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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
SWN
1576
DELISTED
Southwestern Energy Company
SWN
$6.07M 0.01%
1,187,815
-202,658
-15% -$1.07M
KBH icon
1577
KB Home
KBH
$3.54B
$6.07M 0.01%
253,656
+14,620
+6% +$367K
LN
1578
DELISTED
LINE Corporation
LN
$6.06M 0.01%
143,923
+7,966
+6% +$346K
NWBI icon
1579
Northwest Bancshares
NWBI
$2.32B
$6.05M 0.01%
349,205
+26,254
+8% +$473K
ESNT icon
1580
Essent Group
ESNT
$6.27B
$6.04M 0.01%
136,573
+66,522
+95% +$2.73M
OSG
1581
Octave Specialty Group
OSG
$257M
$6.04M 0.01%
295,539
+70,381
+31% +$1.47M
SEMG
1582
DELISTED
SEMGROUP CORPORATION
SEMG
$6.03M 0.01%
273,381
+46,931
+21% +$1.15M
DEI icon
1583
Douglas Emmett
DEI
$2.08B
$6.03M 0.01%
159,785
+5,530
+4% +$216K
CAMP
1584
DELISTED
CalAmp Corp.
CAMP
$6.03M 0.01%
10,937
-501
-4% -$267K
AGS
1585
DELISTED
PlayAGS
AGS
$6.03M 0.01%
204,470
+18,802
+10% +$556K
BGS icon
1586
B&G Foods
BGS
$303M
$6.02M 0.01%
219,465
+21,370
+11% +$663K
CBM
1587
DELISTED
Cambrex Corporation
CBM
$6.02M 0.01%
88,049
+22,654
+35% +$1.4M
CWT icon
1588
California Water Service
CWT
$3.13B
$6.02M 0.01%
140,303
+14,742
+12% +$605K
ICFI icon
1589
ICF International
ICFI
$1.48B
$6.02M 0.01%
79,765
-4,014
-5% -$308K
NVRI icon
1590
Enviri
NVRI
$625M
$5.98M 0.01%
209,454
-799
-0.4% -$20.7K
MKSI icon
1591
MKS Inc
MKSI
$18.3B
$5.97M 0.01%
74,504
-6,070
-8% -$555K
HMSY
1592
DELISTED
HMS Holdings Corp.
HMSY
$5.96M 0.01%
181,730
+34,753
+24% +$1M
IONS icon
1593
Ionis Pharmaceuticals
IONS
$9.08B
$5.96M 0.01%
115,554
+8,924
+8% +$419K
VRE
1594
DELISTED
Veris Residential
VRE
$5.93M 0.01%
278,776
+28,022
+11% +$571K
AVAV icon
1595
AeroVironment
AVAV
$7.55B
$5.92M 0.01%
52,814
+21,161
+67% +$1.83M
TBI
1596
Trueblue
TBI
$233M
$5.92M 0.01%
227,383
+24,558
+12% +$682K
JBGS
1597
JBG SMITH
JBGS
$855M
$5.92M 0.01%
160,756
+22,695
+16% +$835K
DXJ icon
1598
WisdomTree Japan Hedged Equity Fund
DXJ
$7.08B
$5.91M 0.01%
101,963
+3,533
+4% +$194K
ENOV icon
1599
Enovis
ENOV
$1.71B
$5.91M 0.01%
95,139
+28,046
+42% +$1.6M
IWD icon
1600
iShares Russell 1000 Value ETF
IWD
$82B
$5.9M 0.01%
46,620
+8,285
+22% +$1.04M
62 63
64
65 66

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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.