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
SFUN
2351
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
$1.99M ﹤0.01%
15,359
+9,269
+152% +$1.41M
ZTO icon
2352
ZTO Express
ZTO
$18.2B
$1.98M ﹤0.01%
119,755
+14,632
+14% +$282K
BOOT icon
2353
Boot Barn
BOOT
$4.81B
$1.98M ﹤0.01%
69,804
-26,961
-28% -$712K
PLOW icon
2354
Douglas Dynamics
PLOW
$1.04B
$1.98M ﹤0.01%
45,178
-211
-0.5% -$9.82K
KTOS icon
2355
Kratos Defense & Security Solutions
KTOS
$9.12B
$1.98M ﹤0.01%
134,097
+73,075
+120% +$966K
LAUR icon
2356
Laureate Education
LAUR
$5.28B
$1.98M ﹤0.01%
128,113
-22,315
-15% -$343K
WSR
2357
DELISTED
Whitestone REIT
WSR
$1.97M ﹤0.01%
141,850
+63,858
+82% +$842K
FORR icon
2358
Forrester Research
FORR
$200M
$1.97M ﹤0.01%
42,844
+2,448
+6% +$113K
LNN icon
2359
Lindsay Corp
LNN
$1.17B
$1.97M ﹤0.01%
19,625
+386
+2% +$36.2K
LBRDA icon
2360
Liberty Broadband Class A
LBRDA
$4.72B
$1.97M ﹤0.01%
23,308
+260
+1% +$20.7K
HSII
2361
DELISTED
Heidrick & Struggles
HSII
$1.97M ﹤0.01%
58,038
+635
+1% +$24.7K
OCLR
2362
DELISTED
Oclaro Inc.
OCLR
$1.96M ﹤0.01%
218,943
+31,443
+17% +$285K
MSEX icon
2363
Middlesex Water
MSEX
$1.08B
$1.95M ﹤0.01%
40,332
+4,721
+13% +$215K
LNTH icon
2364
Lantheus
LNTH
$6.68B
$1.95M ﹤0.01%
130,483
+29,805
+30% +$435K
OPB
2365
DELISTED
Opus Bank Common Stock
OPB
$1.95M ﹤0.01%
71,153
+4,106
+6% +$117K
TAHO
2366
DELISTED
Tahoe Resources Inc
TAHO
$1.95M ﹤0.01%
697,810
-85,639
-11% -$332K
CTRL
2367
DELISTED
Control4 Corporation
CTRL
$1.95M ﹤0.01%
56,651
+21,569
+61% +$665K
FFH
2368
DELISTED
FAIRFAX FINL HLDGS LTD SUB VTG
FFH
$1.94M ﹤0.01%
3,576
-104
-3% -$56.5K
AUY
2369
DELISTED
Yamana Gold, Inc.
AUY
$1.94M ﹤0.01%
777,542
+232,079
+43% +$645K
TNDM icon
2370
Tandem Diabetes Care
TNDM
$1.22B
$1.93M ﹤0.01%
45,151
-25,636
-36% -$895K
DPLO
2371
DELISTED
DIPLOMAT PHARMACY, INC.
DPLO
$1.93M ﹤0.01%
99,238
-7,291
-7% -$155K
APPF icon
2372
AppFolio
APPF
$6.31B
$1.92M ﹤0.01%
24,528
+15,177
+162% +$1.15M
PRSU
2373
Pursuit Attractions and Hospitality Inc
PRSU
$1.48B
$1.92M ﹤0.01%
32,458
-14,988
-32% -$885K
XLK icon
2374
State Street Technology Select Sector SPDR ETF
XLK
$112B
$1.92M ﹤0.01%
51,004
+34,188
+203% +$1.25M
CENT icon
2375
Central Garden & Pet Co
CENT
$2.78B
$1.92M ﹤0.01%
66,541
+2,741
+4% +$89.9K
93 94
95
96 97

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.