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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
LSCC icon
3101
Lattice Semiconductor
LSCC
$16.8B
$331K ﹤0.01%
41,417
-271
-0.7% -$2K
TTSH
3102
DELISTED
Tile Shop Holdings
TTSH
$331K ﹤0.01%
46,317
+12,872
+38% +$103K
TACO
3103
DELISTED
Del Taco Restaurants, Inc. Common Stock
TACO
$330K ﹤0.01%
27,938
-18,109
-39% -$236K
MBIN icon
3104
Merchants Bancorp
MBIN
$2.22B
$322K ﹤0.01%
+18,981
New +$340K
OIBR
3105
DELISTED
OI S A SPONSORED ADR REPSTG PFD NEW (BRA)
OIBR
$322K ﹤0.01%
+702,076
New +$322K
TUES
3106
DELISTED
Tuesday Morning Corp
TUES
$320K ﹤0.01%
99,998
-4,888
-5% -$14.5K
VNOM icon
3107
Viper Energy
VNOM
$8.4B
$315K ﹤0.01%
7,487
-2,105
-22% -$77.4K
PENG
3108
Penguin Solutions Inc
PENG
$2.69B
$315K ﹤0.01%
21,954
+1,410
+7% +$22K
FLXN
3109
DELISTED
Flexion Therapeutics, Inc.
FLXN
$312K ﹤0.01%
16,695
-1,755
-10% -$40.3K
LOGI icon
3110
Logitech
LOGI
$15.5B
$311K ﹤0.01%
6,965
+425
+6% +$19.7K
BSRR icon
3111
Sierra Bancorp
BSRR
$539M
$310K ﹤0.01%
10,716
-582
-5% -$17.2K
CUTR
3112
DELISTED
Cutera, Inc.
CUTR
$308K ﹤0.01%
9,472
-2,469
-21% -$90K
FBM
3113
DELISTED
Foundation Building Materials, Inc. Common Stock
FBM
$308K ﹤0.01%
24,714
+1,039
+4% +$14.6K
PGH
3114
DELISTED
Pengrowth Energy Corporation
PGH
$306K ﹤0.01%
347,943
-74,429
-18% -$65.5K
ASPS icon
3115
Altisource Portfolio Solutions
ASPS
$63M
$305K ﹤0.01%
1,185
+139
+13% +$37.8K
EAF icon
3116
GrafTech
EAF
$203M
$305K ﹤0.01%
+1,561
New +$294K
GDEN
3117
DELISTED
Golden Entertainment
GDEN
$304K ﹤0.01%
12,650
-156
-1% -$4.37K
HOV icon
3118
Hovnanian Enterprises
HOV
$783M
$300K ﹤0.01%
7,506
+1,249
+20% +$50.6K
IVLU icon
3119
iShares MSCI Intl Value Factor ETF
IVLU
$4.34B
$299K ﹤0.01%
+11,759
New +$295K
MRLN
3120
DELISTED
Marlin Business Services Corp
MRLN
$299K ﹤0.01%
10,354
-3,315
-24% -$96.7K
CRNT icon
3121
Ceragon Networks
CRNT
$196M
$296K ﹤0.01%
87,817
-29,287
-25% -$99.6K
TPB icon
3122
Turning Point Brands
TPB
$1.52B
$296K ﹤0.01%
7,144
+588
+9% +$20.7K
ENT
3123
DELISTED
Global Eagle Entertainment Inc.
ENT
$293K ﹤0.01%
+4,149
New +$267K
XTL icon
3124
State Street SPDR S&P Telecom ETF
XTL
$568M
$292K ﹤0.01%
3,835
-853
-18% -$63.7K
TRK
3125
DELISTED
Speedway Motorsports, Inc.
TRK
$292K ﹤0.01%
16,338
+749
+5% +$13.2K
123 124
125
126 127

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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.