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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
NBR icon
1226
Nabors Industries
NBR
$1.12B
$9.47M 0.01%
30,747
+7,514
+32% +$2.32M
BCO icon
1227
Brink's
BCO
$4.87B
$9.42M 0.01%
134,992
+10,780
+9% +$832K
WLK icon
1228
Westlake Corp
WLK
$9.25B
$9.41M 0.01%
113,253
+22,929
+25% +$2.24M
EXPR
1229
DELISTED
Express, Inc.
EXPR
$9.41M 0.01%
42,552
-38
-0.1% -$7.77K
SSL icon
1230
Sasol
SSL
$7.03B
$9.39M 0.01%
242,900
+43,439
+22% +$1.65M
SWX icon
1231
Southwest Gas
SWX
$6.7B
$9.38M 0.01%
118,673
+15,586
+15% +$1.23M
BDN
1232
Brandywine Realty Trust
BDN
$521M
$9.37M 0.01%
595,862
+2,788
+0.5% +$46K
TAL icon
1233
TAL Education Group
TAL
$5.79B
$9.37M 0.01%
364,270
+38,102
+12% +$1.23M
ACC
1234
DELISTED
American Campus Communities, Inc.
ACC
$9.34M 0.01%
226,916
+17,976
+9% +$752K
PENN icon
1235
PENN Entertainment
PENN
$2.82B
$9.32M 0.01%
283,234
+26,403
+10% +$879K
OTEX icon
1236
Open Text
OTEX
$6.02B
$9.32M 0.01%
245,065
+29,375
+14% +$1.12M
CPE
1237
DELISTED
Callon Petroleum Company
CPE
$9.28M 0.01%
77,424
+20,587
+36% +$2.3M
FBP icon
1238
First Bancorp
FBP
$4.47B
$9.28M 0.01%
1,019,871
+51,763
+5% +$438K
ODP
1239
DELISTED
ODP
ODP
$9.28M 0.01%
288,957
+39,369
+16% +$1.18M
TECK icon
1240
Teck Resources
TECK
$28.8B
$9.27M 0.01%
384,725
+5,175
+1% +$124K
ACWI icon
1241
iShares MSCI ACWI ETF
ACWI
$32.5B
$9.25M 0.01%
124,614
-27,154
-18% -$1.99M
GES
1242
DELISTED
Guess Inc
GES
$9.25M 0.01%
409,344
-12,656
-3% -$287K
FLEX icon
1243
Flex
FLEX
$41.5B
$9.24M 0.01%
934,988
-4,272
-0.5% -$44.7K
ATI icon
1244
ATI
ATI
$25.5B
$9.24M 0.01%
312,783
+2,874
+0.9% +$77.3K
LPX icon
1245
Louisiana-Pacific
LPX
$5.35B
$9.23M 0.01%
348,296
-1,457
-0.4% -$41.5K
ACHC icon
1246
Acadia Healthcare
ACHC
$3.01B
$9.22M 0.01%
262,070
+4,341
+2% +$173K
LPT
1247
DELISTED
Liberty Property Trust
LPT
$9.22M 0.01%
218,142
+11,801
+6% +$513K
BLD
1248
DELISTED
TopBuild
BLD
$9.14M 0.01%
160,951
-25,304
-14% -$1.8M
EWY icon
1249
iShares MSCI South Korea ETF
EWY
$21.1B
$9.11M 0.01%
133,498
-148
-0.1% -$9.8K
DOOR
1250
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
$9.11M 0.01%
142,095
+415
+0.3% +$28.3K
48 49
50
51 52

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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.