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
HOG icon
826
Harley-Davidson
HOG
$2.61B
$17.8M 0.02%
393,393
+31,537
+9% +$1.37M
NGHC
827
DELISTED
National General Holdings Corp
NGHC
$17.8M 0.02%
663,947
+84,170
+15% +$2.28M
CRZO
828
DELISTED
Carrizo Oil & Gas Inc
CRZO
$17.7M 0.02%
702,142
-80,861
-10% -$2.09M
MTN icon
829
Vail Resorts
MTN
$5.28B
$17.6M 0.02%
64,280
+1,988
+3% +$572K
ROL icon
830
Rollins
ROL
$18.8B
$17.6M 0.02%
653,119
+8,062
+1% +$208K
XEC
831
DELISTED
CIMAREX ENERGY CO
XEC
$17.6M 0.02%
189,370
+2,159
+1% +$198K
EBS icon
832
Emergent Biosolutions
EBS
$378M
$17.6M 0.02%
266,670
+29,217
+12% +$1.7M
SDX
833
DELISTED
SODEXHO ALLIANCE SA ADS (REP 1 COM SHR)
SDX
$17.5M 0.02%
830,940
+81,946
+11% +$1.73M
POR icon
834
Portland General Electric
POR
$5.93B
$17.5M 0.02%
384,121
+8,764
+2% +$399K
LPNT
835
DELISTED
LifePoint Health, Inc.
LPNT
$17.5M 0.02%
271,839
-2,638
-1% -$161K
LOPE icon
836
Grand Canyon Education
LOPE
$3.84B
$17.5M 0.02%
155,188
-21,521
-12% -$2.51M
OII icon
837
Oceaneering
OII
$5.19B
$17.5M 0.02%
634,070
-9,600
-1% -$256K
AIV
838
Aimco
AIV
$377M
$17.5M 0.02%
2,969,159
+53,494
+2% +$308K
FICO icon
839
Fair Isaac
FICO
$29.7B
$17.5M 0.02%
76,371
-6,473
-8% -$1.4M
TECD
840
DELISTED
Tech Data Corp
TECD
$17.4M 0.02%
243,820
+11,036
+5% +$895K
AEO icon
841
American Eagle Outfitters
AEO
$2.98B
$17.4M 0.02%
702,274
-6,612
-0.9% -$167K
LM
842
DELISTED
Legg Mason, Inc.
LM
$17.4M 0.02%
558,012
-13,874
-2% -$449K
CAR icon
843
Avis
CAR
$5.78B
$17.3M 0.02%
539,779
+5,854
+1% +$195K
GATX icon
844
GATX Corp
GATX
$6.52B
$17.3M 0.02%
200,279
+17,990
+10% +$1.49M
REG icon
845
Regency Centers
REG
$15.1B
$17.3M 0.02%
268,097
+15,508
+6% +$989K
AOS icon
846
A.O. Smith
AOS
$8.61B
$17.3M 0.02%
323,820
-6,428
-2% -$377K
TRU icon
847
TransUnion
TRU
$14.9B
$17.3M 0.02%
234,855
+11,397
+5% +$847K
BSAC icon
848
Banco Santander Chile
BSAC
$16.2B
$17.3M 0.02%
540,006
+353,518
+190% +$11.1M
NXST icon
849
Nexstar Media Group
NXST
$5.67B
$17.3M 0.02%
211,992
-20,187
-9% -$1.59M
FDC
850
DELISTED
First Data Corporation
FDC
$17.2M 0.02%
702,768
+43,867
+7% +$1.06M
32 33
34
35 36

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.