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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
UBNK
2076
DELISTED
United Financial Bancorp, Inc.
UBNK
$3M ﹤0.01%
178,346
+29,657
+20% +$522K
CLDT
2077
Chatham Lodging
CLDT
$638M
$3M ﹤0.01%
143,579
+19,414
+16% +$415K
REVG
2078
DELISTED
REV Group
REVG
$3M ﹤0.01%
191,046
+178,199
+1,387% +$2.91M
RPT
2079
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
$2.99M ﹤0.01%
220,044
+35,310
+19% +$472K
SIEN
2080
DELISTED
Sientra, Inc.
SIEN
$2.98M ﹤0.01%
12,500
-574
-4% -$126K
CIVI
2081
DELISTED
Civitas Resources
CIVI
$2.98M ﹤0.01%
100,165
+61,817
+161% +$2.06M
BANC icon
2082
Banc of California
BANC
$3.27B
$2.98M ﹤0.01%
157,384
+26,700
+20% +$526K
CPK icon
2083
Chesapeake Utilities
CPK
$3.31B
$2.97M ﹤0.01%
35,428
+849
+2% +$72.2K
NFBK
2084
DELISTED
Northfield Bancorp
NFBK
$2.97M ﹤0.01%
186,687
+25,243
+16% +$414K
RGS icon
2085
Regis Corp
RGS
$68.2M
$2.97M ﹤0.01%
7,274
-20
-0.3% -$7.66K
AVAL icon
2086
Grupo Aval
AVAL
$5.79B
$2.96M ﹤0.01%
382,037
-40,303
-10% -$319K
ARCH
2087
DELISTED
Arch Resources, Inc.
ARCH
$2.96M ﹤0.01%
33,093
-10,788
-25% -$932K
AGIO icon
2088
Agios Pharmaceuticals
AGIO
$2.14B
$2.95M ﹤0.01%
38,293
+2,549
+7% +$205K
MTSC
2089
DELISTED
MTS Systems Corp
MTSC
$2.95M ﹤0.01%
53,944
+11,102
+26% +$594K
IWN icon
2090
iShares Russell 2000 Value ETF
IWN
$14.5B
$2.95M ﹤0.01%
22,150
+5,009
+29% +$675K
AABA
2091
DELISTED
Altaba Inc
AABA
$2.94M ﹤0.01%
43,226
+949
+2% +$66.9K
RMR icon
2092
The RMR Group
RMR
$343M
$2.94M ﹤0.01%
31,692
-1,208
-4% -$106K
TVTX icon
2093
Travere Therapeutics
TVTX
$5.2B
$2.94M ﹤0.01%
102,158
+12,981
+15% +$371K
XLRN
2094
DELISTED
Acceleron Pharma
XLRN
$2.93M ﹤0.01%
51,245
+46,355
+948% +$2.28M
ATNI icon
2095
ATN International
ATNI
$370M
$2.93M ﹤0.01%
39,633
+702
+2% +$47K
PZZA icon
2096
Papa John's
PZZA
$1.02B
$2.91M ﹤0.01%
56,712
+15,176
+37% +$702K
DNOW icon
2097
DNOW Inc
DNOW
$2.53B
$2.91M ﹤0.01%
175,653
+16,284
+10% +$258K
FDIS icon
2098
Fidelity MSCI Consumer Discretionary Index ETF
FDIS
$1.64B
$2.9M ﹤0.01%
63,786
– –
PMM
2099
Franklin Managed Municipal Income Trust
PMM
$271M
$2.89M ﹤0.01%
417,318
-23,879
-5% -$169K
PGTI
2100
DELISTED
PGT, Inc.
PGTI
$2.89M ﹤0.01%
133,654
+1,594
+1% +$37.2K
82 83
84
85 86

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MCM
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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.