We are live on ! Find out more
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
GRC icon
2951
Gorman-Rupp
GRC
$2.07B
$518K ﹤0.01%
+14,194
New +$521K
ASC icon
2952
Ardmore Shipping
ASC
$672M
$517K ﹤0.01%
79,553
+23,205
+41% +$164K
FDN icon
2953
First Trust Dow Jones Internet Index Fund ETF
FDN
$4.94B
$517K ﹤0.01%
3,653
-663
-15% -$94K
VIA
2954
DELISTED
Via Renewables, Inc. Class A Common Stock
VIA
$516K ﹤0.01%
12,503
-6,626
-35% -$292K
BH icon
2955
Biglari Holdings Class B
BH
$1.21B
$514K ﹤0.01%
+2,833
New +$542K
ADUS icon
2956
Addus HomeCare
ADUS
$2.16B
$513K ﹤0.01%
7,307
+3,407
+87% +$221K
VNDA icon
2957
Vanda Pharmaceuticals
VNDA
$318M
$512K ﹤0.01%
22,290
+4,671
+27% +$95.4K
PCW
2958
DELISTED
PCCW LIMITED ADS (10 ORD) (NEW)
PCW
$512K ﹤0.01%
89,639
+1,242
+1% +$7.09K
AGX icon
2959
Argan
AGX
$7.57B
$511K ﹤0.01%
11,883
-146
-1% -$5.91K
AVD icon
2960
American Vanguard Corp
AVD
$75.8M
$509K ﹤0.01%
28,294
-16,550
-37% -$344K
BGFV
2961
DELISTED
Big 5 Sporting Goods
BGFV
$507K ﹤0.01%
99,501
-35,988
-27% -$214K
IMPV
2962
DELISTED
Imperva, Inc.
IMPV
$507K ﹤0.01%
10,907
-1,005
-8% -$48.6K
AKO.A icon
2963
Embotelladora Andina Series A
AKO.A
$3.59B
$506K ﹤0.01%
+25,491
New +$517K
NYRT
2964
DELISTED
New York REIT, Inc.
NYRT
$505K ﹤0.01%
27,855
+6,282
+29% +$114K
AMR
2965
DELISTED
Alta Mesa Resources Inc
AMR
$502K ﹤0.01%
120,166
+108,943
+971% +$597K
NVEC icon
2966
NVE Corp
NVEC
$563M
$501K ﹤0.01%
4,735
+269
+6% +$31K
TBPH icon
2967
Theravance Biopharma
TBPH
$875M
$501K ﹤0.01%
15,323
+2,184
+17% +$59.5K
NEX
2968
DELISTED
NexTier Oilfield Solutions Inc.
NEX
$498K ﹤0.01%
40,255
+23,934
+147% +$309K
PAGP icon
2969
Plains GP Holdings
PAGP
$5.17B
$496K ﹤0.01%
20,206
+403
+2% +$9.98K
PLUG icon
2970
Plug Power
PLUG
$2.87B
$495K ﹤0.01%
257,783
+77,815
+43% +$152K
EGAN icon
2971
eGain
EGAN
$188M
$494K ﹤0.01%
+60,995
New +$770K
STGW icon
2972
Stagwell
STGW
$1.92B
$491K ﹤0.01%
118,381
+11,059
+10% +$54.1K
TBCH
2973
Turtle Beach Corp
TBCH
$245M
$484K ﹤0.01%
24,252
-90,937
-79% -$2.24M
BKCC
2974
DELISTED
BlackRock Capital Investment Corporation
BKCC
$484K ﹤0.01%
81,994
+16,464
+25% +$100K
MYOK
2975
DELISTED
MyoKardia, Inc. Common Stock
MYOK
$482K ﹤0.01%
7,390
+440
+6% +$25.9K
117 118
119
120 121

Similar funds

NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.