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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
HLT icon
801
Hilton Worldwide
HLT
$75.3B
$18.6M 0.02%
229,676
+17,179
+8% +$1.35M
XRAY icon
802
Dentsply Sirona
XRAY
$2.61B
$18.4M 0.02%
488,360
-167,476
-26% -$6.97M
MRVL icon
803
Marvell Technology
MRVL
$170B
$18.4M 0.02%
952,663
-97,330
-9% -$2M
SLG icon
804
SL Green Realty
SLG
$3.83B
$18.4M 0.02%
194,735
+14,289
+8% +$1.41M
PC
805
DELISTED
PANASONIC CORP ADR (REP 1 SHR COM STK) (JP)
PC
$18.4M 0.02%
1,586,618
-36,224
-2% -$419K
STRA icon
806
Strategic Education
STRA
$1.78B
$18.4M 0.02%
133,934
+88,178
+193% +$11.3M
BPL
807
DELISTED
Buckeye Partners, L.P.
BPL
$18.3M 0.02%
513,388
+73,832
+17% +$2.64M
GME icon
808
GameStop
GME
$9.66B
$18.3M 0.02%
4,802,192
+696,372
+17% +$2.67M
EAT icon
809
Brinker International
EAT
$8.38B
$18.3M 0.02%
391,900
+37,537
+11% +$1.75M
ALLE icon
810
Allegion
ALLE
$13.4B
$18.3M 0.02%
201,836
+11,831
+6% +$998K
NWG icon
811
NatWest
NWG
$72.8B
$18.3M 0.02%
2,596,508
+167,622
+7% +$1.19M
SKYW icon
812
Skywest
SKYW
$4.37B
$18.3M 0.02%
309,890
+1,104
+0.4% +$65.4K
R icon
813
Ryder
R
$10.3B
$18.2M 0.02%
249,728
+40,602
+19% +$3.09M
ACIW icon
814
ACI Worldwide
ACIW
$5.88B
$18.2M 0.02%
648,020
+81,499
+14% +$2.22M
MIC
815
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$18.2M 0.02%
394,382
+32,848
+9% +$1.5M
KUB
816
DELISTED
KUBOTA CORPORATION (ONE ADS REP 5 SHS COM)
KUB
$18.2M 0.02%
214,426
-17,086
-7% -$1.45M
WRB icon
817
W.R. Berkley
WRB
$28.1B
$18.2M 0.02%
767,765
+46,055
+6% +$1.05M
CMG icon
818
Chipotle Mexican Grill
CMG
$42.6B
$18.1M 0.02%
1,996,500
+217,150
+12% +$2.07M
USFD icon
819
US Foods
USFD
$21.9B
$18.1M 0.02%
588,195
+24,877
+4% +$860K
BSMX
820
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
$18.1M 0.02%
2,332,627
+49,018
+2% +$384K
PDCO
821
DELISTED
Patterson Companies, Inc.
PDCO
$18M 0.02%
735,475
+95,667
+15% +$2.27M
VG
822
DELISTED
Vonage Holdings Corporation
VG
$17.9M 0.02%
1,263,879
+339,404
+37% +$4.67M
ASH icon
823
Ashland
ASH
$3.04B
$17.9M 0.02%
213,367
+8,422
+4% +$703K
TRGP icon
824
Targa Resources
TRGP
$57.4B
$17.8M 0.02%
316,777
+16,594
+6% +$885K
TCF
825
DELISTED
TCF Financial Corporation
TCF
$17.8M 0.02%
748,506
-152,120
-17% -$3.86M
31 32
33
34 35

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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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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.