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
JPS
2526
DELISTED
Nuveen Preferred & Income Securities Fund
JPS
$1.44M ﹤0.01%
+163,546
New +$1.45M
CNH
2527
CNH Industrial
CNH
$13.9B
$1.44M ﹤0.01%
137,334
+4,354
+3% +$43.4K
SDY icon
2528
State Street SPDR S&P Dividend ETF
SDY
$22B
$1.43M ﹤0.01%
14,614
+1,876
+15% +$182K
FLWS icon
2529
1-800-Flowers.com
FLWS
$247M
$1.43M ﹤0.01%
120,812
-19,316
-14% -$250K
UMH
2530
UMH Properties
UMH
$1.33B
$1.42M ﹤0.01%
90,627
+12,233
+16% +$192K
CTWS
2531
DELISTED
Connecticut Water Service Inc
CTWS
$1.41M ﹤0.01%
20,356
+1,219
+6% +$82.1K
CNS icon
2532
Cohen & Steers
CNS
$4.18B
$1.41M ﹤0.01%
34,619
+1,017
+3% +$42.6K
TG icon
2533
Tredegar Corp
TG
$258M
$1.4M ﹤0.01%
64,741
+11,407
+21% +$261K
FET icon
2534
Forum Energy Technologies
FET
$639M
$1.4M ﹤0.01%
6,768
+1,106
+20% +$261K
IRWD icon
2535
Ironwood Pharmaceuticals
IRWD
$640M
$1.4M ﹤0.01%
90,490
-7,953
-8% -$126K
OPP
2536
RiverNorth/DoubleLine Strategic Opportunity Fund
OPP
$190M
$1.39M ﹤0.01%
83,044
-944
-1% -$16.3K
TEO icon
2537
Telecom Argentina
TEO
$5.97B
$1.38M ﹤0.01%
+79,463
New +$1.46M
CWI icon
2538
State Street SPDR MSCI ACWI ex-US ETF
CWI
$2.71B
$1.38M ﹤0.01%
55,218
+7,920
+17% +$196K
TR icon
2539
Tootsie Roll Industries
TR
$2.94B
$1.37M ﹤0.01%
59,405
+5,204
+10% +$122K
PIR
2540
DELISTED
Pier 1 Imports, Inc.
PIR
$1.37M ﹤0.01%
45,725
-3,049
-6% -$121K
NTRA icon
2541
Natera
NTRA
$36.7B
$1.37M ﹤0.01%
57,282
-13,077
-19% -$316K
SPOT icon
2542
Spotify
SPOT
$102B
$1.36M ﹤0.01%
7,550
-1,723
-19% -$316K
WVE icon
2543
Wave Life Sciences
WVE
$1.14B
$1.36M ﹤0.01%
27,277
+2,532
+10% +$114K
ANIK icon
2544
Anika Therapeutics
ANIK
$202M
$1.35M ﹤0.01%
31,999
+20,555
+180% +$812K
KMG
2545
DELISTED
KMG Chemicals Inc
KMG
$1.35M ﹤0.01%
17,853
-16,497
-48% -$1.23M
MCRI icon
2546
Monarch Casino & Resort
MCRI
$2.2B
$1.34M ﹤0.01%
29,595
-3,098
-9% -$144K
IMAX icon
2547
IMAX
IMAX
$2.54B
$1.34M ﹤0.01%
52,100
-8,287
-14% -$195K
LKFN icon
2548
Lakeland Financial Corp
LKFN
$1.59B
$1.34M ﹤0.01%
28,889
-7,883
-21% -$385K
TGH
2549
DELISTED
Textainer Group Holdings limited
TGH
$1.33M ﹤0.01%
104,286
-19,550
-16% -$287K
VLGEA icon
2550
Village Super Market
VLGEA
$645M
$1.33M ﹤0.01%
48,997
+5,420
+12% +$156K
100 101
102
103 104

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.