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
NEO icon
1676
NeoGenomics
NEO
$2.02B
$5.37M ﹤0.01%
349,998
-155,854
-31% -$2.15M
CNA icon
1677
CNA Financial
CNA
$15B
$5.36M ﹤0.01%
117,483
-1,555
-1% -$71.9K
CSGS
1678
DELISTED
CSG Systems International
CSGS
$5.35M ﹤0.01%
133,220
+2,171
+2% +$85.8K
BCH icon
1679
Banco de Chile
BCH
$20.6B
$5.33M ﹤0.01%
175,617
+43,196
+33% +$1.29M
BERY
1680
DELISTED
Berry Global Group, Inc.
BERY
$5.33M ﹤0.01%
119,844
-58,006
-33% -$2.55M
BND icon
1681
Vanguard Total Bond Market
BND
$158B
$5.3M ﹤0.01%
67,319
+81
+0.1% +$6.4K
IMKTA icon
1682
Ingles Markets
IMKTA
$1.72B
$5.29M ﹤0.01%
154,420
+36,561
+31% +$1.19M
NP
1683
DELISTED
Neenah, Inc. Common Stock
NP
$5.29M ﹤0.01%
61,259
+766
+1% +$68.4K
WKC icon
1684
World Kinect Corp
WKC
$2.04B
$5.28M ﹤0.01%
190,811
+6,444
+3% +$165K
NXGN
1685
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
$5.28M ﹤0.01%
262,701
+11,945
+5% +$253K
CVLT icon
1686
Commault Systems
CVLT
$5B
$5.27M ﹤0.01%
75,349
-4,788
-6% -$324K
CBPO
1687
DELISTED
China Biologic Products Holdings, Inc.
CBPO
$5.27M ﹤0.01%
65,857
+31,433
+91% +$2.93M
NTGR icon
1688
NETGEAR
NTGR
$617M
$5.26M ﹤0.01%
83,661
+1,178
+1% +$80.5K
MEDP icon
1689
Medpace
MEDP
$16.1B
$5.26M ﹤0.01%
87,744
+24,709
+39% +$1.35M
SKT icon
1690
Tanger
SKT
$4.81B
$5.25M ﹤0.01%
229,327
+27,097
+13% +$640K
NUVA
1691
DELISTED
NuVasive, Inc.
NUVA
$5.24M ﹤0.01%
73,857
+4,521
+7% +$288K
VMI icon
1692
Valmont Industries
VMI
$8.96B
$5.24M ﹤0.01%
37,827
+1,138
+3% +$160K
SODA
1693
DELISTED
SodaStream International Ltd
SODA
$5.23M ﹤0.01%
36,575
+47
+0.1% +$5.66K
NAVG
1694
DELISTED
Navigators Group Inc
NAVG
$5.23M ﹤0.01%
75,691
+5,179
+7% +$332K
MINI
1695
DELISTED
Mobile Mini Inc
MINI
$5.21M ﹤0.01%
118,888
+749
+0.6% +$33.2K
AZTA icon
1696
Azenta
AZTA
$1.3B
$5.2M ﹤0.01%
148,293
+3,535
+2% +$116K
ALGT icon
1697
Allegiant Air
ALGT
$2.62B
$5.17M ﹤0.01%
40,786
+1,393
+4% +$185K
OUT icon
1698
Outfront Media
OUT
$5.8B
$5.15M ﹤0.01%
262,380
-40,506
-13% -$805K
ANAT
1699
DELISTED
American National Group, Inc. Common Stock
ANAT
$5.13M ﹤0.01%
39,686
+4,346
+12% +$555K
FNSR
1700
DELISTED
Finisar Corp
FNSR
$5.13M ﹤0.01%
269,254
-216,929
-45% -$4.03M
66 67
68
69 70

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.