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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
USCR
2776
DELISTED
U S Concrete, Inc.
USCR
$847K ﹤0.01%
18,464
-48,849
-73% -$2.46M
LEN.B icon
2777
Lennar Class B
LEN.B
$20.1B
$846K ﹤0.01%
23,111
+324
+1% +$13.1K
TSC
2778
DELISTED
TriState Capital Holdings, Inc.
TSC
$842K ﹤0.01%
30,525
+22,465
+279% +$642K
HRTG icon
2779
Heritage Insurance Holdings
HRTG
$864M
$841K ﹤0.01%
56,745
-1,649
-3% -$26K
ARTNA icon
2780
Artesian Resources
ARTNA
$355M
$839K ﹤0.01%
22,820
-784
-3% -$29.2K
DOMO icon
2781
Domo
DOMO
$161M
$839K ﹤0.01%
+39,109
New +$775K
HCKT icon
2782
Hackett Group
HCKT
$255M
$836K ﹤0.01%
41,467
+30,448
+276% +$567K
DGII icon
2783
Digi International
DGII
$2.55B
$835K ﹤0.01%
62,068
+3,198
+5% +$42.5K
PHD
2784
DELISTED
Pioneer Floating Rate Fund
PHD
$835K ﹤0.01%
+75,667
New +$837K
LBY
2785
DELISTED
Libbey, Inc.
LBY
$828K ﹤0.01%
94,619
+13,684
+17% +$126K
PYX
2786
DELISTED
Pyxus International, Inc.
PYX
$826K ﹤0.01%
+35,919
New +$830K
UNVR
2787
DELISTED
Univar Solutions Inc.
UNVR
$824K ﹤0.01%
26,870
+1,464
+6% +$40.7K
CIVI
2788
DELISTED
Civitas Solutions, Inc.
CIVI
$821K ﹤0.01%
55,647
+22,568
+68% +$356K
MTW icon
2789
Manitowoc
MTW
$523M
$816K ﹤0.01%
34,018
-607
-2% -$14.8K
GSAH.U
2790
DELISTED
GS Acquisition Holdings Corp. Units, each consisting of one share of Class A common stock and one-th
GSAH.U
$809K ﹤0.01%
78,000
+14,000
+22% +$145K
AXDX
2791
DELISTED
Accelerate Diagnostics
AXDX
$808K ﹤0.01%
3,519
-61
-2% -$13.5K
VNTR
2792
DELISTED
Venator Materials PLC
VNTR
$808K ﹤0.01%
89,739
+75,258
+520% +$972K
TWI icon
2793
Titan International
TWI
$519M
$807K ﹤0.01%
108,757
+28,238
+35% +$240K
TVRD
2794
Tvardi Therapeutics
TVRD
$23.8M
$803K ﹤0.01%
932
-61
-6% -$44K
BBBY
2795
Bed Bath & Beyond
BBBY
$512M
$801K ﹤0.01%
38,489
-8,093
-17% -$199K
ROAD icon
2796
Construction Partners
ROAD
$5.94B
$801K ﹤0.01%
66,181
+12,548
+23% +$153K
NM
2797
DELISTED
Navios Maritime Holdings Inc.
NM
$796K ﹤0.01%
+112,281
New +$938K
IBTX
2798
DELISTED
Independent Bank Group, Inc.
IBTX
$792K ﹤0.01%
11,940
+978
+9% +$66.8K
HSKA
2799
DELISTED
Heska Corp
HSKA
$792K ﹤0.01%
6,991
+740
+12% +$77.8K
CNOB icon
2800
Center Bancorp
CNOB
$1.65B
$790K ﹤0.01%
33,252
-2,781
-8% -$69.1K
110 111
112
113 114

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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.