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
HR icon
1651
Healthcare Realty
HR
$7.56B
$5.48M ﹤0.01%
205,511
+13,641
+7% +$376K
JPC icon
1652
Nuveen Preferred & Income Opportunities Fund
JPC
$2.88B
$5.48M ﹤0.01%
591,041
+129,012
+28% +$1.21M
MDR
1653
DELISTED
McDermott International
MDR
$5.47M ﹤0.01%
296,975
+30,794
+12% +$576K
H icon
1654
Hyatt Hotels
H
$17.4B
$5.46M ﹤0.01%
68,657
-6,578
-9% -$517K
PBA icon
1655
Pembina Pipeline
PBA
$29.3B
$5.46M ﹤0.01%
160,657
-6,669
-4% -$232K
POLY
1656
DELISTED
Plantronics, Inc.
POLY
$5.46M ﹤0.01%
90,563
-21,519
-19% -$1.47M
EXLS icon
1657
EXL Service
EXLS
$5.44B
$5.46M ﹤0.01%
412,190
+9,560
+2% +$118K
CHGG icon
1658
Chegg
CHGG
$118M
$5.45M ﹤0.01%
191,693
-24,260
-11% -$723K
HWC icon
1659
Hancock Whitney
HWC
$6.21B
$5.44M ﹤0.01%
114,429
-4,889
-4% -$246K
TEN
1660
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$5.43M ﹤0.01%
128,924
+24,467
+23% +$1.07M
SHO icon
1661
Sunstone Hotel Investors
SHO
$2.2B
$5.43M ﹤0.01%
332,044
-66,730
-17% -$1.1M
CATY icon
1662
Cathay General Bancorp
CATY
$4.23B
$5.43M ﹤0.01%
131,052
+15,500
+13% +$651K
BID
1663
DELISTED
Sotheby's
BID
$5.43M ﹤0.01%
110,407
+10,302
+10% +$521K
PCRX icon
1664
Pacira BioSciences
PCRX
$1.04B
$5.43M ﹤0.01%
110,478
+26,572
+32% +$1.15M
YPF icon
1665
YPF
YPF
$19.7B
$5.42M ﹤0.01%
+351,057
New +$5.47M
VLY icon
1666
Valley National Bancorp
VLY
$7.97B
$5.42M ﹤0.01%
481,982
+13,936
+3% +$168K
NPO icon
1667
Enpro
NPO
$6.23B
$5.42M ﹤0.01%
74,283
+3,318
+5% +$245K
EXEL icon
1668
Exelixis
EXEL
$14B
$5.41M ﹤0.01%
305,321
-55,476
-15% -$1.08M
KBR icon
1669
KBR
KBR
$4.54B
$5.41M ﹤0.01%
255,935
+27,951
+12% +$556K
GPK icon
1670
Graphic Packaging
GPK
$3.32B
$5.4M ﹤0.01%
385,686
+106,415
+38% +$1.54M
FFBC icon
1671
First Financial Bancorp
FFBC
$3.56B
$5.39M ﹤0.01%
181,406
+19,093
+12% +$592K
ANDE icon
1672
Andersons Inc
ANDE
$2.4B
$5.39M ﹤0.01%
143,064
+17,510
+14% +$660K
SCHL icon
1673
Scholastic
SCHL
$774M
$5.38M ﹤0.01%
115,212
+5,129
+5% +$220K
PSB
1674
DELISTED
PS Business Parks, Inc.
PSB
$5.38M ﹤0.01%
42,327
+988
+2% +$127K
RAD
1675
DELISTED
Rite Aid Corporation
RAD
$5.37M ﹤0.01%
209,901
-20,110
-9% -$619K
65 66
67
68 69

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.