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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
NJR icon
1701
New Jersey Resources
NJR
$5.97B
$5.12M ﹤0.01%
110,947
+1,300
+1% +$59.9K
MTSI icon
1702
MACOM Technology Solutions
MTSI
$17.9B
$5.11M ﹤0.01%
248,237
+25,638
+12% +$575K
BCC icon
1703
Boise Cascade
BCC
$2.74B
$5.11M ﹤0.01%
138,751
-11,740
-8% -$511K
HR
1704
DELISTED
Healthcare Realty Trust Incorporated
HR
$5.1M ﹤0.01%
174,395
+31,010
+22% +$926K
HTHT icon
1705
Huazhu Hotels Group
HTHT
$13.3B
$5.1M ﹤0.01%
157,931
+69,240
+78% +$2.43M
NBTB icon
1706
NBT Bancorp
NBTB
$2.81B
$5.1M ﹤0.01%
132,861
+4,816
+4% +$192K
NTCT icon
1707
NETSCOUT
NTCT
$2.85B
$5.09M ﹤0.01%
201,653
+21,952
+12% +$593K
UFPI icon
1708
UFP Industries
UFPI
$4.98B
$5.08M ﹤0.01%
143,803
-7,572
-5% -$279K
GNC
1709
DELISTED
GNC Holdings, Inc.
GNC
$5.06M ﹤0.01%
1,222,654
-18,357
-1% -$60.8K
MTDR icon
1710
Matador Resources
MTDR
$6.05B
$5.06M ﹤0.01%
153,009
-29,867
-16% -$954K
ASIX icon
1711
AdvanSix
ASIX
$542M
$5.04M ﹤0.01%
148,565
-49,229
-25% -$1.77M
EVTC icon
1712
Evertec
EVTC
$1.96B
$5.03M ﹤0.01%
208,613
+15,110
+8% +$358K
MTRX icon
1713
Matrix Service
MTRX
$317M
$5.03M ﹤0.01%
203,975
+31,566
+18% +$667K
CLW icon
1714
Clearwater Paper
CLW
$349M
$5.02M ﹤0.01%
169,018
+66,911
+66% +$1.8M
KWR icon
1715
Quaker Houghton
KWR
$2.57B
$5.02M ﹤0.01%
24,827
+1,353
+6% +$236K
NNI icon
1716
Nelnet
NNI
$4.93B
$5.01M ﹤0.01%
87,670
-26
-0% -$1.52K
SBNY
1717
DELISTED
Signature Bank
SBNY
$5.01M ﹤0.01%
43,622
-3,301
-7% -$389K
DOC
1718
DELISTED
PHYSICIANS REALTY TRUST
DOC
$5M ﹤0.01%
296,333
+60,934
+26% +$1.01M
XLY icon
1719
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
$4.99M ﹤0.01%
85,206
+200
+0.2% +$11.4K
EVBG
1720
DELISTED
Everbridge, Inc. Common Stock
EVBG
$4.99M ﹤0.01%
86,615
-28,929
-25% -$1.56M
VEU icon
1721
Vanguard FTSE All-World ex-US ETF
VEU
$65.4B
$4.96M ﹤0.01%
95,394
– –
XLI icon
1722
State Street Industrial Select Sector SPDR ETF
XLI
$32.3B
$4.95M ﹤0.01%
63,170
+4,411
+8% +$336K
SFNC icon
1723
Simmons First National
SFNC
$3.37B
$4.95M ﹤0.01%
168,147
+26,572
+19% +$818K
OLN icon
1724
Olin
OLN
$2.53B
$4.95M ﹤0.01%
192,774
+25,996
+16% +$763K
CHSP
1725
DELISTED
Chesapeake Lodging Trust
CHSP
$4.95M ﹤0.01%
154,277
+20,533
+15% +$666K
67 68
69
70 71

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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.