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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
PTR
1401
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
$7.52M 0.01%
92,364
+17,517
+23% +$1.31M
MDSO
1402
DELISTED
Medidata Solutions, Inc.
MDSO
$7.51M 0.01%
102,486
+2,860
+3% +$229K
ARCB icon
1403
ArcBest
ARCB
$3.33B
$7.5M 0.01%
154,515
+7,871
+5% +$370K
MTRN icon
1404
Materion
MTRN
$4.36B
$7.49M 0.01%
123,764
-8,349
-6% -$502K
PLCE icon
1405
Children's Place
PLCE
$55.8M
$7.49M 0.01%
58,569
+1,767
+3% +$226K
IBKC
1406
DELISTED
IBERIABANK Corp
IBKC
$7.49M 0.01%
92,004
+3,359
+4% +$279K
CRS icon
1407
Carpenter Technology
CRS
$27.8B
$7.48M 0.01%
126,866
+3,667
+3% +$210K
XLF icon
1408
State Street Financial Select Sector SPDR ETF
XLF
$57.4B
$7.48M 0.01%
271,149
+12,913
+5% +$361K
BJRI icon
1409
BJ's Restaurants
BJRI
$1.45B
$7.47M 0.01%
103,527
+10,484
+11% +$704K
CHRD icon
1410
Chord Energy
CHRD
$7.25B
$7.47M 0.01%
526,577
+164,225
+45% +$2.08M
SITC icon
1411
SITE Centers
SITC
$235M
$7.46M 0.01%
714,144
-90
-0% -$981
BIT icon
1412
BlackRock Multi-Sector Income Trust
BIT
$696M
$7.45M 0.01%
440,488
-202,331
-31% -$3.51M
ARI
1413
Apollo Commercial Real Estate
ARI
$881M
$7.44M 0.01%
394,148
+81,382
+26% +$1.55M
DY icon
1414
Dycom Industries
DY
$12.1B
$7.43M 0.01%
87,828
+8,467
+11% +$733K
SRCL
1415
DELISTED
Stericycle Inc
SRCL
$7.43M 0.01%
126,573
+1,683
+1% +$107K
BTZ icon
1416
BlackRock Credit Allocation Income Trust
BTZ
$933M
$7.42M 0.01%
606,543
-18,137
-3% -$222K
MC icon
1417
Moelis & Co
MC
$5.1B
$7.42M 0.01%
135,411
+18,311
+16% +$1.07M
SM icon
1418
SM Energy
SM
$7.11B
$7.42M 0.01%
235,354
+53,781
+30% +$1.54M
DRH icon
1419
Diamondrock Hospitality Co
DRH
$2.67B
$7.4M 0.01%
634,342
+54,214
+9% +$646K
ICPT
1420
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
$7.4M 0.01%
58,548
+291
+0.5% +$30.8K
ESV
1421
DELISTED
Ensco Rowan plc
ESV
$7.39M 0.01%
218,865
-837
-0.4% -$23.9K
TRMK icon
1422
Trustmark
TRMK
$2.74B
$7.38M 0.01%
219,204
+7,400
+3% +$258K
RES icon
1423
RPC Inc
RES
$1.14B
$7.36M 0.01%
475,696
+150,471
+46% +$2.21M
MBI icon
1424
MBIA
MBI
$278M
$7.36M 0.01%
688,200
+48,465
+8% +$496K
ABM icon
1425
ABM Industries
ABM
$2.88B
$7.35M 0.01%
228,026
+42,882
+23% +$1.36M
55 56
57
58 59

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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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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.