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
HOMB icon
1626
Home BancShares
HOMB
$6.33B
$5.66M ﹤0.01%
258,424
+16,331
+7% +$379K
SPTN
1627
DELISTED
SpartanNash
SPTN
$5.65M ﹤0.01%
281,825
+56,802
+25% +$1.29M
BHE icon
1628
Benchmark Electronics
BHE
$2.6B
$5.65M ﹤0.01%
241,533
-3,754
-2% -$99.1K
UCB
1629
United Community Banks
UCB
$4.26B
$5.64M ﹤0.01%
202,341
-15,470
-7% -$469K
TLRD
1630
DELISTED
Tailored Brands, Inc.
TLRD
$5.64M ﹤0.01%
223,849
-28,787
-11% -$661K
PDCE
1631
DELISTED
PDC Energy, Inc.
PDCE
$5.64M ﹤0.01%
115,149
-33,982
-23% -$1.88M
DF
1632
DELISTED
Dean Foods Company
DF
$5.62M ﹤0.01%
791,634
-115,719
-13% -$1.01M
SYNA icon
1633
Synaptics
SYNA
$4.17B
$5.62M ﹤0.01%
123,131
-48,319
-28% -$2.3M
FNV icon
1634
Franco-Nevada
FNV
$40.4B
$5.61M ﹤0.01%
89,717
+20,887
+30% +$1.43M
SRCI
1635
DELISTED
SRC Energy Inc
SRCI
$5.61M ﹤0.01%
630,997
+28,414
+5% +$283K
AAT
1636
American Assets Trust
AAT
$1.45B
$5.61M ﹤0.01%
150,425
+16,634
+12% +$638K
SLAB icon
1637
Silicon Laboratories
SLAB
$7.17B
$5.6M ﹤0.01%
60,989
-4,794
-7% -$469K
KRC icon
1638
Kilroy Realty
KRC
$4.65B
$5.6M ﹤0.01%
78,079
+481
+0.6% +$35.1K
REGI
1639
DELISTED
Renewable Energy Group, Inc.
REGI
$5.59M ﹤0.01%
194,263
+36,308
+23% +$805K
COHR
1640
DELISTED
Coherent Inc
COHR
$5.58M ﹤0.01%
32,380
+4,191
+15% +$738K
PTEN icon
1641
Patterson-UTI
PTEN
$3.53B
$5.58M ﹤0.01%
325,839
+141,852
+77% +$2.44M
CROX icon
1642
Crocs
CROX
$6.65B
$5.57M ﹤0.01%
261,510
+7,581
+3% +$146K
GVA icon
1643
Granite Construction
GVA
$5.11B
$5.56M ﹤0.01%
121,699
-2,829
-2% -$138K
CHDN icon
1644
Churchill Downs
CHDN
$6.22B
$5.54M ﹤0.01%
119,604
-36,534
-23% -$1.73M
FCNCA icon
1645
First Citizens BancShares
FCNCA
$24.9B
$5.52M ﹤0.01%
12,209
-623
-5% -$275K
WING icon
1646
Wingstop
WING
$3.95B
$5.51M ﹤0.01%
80,735
-4,800
-6% -$289K
INVX
1647
Innovex International
INVX
$1.8B
$5.51M ﹤0.01%
105,370
+19,435
+23% +$1.01M
CTLT
1648
DELISTED
CATALENT, INC.
CTLT
$5.5M ﹤0.01%
120,746
-14,225
-11% -$601K
ENTG icon
1649
Entegris
ENTG
$16.8B
$5.5M ﹤0.01%
189,959
-49,760
-21% -$1.67M
VKQ icon
1650
Invesco Municipal Trust
VKQ
$540M
$5.49M ﹤0.01%
475,420
+104,460
+28% +$1.23M
64 65
66
67 68

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.