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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
LTXB
2051
DELISTED
LegacyTexas Financial Group Inc
LTXB
$3.12M ﹤0.01%
73,340
+8,835
+14% +$388K
BLDR icon
2052
Builders FirstSource
BLDR
$7.93B
$3.12M ﹤0.01%
212,442
+26,926
+15% +$456K
OSIS icon
2053
OSI Systems
OSIS
$3.64B
$3.12M ﹤0.01%
40,857
+3,577
+10% +$278K
SXC icon
2054
SunCoke Energy
SXC
$779M
$3.1M ﹤0.01%
267,126
+63,716
+31% +$757K
SAIL
2055
DELISTED
SailPoint Technologies Holdings, Inc. Common Stock
SAIL
$3.1M ﹤0.01%
91,247
-18,117
-17% -$528K
TKC icon
2056
Turkcell
TKC
$4.78B
$3.1M ﹤0.01%
642,488
+310,767
+94% +$1.64M
SRI icon
2057
Stoneridge
SRI
$208M
$3.09M ﹤0.01%
104,038
-17,073
-14% -$541K
IMMU
2058
DELISTED
Immunomedics Inc
IMMU
$3.09M ﹤0.01%
148,425
-38,503
-21% -$912K
AHT
2059
Ashford Hospitality Trust
AHT
$20.9M
$3.08M ﹤0.01%
488
+8
+2% +$55.7K
TSRO
2060
DELISTED
TESARO, Inc.
TSRO
$3.08M ﹤0.01%
78,973
+17,567
+29% +$620K
NWS icon
2061
News Corp Class B
NWS
$17.2B
$3.08M ﹤0.01%
226,292
+43,635
+24% +$628K
APTS
2062
DELISTED
Preferred Apartment Communities, Inc.
APTS
$3.08M ﹤0.01%
174,978
+14,400
+9% +$251K
INN
2063
Summit Hotel Properties
INN
$743M
$3.07M ﹤0.01%
226,873
+30,411
+15% +$419K
TMP icon
2064
Tompkins Financial
TMP
$1.45B
$3.07M ﹤0.01%
37,768
-2,789
-7% -$241K
WOR icon
2065
Worthington Enterprises
WOR
$2.82B
$3.05M ﹤0.01%
114,140
+2,965
+3% +$83.3K
CUB
2066
DELISTED
Cubic Corporation
CUB
$3.05M ﹤0.01%
41,771
+2,470
+6% +$177K
MOV icon
2067
Movado Group
MOV
$846M
$3.04M ﹤0.01%
72,666
+14,860
+26% +$697K
STBA icon
2068
S&T Bancorp
STBA
$1.92B
$3.04M ﹤0.01%
70,228
+1,458
+2% +$66K
NSA
2069
DELISTED
National Storage Affiliates Trust
NSA
$3.04M ﹤0.01%
119,474
+9,170
+8% +$261K
ADTN icon
2070
Adtran
ADTN
$730M
$3.03M ﹤0.01%
171,519
+46,182
+37% +$771K
ARR
2071
Armour Residential REIT
ARR
$2.04B
$3.01M ﹤0.01%
26,833
+2,984
+13% +$349K
APLE icon
2072
Apple Hospitality REIT
APLE
$3.97B
$3.01M ﹤0.01%
172,013
-65,361
-28% -$1.16M
FF icon
2073
Future Fuel
FF
$202M
$3.01M ﹤0.01%
162,235
+66,446
+69% +$984K
XCRA
2074
DELISTED
Xcerra Corporation
XCRA
$3.01M ﹤0.01%
210,666
+3,464
+2% +$49.1K
USPH icon
2075
US Physical Therapy
USPH
$1.2B
$3M ﹤0.01%
25,316
+1,234
+5% +$139K
81 82
83
84 85

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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.