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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
FNF icon
726
Fidelity National Financial
FNF
$14B
$21.7M 0.02%
573,526
-26,117
-4% -$996K
CSL icon
727
Carlisle Companies
CSL
$13.8B
$21.6M 0.02%
177,266
+3,710
+2% +$453K
CHT icon
728
Chunghwa Telecom
CHT
$33.4B
$21.6M 0.02%
600,962
+45,579
+8% +$1.61M
CLB icon
729
Core Laboratories
CLB
$518M
$21.5M 0.02%
185,742
+45,516
+32% +$5.14M
WTM icon
730
White Mountains Insurance
WTM
$5.43B
$21.5M 0.02%
22,978
+279
+1% +$259K
TNL icon
731
Travel + Leisure Co
TNL
$4.68B
$21.4M 0.02%
493,266
+41,538
+9% +$1.84M
ODFL icon
732
Old Dominion Freight Line
ODFL
$47.2B
$21.3M 0.02%
397,131
-29,331
-7% -$1.48M
BHF icon
733
Brighthouse Financial
BHF
$3.63B
$21.3M 0.02%
481,856
+163,710
+51% +$6.89M
ANET icon
734
Arista Networks
ANET
$215B
$21.2M 0.02%
1,278,768
-557,600
-30% -$9.49M
SRPT icon
735
Sarepta Therapeutics
SRPT
$1.68B
$21.2M 0.02%
131,161
+2,580
+2% +$353K
TTWO icon
736
Take-Two Interactive
TTWO
$45.3B
$21.1M 0.02%
153,201
-116,825
-43% -$14.9M
OSK icon
737
Oshkosh
OSK
$9.66B
$21.1M 0.02%
296,515
+12,739
+4% +$918K
OLLI icon
738
Ollie's Bargain Outlet
OLLI
$4.04B
$21.1M 0.02%
219,352
-15,091
-6% -$1.2M
ARW icon
739
Arrow Electronics
ARW
$10.9B
$21M 0.02%
285,235
-77,098
-21% -$5.92M
SCM
740
DELISTED
SWISSCOM AG ADS(RP 1/10 REG SH
SCM
$21M 0.02%
463,935
+38,627
+9% +$1.75M
CCK icon
741
Crown Holdings
CCK
$12.9B
$21M 0.02%
436,939
+30,169
+7% +$1.34M
PRGO icon
742
Perrigo
PRGO
$1.4B
$21M 0.02%
296,078
+75,672
+34% +$5.68M
TYL icon
743
Tyler Technologies
TYL
$13B
$20.9M 0.02%
85,263
-1,149
-1% -$273K
MPT
744
Medical Properties Trust
MPT
$2.86B
$20.8M 0.02%
1,397,613
+41,695
+3% +$608K
WYNN icon
745
Wynn Resorts
WYNN
$10.3B
$20.8M 0.02%
163,854
-23,771
-13% -$3.53M
AA icon
746
Alcoa
AA
$11.6B
$20.7M 0.02%
511,542
-218,611
-30% -$9.5M
MNK
747
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$20.7M 0.02%
704,880
+99,684
+16% +$2.81M
TCOM icon
748
Trip.com Group
TCOM
$28.2B
$20.6M 0.02%
553,665
+331,388
+149% +$13.4M
SHG icon
749
Shinhan Financial Group
SHG
$33.6B
$20.5M 0.02%
511,200
+3,504
+0.7% +$135K
WH icon
750
Wyndham Hotels & Resorts
WH
$5.58B
$20.5M 0.02%
368,817
-52,257
-12% -$2.99M
28 29
30
31 32

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MCM
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PSUF
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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.