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
RGEN icon
1776
Repligen
RGEN
$7.11B
$4.61M ﹤0.01%
83,121
+30,500
+58% +$1.57M
GLOB icon
1777
Globant
GLOB
$1.61B
$4.61M ﹤0.01%
78,093
-376
-0.5% -$22K
CVA
1778
DELISTED
Covanta Holding Corporation
CVA
$4.59M ﹤0.01%
282,532
+26,187
+10% +$448K
CNNE icon
1779
Cannae Holdings
CNNE
$658M
$4.58M ﹤0.01%
218,862
+27,154
+14% +$531K
ITRI icon
1780
Itron
ITRI
$4.5B
$4.58M ﹤0.01%
71,278
+6,909
+11% +$436K
CVCO icon
1781
Cavco Industries
CVCO
$4.39B
$4.58M ﹤0.01%
18,082
+239
+1% +$55.3K
WNC icon
1782
Wabash National
WNC
$498M
$4.58M ﹤0.01%
250,938
-40,222
-14% -$760K
PMO
1783
Franklin Municipal Opportunities Trust
PMO
$282M
$4.57M ﹤0.01%
400,153
+143,725
+56% +$1.67M
HTD
1784
John Hancock Tax-Advantaged Dividend Income Fund
HTD
$920M
$4.56M ﹤0.01%
195,637
+90,869
+87% +$2.12M
MDCO
1785
DELISTED
Medicines Co
MDCO
$4.55M ﹤0.01%
152,298
+34,019
+29% +$1.28M
FCPT icon
1786
Four Corners Property Trust
FCPT
$2.89B
$4.55M ﹤0.01%
177,065
-25,312
-13% -$654K
TMHC
1787
DELISTED
Taylor Morrison
TMHC
$4.55M ﹤0.01%
252,143
+51,545
+26% +$1.02M
WTI icon
1788
W&T Offshore
WTI
$527M
$4.55M ﹤0.01%
471,889
-73,138
-13% -$529K
CATO icon
1789
Cato Corp
CATO
$66.1M
$4.55M ﹤0.01%
216,344
+35,794
+20% +$830K
SAFT icon
1790
Safety Insurance
SAFT
$1.51B
$4.54M ﹤0.01%
50,703
+3,201
+7% +$296K
CRTO icon
1791
Criteo
CRTO
$1.1B
$4.54M ﹤0.01%
197,886
-10,158
-5% -$287K
BRC icon
1792
Brady Corp
BRC
$4.53B
$4.54M ﹤0.01%
103,730
+9,290
+10% +$369K
TISI icon
1793
Team
TISI
$80.6M
$4.54M ﹤0.01%
20,164
+1,683
+9% +$381K
BOX icon
1794
Box
BOX
$4.47B
$4.53M ﹤0.01%
189,556
+23,180
+14% +$583K
BRKL
1795
DELISTED
Brookline Bancorp
BRKL
$4.53M ﹤0.01%
271,370
+38,054
+16% +$689K
FFIN icon
1796
First Financial Bankshares
FFIN
$5.06B
$4.53M ﹤0.01%
153,304
+1,488
+1% +$43.2K
CUBE icon
1797
CubeSmart
CUBE
$9.7B
$4.51M ﹤0.01%
158,222
-40,501
-20% -$1.24M
ENVA icon
1798
Enova International
ENVA
$6.2B
$4.51M ﹤0.01%
156,505
-7,632
-5% -$260K
BRSL
1799
Brightstar Lottery PLC
BRSL
$1.89B
$4.5M ﹤0.01%
227,812
+67,281
+42% +$1.47M
VNE
1800
DELISTED
Veoneer, Inc.
VNE
$4.49M ﹤0.01%
+81,567
New +$4.19M
70 71
72
73 74

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.