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
AGNC icon
751
AGNC Investment
AGNC
$12.4B
$20.5M 0.02%
1,098,941
-73,885
-6% -$1.41M
MHK icon
752
Mohawk Industries
MHK
$7.05B
$20.4M 0.02%
116,349
-22,465
-16% -$4.41M
CACI icon
753
CACI
CACI
$11B
$20.2M 0.02%
109,893
+759
+0.7% +$140K
ST icon
754
Sensata Technologies
ST
$6.75B
$20.2M 0.02%
407,242
+240,217
+144% +$12.6M
MLM icon
755
Martin Marietta Materials
MLM
$34.3B
$20.2M 0.02%
110,778
+2,027
+2% +$418K
WDAY icon
756
Workday
WDAY
$36.4B
$20.1M 0.02%
137,453
+4,847
+4% +$673K
NKTR icon
757
Nektar Therapeutics
NKTR
$2.41B
$20M 0.02%
21,900
+3,415
+18% +$2.91M
UDR icon
758
UDR
UDR
$12.8B
$20M 0.02%
495,183
+18,415
+4% +$717K
TDK
759
DELISTED
TDK CORP AMER DEP SH
TDK
$20M 0.02%
183,233
+8,550
+5% +$934K
IRM icon
760
Iron Mountain
IRM
$37.8B
$19.9M 0.02%
577,475
+20,874
+4% +$744K
CACC icon
761
Credit Acceptance
CACC
$5.78B
$19.9M 0.02%
45,491
-5,946
-12% -$2.49M
ANF icon
762
Abercrombie & Fitch
ANF
$4.41B
$19.9M 0.02%
940,538
-147,314
-14% -$3.57M
DHC
763
Diversified Healthcare Trust
DHC
$2.28B
$19.8M 0.02%
1,129,095
+146,649
+15% +$2.69M
OGE icon
764
OGE Energy
OGE
$10.2B
$19.8M 0.02%
544,313
+40,389
+8% +$1.47M
LII icon
765
Lennox International
LII
$19B
$19.7M 0.02%
90,320
+15,317
+20% +$3.34M
UAA icon
766
Under Armour
UAA
$3.02B
$19.6M 0.02%
925,443
+27,176
+3% +$566K
TDY icon
767
Teledyne Technologies
TDY
$30.2B
$19.6M 0.02%
79,546
+7,341
+10% +$1.67M
DDS icon
768
Dillards
DDS
$8.96B
$19.6M 0.02%
256,420
+14,707
+6% +$1.19M
G icon
769
Genpact
G
$5.45B
$19.5M 0.02%
637,793
-37,279
-6% -$1.13M
EON
770
DELISTED
E.ON AG ADS (REPTG 1/3 ORD SHS)
EON
$19.5M 0.02%
1,919,918
+76,619
+4% +$778K
INDA icon
771
iShares MSCI India ETF
INDA
$6.77B
$19.5M 0.02%
599,949
-705
-0.1% -$24.4K
JBL icon
772
Jabil
JBL
$32.6B
$19.4M 0.02%
717,342
-72,148
-9% -$2.07M
NFX
773
DELISTED
Newfield Exploration
NFX
$19.4M 0.02%
672,513
+38,387
+6% +$1.08M
BKU icon
774
Bankunited
BKU
$3.36B
$19.3M 0.02%
546,341
+69,606
+15% +$2.74M
AVK
775
Advent Convertible and Income Fund
AVK
$543M
$19.2M 0.02%
1,260,440
+324,178
+35% +$4.93M
29 30
31
32 33

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.