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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
VRTU
1726
DELISTED
Virtusa Corporation
VRTU
$4.95M ﹤0.01%
92,105
+3,826
+4% +$208K
CCMP
1727
DELISTED
CMC Materials, Inc. Common Stock
CCMP
$4.94M ﹤0.01%
47,856
-12,220
-20% -$1.38M
SCSC icon
1728
Scansource
SCSC
$1.17B
$4.91M ﹤0.01%
123,059
-22,138
-15% -$906K
CORE
1729
DELISTED
Core Mark Holding Co., Inc.
CORE
$4.89M ﹤0.01%
143,947
+23,419
+19% +$703K
DDD icon
1730
3D Systems Corp
DDD
$397M
$4.87M ﹤0.01%
257,787
+76,041
+42% +$1.31M
SXI icon
1731
Standex International
SXI
$3.38B
$4.87M ﹤0.01%
46,692
+3,218
+7% +$342K
LGF.B
1732
DELISTED
Lions Gate Entertainment Corp. Class B Non-Voting Shares
LGF.B
$4.86M ﹤0.01%
208,442
-8,421
-4% -$189K
ARRS
1733
DELISTED
ARRIS International plc Ordinary Shares
ARRS
$4.85M ﹤0.01%
186,444
+15,274
+9% +$390K
WRLD icon
1734
World Acceptance Corp
WRLD
$872M
$4.84M ﹤0.01%
42,317
-4,014
-9% -$461K
HT
1735
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
$4.84M ﹤0.01%
213,355
+22,987
+12% +$515K
ESND
1736
DELISTED
Essendant Inc.
ESND
$4.83M ﹤0.01%
377,173
-28,585
-7% -$409K
LGIH icon
1737
LGI Homes
LGIH
$1.39B
$4.83M ﹤0.01%
101,738
-609
-0.6% -$33.5K
GEO icon
1738
The GEO Group
GEO
$4.06B
$4.83M ﹤0.01%
191,762
+8,868
+5% +$227K
MCRN
1739
DELISTED
Milacron Holdings Corp.
MCRN
$4.82M ﹤0.01%
238,001
-22,156
-9% -$449K
PFS icon
1740
Provident Financial Services
PFS
$3.15B
$4.82M ﹤0.01%
196,308
+1,516
+0.8% +$39.3K
LZB icon
1741
La-Z-Boy
LZB
$1.64B
$4.82M ﹤0.01%
152,432
-9,421
-6% -$300K
RWT
1742
Redwood Trust
RWT
$579M
$4.81M ﹤0.01%
296,124
+47,479
+19% +$786K
USG
1743
DELISTED
Usg
USG
$4.8M ﹤0.01%
110,928
+12,668
+13% +$547K
OFIX icon
1744
Orthofix Medical
OFIX
$487M
$4.8M ﹤0.01%
83,035
-9,152
-10% -$513K
NVCR icon
1745
NovoCure
NVCR
$1.77B
$4.79M ﹤0.01%
91,408
-22,864
-20% -$910K
HOUS
1746
DELISTED
Anywhere Real Estate
HOUS
$4.77M ﹤0.01%
231,045
+81,368
+54% +$1.77M
FIX icon
1747
Comfort Systems
FIX
$52.9B
$4.76M ﹤0.01%
84,453
+1,266
+2% +$67.9K
PAHC icon
1748
Phibro Animal Health
PAHC
$1.48B
$4.75M ﹤0.01%
110,771
+5,496
+5% +$260K
DLPH
1749
DELISTED
Delphi Technologies PLC Ordinary Shares
DLPH
$4.75M ﹤0.01%
151,452
-8,391
-5% -$332K
ATH
1750
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
$4.75M ﹤0.01%
91,881
+7,994
+10% +$385K
68 69
70
71 72

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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.