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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
MRTN icon
2176
Marten Transport
MRTN
$1.25B
$2.63M ﹤0.01%
187,676
-21,496
-10% -$320K
BPFH
2177
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
$2.63M ﹤0.01%
192,579
+2,256
+1% +$33K
ANGO icon
2178
AngioDynamics
ANGO
$593M
$2.63M ﹤0.01%
120,870
-53,269
-31% -$1.18M
ZNH
2179
DELISTED
China Southern Airlines Company Limited
ZNH
$2.63M ﹤0.01%
82,033
+16,496
+25% +$556K
OKTA icon
2180
Okta
OKTA
$23.7B
$2.62M ﹤0.01%
37,196
+8,782
+31% +$523K
HUBG icon
2181
HUB Group
HUBG
$2.92B
$2.61M ﹤0.01%
114,626
-46,948
-29% -$1.17M
ZG icon
2182
Zillow
ZG
$7.74B
$2.61M ﹤0.01%
58,974
+1,528
+3% +$79.9K
ACOR
2183
DELISTED
Acorda Therapeutics
ACOR
$2.6M ﹤0.01%
1,105
+137
+14% +$424K
BRG
2184
DELISTED
Bluerock Residential Growth REIT, Inc.
BRG
$2.6M ﹤0.01%
265,481
+16,054
+6% +$153K
CAC icon
2185
Camden National
CAC
$979M
$2.6M ﹤0.01%
59,752
+868
+1% +$39.3K
PEN icon
2186
Penumbra
PEN
$12.6B
$2.6M ﹤0.01%
17,335
-10,603
-38% -$1.49M
ECPG icon
2187
Encore Capital Group
ECPG
$2.06B
$2.58M ﹤0.01%
71,819
+1,519
+2% +$57.5K
EBF icon
2188
Ennis
EBF
$554M
$2.57M ﹤0.01%
125,591
+9,899
+9% +$209K
ERC
2189
Allspring Multi-Sector Income Fund
ERC
$253M
$2.56M ﹤0.01%
210,964
-235,076
-53% -$2.94M
HFWA icon
2190
Heritage Financial
HFWA
$1.22B
$2.56M ﹤0.01%
72,908
-21,133
-22% -$759K
PCTY icon
2191
Paylocity
PCTY
$7.43B
$2.56M ﹤0.01%
31,908
+8,469
+36% +$600K
CDR
2192
DELISTED
Cedar Realty Trust, Inc
CDR
$2.56M ﹤0.01%
83,276
+5,346
+7% +$164K
HTO
2193
H2O America
HTO
$2.69B
$2.56M ﹤0.01%
41,810
-2,177
-5% -$135K
STC icon
2194
Stewart Information Services
STC
$2.11B
$2.55M ﹤0.01%
56,705
+8,232
+17% +$369K
RDUS
2195
DELISTED
Radius Recycling
RDUS
$2.55M ﹤0.01%
94,290
+3,421
+4% +$102K
ROKU icon
2196
Roku
ROKU
$21.3B
$2.55M ﹤0.01%
34,936
+27,669
+381% +$1.58M
CHA
2197
DELISTED
China Telecom Corporation, LTD
CHA
$2.55M ﹤0.01%
51,510
+11,498
+29% +$541K
THD icon
2198
iShares MSCI Thailand ETF
THD
$364M
$2.54M ﹤0.01%
26,975
+5,327
+25% +$472K
HEI.A icon
2199
HEICO Corp Class A
HEI.A
$36.8B
$2.54M ﹤0.01%
33,673
-2,039
-6% -$140K
SASR
2200
DELISTED
Sandy Spring Bancorp Inc
SASR
$2.54M ﹤0.01%
64,663
-14,493
-18% -$579K
86 87
88
89 90

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MCM
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PSUF
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IA
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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.