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
LULU icon
676
lululemon athletica
LULU
$13.4B
$23.9M 0.02%
147,118
+7,236
+5% +$992K
TRIP icon
677
TripAdvisor
TRIP
$1.66B
$23.9M 0.02%
467,039
-153,835
-25% -$8.41M
CHK
678
DELISTED
Chesapeake Energy Corporation
CHK
$23.9M 0.02%
26,559
+7,786
+41% +$7.1M
ABMD
679
DELISTED
Abiomed Inc
ABMD
$23.8M 0.02%
52,890
-4,273
-7% -$1.68M
INCY icon
680
Incyte
INCY
$23.7B
$23.6M 0.02%
342,330
+1,280
+0.4% +$87.9K
NSANY
681
DELISTED
NISSAN MOTOR CO LTD SPONS ADR
NSANY
$23.6M 0.02%
1,260,297
+85,184
+7% +$1.59M
SNN icon
682
Smith & Nephew
SNN
$13.1B
$23.6M 0.02%
635,514
+34,898
+6% +$1.26M
MAA icon
683
Mid-America Apartment Communities
MAA
$15.5B
$23.5M 0.02%
234,671
+7,135
+3% +$722K
GRMN
684
Garmin
GRMN
$46.8B
$23.5M 0.02%
335,377
+20,718
+7% +$1.36M
RRC icon
685
Range Resources
RRC
$8.85B
$23.5M 0.02%
1,381,781
+279,518
+25% +$4.49M
RMD icon
686
ResMed
RMD
$29.5B
$23.5M 0.02%
203,526
-8,780
-4% -$962K
ICLR icon
687
Icon
ICLR
$13B
$23.5M 0.02%
152,639
+5,096
+3% +$731K
LUX
688
DELISTED
Luxottica Group
LUX
$23.5M 0.02%
344,562
+28,202
+9% +$1.92M
BNL
689
DELISTED
BUNZL PLC ADS (RP 5 ORD SHS)
BNL
$23.3M 0.02%
733,448
+28,017
+4% +$890K
BDJ icon
690
BlackRock Enhanced Equity Dividend Trust
BDJ
$1.7B
$23.3M 0.02%
2,453,780
-112,962
-4% -$1.06M
BVN icon
691
Compañía de Minas Buenaventura
BVN
$8.06B
$23.3M 0.02%
1,734,566
+1,529,428
+746% +$19.9M
BCE icon
692
BCE
BCE
$19.8B
$23.2M 0.02%
572,353
-13,959
-2% -$575K
WP
693
DELISTED
Worldpay, Inc.
WP
$23.1M 0.02%
227,635
+35,510
+18% +$3.24M
BBL
694
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$23M 0.02%
523,920
+29,384
+6% +$1.27M
SEIC icon
695
SEI Investments
SEIC
$12.2B
$23M 0.02%
376,560
+11,980
+3% +$743K
ON icon
696
ON Semiconductor
ON
$34.7B
$23M 0.02%
1,247,379
+72,905
+6% +$1.56M
CBT icon
697
Cabot Corp
CBT
$4.61B
$22.9M 0.02%
365,623
+4,893
+1% +$315K
TECH icon
698
Bio-Techne
TECH
$11.2B
$22.9M 0.02%
448,804
-23,960
-5% -$1.06M
PKX icon
699
POSCO
PKX
$16.1B
$22.9M 0.02%
346,477
+15,569
+5% +$1.09M
COO icon
700
Cooper Companies
COO
$13.7B
$22.7M 0.02%
328,116
-7,388
-2% -$475K
26 27
28
29 30

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.