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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
SAFM
1176
DELISTED
Sanderson Farms Inc
SAFM
$10.4M 0.01%
100,277
+2,252
+2% +$233K
AVNT icon
1177
Avient
AVNT
$3.41B
$10.3M 0.01%
236,032
-393
-0.2% -$17.2K
MMSI icon
1178
Merit Medical Systems
MMSI
$4.67B
$10.3M 0.01%
167,326
+44,419
+36% +$2.55M
ICL icon
1179
ICL Group
ICL
$6.76B
$10.2M 0.01%
1,698,110
+91,524
+6% +$485K
RNP icon
1180
Cohen & Steers REIT and Preferred and Income Fund
RNP
$996M
$10.2M 0.01%
523,274
-8,122
-2% -$160K
PRAH
1181
DELISTED
PRA Health Sciences, Inc.
PRAH
$10.2M 0.01%
92,667
+14,650
+19% +$1.53M
HCSG icon
1182
Healthcare Services Group
HCSG
$1.63B
$10.2M 0.01%
250,944
+36,346
+17% +$1.51M
MZTI
1183
The Marzetti Company
MZTI
$3.02B
$10.2M 0.01%
68,229
+7,114
+12% +$1.06M
TCF
1184
DELISTED
TCF Financial Corporation Common Stock
TCF
$10.2M 0.01%
190,627
+14,034
+8% +$794K
TTM
1185
DELISTED
Tata Motors Limited
TTM
$10.2M 0.01%
662,501
+231,458
+54% +$4.26M
CHX
1186
DELISTED
ChampionX
CHX
$10.2M 0.01%
233,489
+18,119
+8% +$760K
NHY
1187
DELISTED
NORSK HYDRO A. S. ADR
NHY
$10.1M 0.01%
1,676,796
+323,997
+24% +$1.95M
LAZ icon
1188
Lazard
LAZ
$4.21B
$10.1M 0.01%
209,789
+95,507
+84% +$4.75M
STAY
1189
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
$10.1M 0.01%
498,442
+90,926
+22% +$1.89M
RDN icon
1190
Radian Group
RDN
$5.22B
$10.1M 0.01%
487,669
+36,441
+8% +$699K
TRCO
1191
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
$10M 0.01%
261,012
+49,239
+23% +$1.77M
DNKN
1192
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$10M 0.01%
135,971
+9,247
+7% +$668K
LHCG
1193
DELISTED
LHC Group LLC
LHCG
$10M 0.01%
97,210
-6,592
-6% -$617K
CXP
1194
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
$9.94M 0.01%
420,318
-8,262
-2% -$192K
TLK icon
1195
Telkom Indonesia
TLK
$14.2B
$9.92M 0.01%
405,196
+26,824
+7% +$663K
B
1196
DELISTED
Barnes Group Inc.
B
$9.91M 0.01%
139,574
+8,671
+7% +$574K
EPAY
1197
DELISTED
Bottomline Technologies Inc
EPAY
$9.9M 0.01%
136,167
-16,138
-11% -$986K
DNR
1198
DELISTED
Denbury Resources, Inc.
DNR
$9.88M 0.01%
1,594,272
+52,724
+3% +$263K
PSO icon
1199
Pearson
PSO
$10.5B
$9.87M 0.01%
857,103
+59,668
+7% +$698K
FTR
1200
DELISTED
Frontier Communications Corp.
FTR
$9.87M 0.01%
1,520,025
+99,098
+7% +$542K
46 47
48
49 50

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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.