B
$14.2M 0.01%
244,326
+34,808
+17% +$1.75M
ACH
973
Accendra Health
ACH
$247M
$14.2M 0.01%
858,638
+88,831
+12% +$1.51M
SEO
974
DELISTED
STORA ENSO OYJ, ADS(RP 1 SR R)
SEO
$14.2M 0.01%
742,976
+48,578
+7% +$926K
VE
975
DELISTED
VEOLIA ENVIRONNEMENT
VE
$14.2M 0.01%
711,389
-36,163
-5% -$719K
37 38
39
40 41

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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.