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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
GTN icon
2501
Gray Television
GTN
$429M
$1.51M ﹤0.01%
86,501
+1,760
+2% +$28.8K
BANF icon
2502
BancFirst
BANF
$3.94B
$1.51M ﹤0.01%
25,222
-11,684
-32% -$729K
KLXE icon
2503
KLX Energy Services
KLXE
$42.1M
$1.51M ﹤0.01%
+9,446
New +$1.42M
GTES icon
2504
Gates Industrial Corporation Ltd.
GTES
$6.71B
$1.51M ﹤0.01%
77,512
-6,898
-8% -$121K
SCZ icon
2505
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.3B
$1.51M ﹤0.01%
24,255
-2,722,115
-99% -$170M
ACRS icon
2506
Aclaris Therapeutics
ACRS
$739M
$1.51M ﹤0.01%
104,026
-7,339
-7% -$126K
LOCO icon
2507
El Pollo Loco
LOCO
$498M
$1.5M ﹤0.01%
119,582
+8,705
+8% +$106K
NX icon
2508
Quanex
NX
$890M
$1.5M ﹤0.01%
82,374
+16,517
+25% +$291K
WFT
2509
DELISTED
Weatherford International plc
WFT
$1.5M ﹤0.01%
552,207
-154,947
-22% -$455K
RMAX icon
2510
RE/MAX Holdings
RMAX
$211M
$1.49M ﹤0.01%
33,692
-10,641
-24% -$530K
CPLG
2511
DELISTED
CorePoint Lodging Inc. Common Stock
CPLG
$1.49M ﹤0.01%
76,793
-9,188
-11% -$212K
PKE icon
2512
Park Aerospace
PKE
$746M
$1.49M ﹤0.01%
76,400
+24,908
+48% +$541K
ZGNX
2513
DELISTED
Zogenix, Inc.
ZGNX
$1.48M ﹤0.01%
29,887
-8,218
-22% -$418K
QNST icon
2514
QuinStreet
QNST
$919M
$1.47M ﹤0.01%
108,582
-11,657
-10% -$165K
VONV icon
2515
Vanguard Russell 1000 Value ETF
VONV
$20.7B
$1.47M ﹤0.01%
+26,472
New +$1.45M
COHU icon
2516
Cohu
COHU
$2.01B
$1.46M ﹤0.01%
58,309
-36,925
-39% -$923K
QHC
2517
DELISTED
Quorum Health Corporation
QHC
$1.46M ﹤0.01%
249,412
+58,018
+30% +$267K
CURO
2518
DELISTED
CURO Group Holdings Corp.
CURO
$1.46M ﹤0.01%
48,332
-7,733
-14% -$222K
MWA icon
2519
Mueller Water Products
MWA
$4.05B
$1.46M ﹤0.01%
126,808
+16,636
+15% +$197K
FPI
2520
Farmland Partners
FPI
$420M
$1.46M ﹤0.01%
217,160
+126,808
+140% +$870K
CRVL icon
2521
CorVel
CRVL
$3.14B
$1.45M ﹤0.01%
72,420
+8,028
+12% +$155K
FBNC icon
2522
First Bancorp
FBNC
$2.62B
$1.45M ﹤0.01%
35,697
-7,015
-16% -$290K
VIG icon
2523
Vanguard Dividend Appreciation ETF
VIG
$113B
$1.45M ﹤0.01%
13,053
+142
+1% +$15.3K
HLIO icon
2524
Helios Technologies
HLIO
$2.57B
$1.44M ﹤0.01%
26,355
-1,268
-5% -$64.2K
PACB icon
2525
Pacific Biosciences
PACB
$426M
$1.44M ﹤0.01%
266,511
-83,580
-24% -$359K
99 100
101
102 103

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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.