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
CVON
2276
DELISTED
ConvergeOne Holdings, Inc. Class A Common Stock
CVON
$2.23M ﹤0.01%
239,613
+35,028
+17% +$328K
WGO icon
2277
Winnebago Industries
WGO
$908M
$2.23M ﹤0.01%
67,255
+3,206
+5% +$124K
SBSI icon
2278
Southside Bancshares
SBSI
$974M
$2.23M ﹤0.01%
64,065
+6,456
+11% +$228K
SOHU
2279
Sohu.com
SOHU
$346M
$2.23M ﹤0.01%
112,121
+41,345
+58% +$1.05M
MNTA
2280
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
$2.23M ﹤0.01%
84,759
+423
+0.5% +$11.4K
AMPH icon
2281
Amphastar Pharmaceuticals
AMPH
$888M
$2.23M ﹤0.01%
115,806
+54,014
+87% +$963K
RRR icon
2282
Red Rock Resorts
RRR
$3.87B
$2.22M ﹤0.01%
83,236
+605
+0.7% +$19.5K
NOAH
2283
Noah Holdings
NOAH
$594M
$2.22M ﹤0.01%
52,616
+6,113
+13% +$279K
BF.A icon
2284
Brown-Forman Class A
BF.A
$13.4B
$2.21M ﹤0.01%
43,550
+1,054
+2% +$55.2K
FSTR icon
2285
Foster
FSTR
$439M
$2.21M ﹤0.01%
107,497
-4,079
-4% -$93.5K
PBYI icon
2286
Puma Biotechnology
PBYI
$406M
$2.21M ﹤0.01%
48,129
+6,273
+15% +$302K
SNR
2287
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
$2.2M ﹤0.01%
373,475
+6,772
+2% +$44.9K
AKRX
2288
DELISTED
Akorn Inc
AKRX
$2.2M ﹤0.01%
169,632
+257
+0.2% +$4.22K
MIK
2289
DELISTED
Michaels Stores, Inc
MIK
$2.2M ﹤0.01%
135,641
-1,655
-1% -$31.5K
CIR
2290
DELISTED
CIRCOR International, Inc
CIR
$2.19M ﹤0.01%
46,213
+28,507
+161% +$1.24M
BMI icon
2291
Badger Meter
BMI
$3.9B
$2.19M ﹤0.01%
41,437
+4,510
+12% +$235K
UGP icon
2292
Ultrapar
UGP
$6.74B
$2.19M ﹤0.01%
472,332
+94,202
+25% +$503K
AZZ icon
2293
AZZ Inc
AZZ
$4.41B
$2.17M ﹤0.01%
43,069
+8,270
+24% +$441K
RBCAA icon
2294
Republic Bancorp
RBCAA
$1.97B
$2.17M ﹤0.01%
47,144
+11,463
+32% +$553K
CDNA icon
2295
CareDx
CDNA
$1.85B
$2.16M ﹤0.01%
74,992
+29,072
+63% +$544K
HLIT icon
2296
Harmonic Inc
HLIT
$1.2B
$2.16M ﹤0.01%
393,240
+5,802
+1% +$29K
MSGN
2297
DELISTED
MSG Networks Inc.
MSGN
$2.16M ﹤0.01%
83,855
-1,469
-2% -$35.2K
SCIU
2298
DELISTED
Global X Scientific Beta US ETF
SCIU
$2.15M ﹤0.01%
65,018
+36,097
+125% +$1.18M
MGP
2299
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
$2.15M ﹤0.01%
72,818
-7,564
-9% -$227K
KW
2300
DELISTED
Kennedy-Wilson Holdings
KW
$2.14M ﹤0.01%
99,564
+3,773
+4% +$80.8K
90 91
92
93 94

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.