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
MTB icon
351
M&T Bank
MTB
$36.2B
$54.3M 0.05%
330,004
+7,466
+2% +$1.3M
ABB
352
DELISTED
ABB Ltd
ABB
$54.1M 0.05%
2,288,829
+24,158
+1% +$554K
CMA
353
DELISTED
Comerica
CMA
$53.8M 0.05%
596,795
-32,849
-5% -$3.13M
A icon
354
Agilent Technologies
A
$39.1B
$53.1M 0.05%
753,114
+19,216
+3% +$1.27M
VAR
355
DELISTED
Varian Medical Systems, Inc.
VAR
$52.8M 0.05%
471,454
-8,684
-2% -$982K
DGX icon
356
Quest Diagnostics
DGX
$25.1B
$52.7M 0.05%
488,574
+26,244
+6% +$2.88M
SHPG
357
DELISTED
Shire pic
SHPG
$52.7M 0.05%
290,606
+8,737
+3% +$1.51M
UL icon
358
Unilever
UL
$131B
$52.6M 0.05%
851,378
+36,448
+4% +$2.3M
CAH icon
359
Cardinal Health
CAH
$53.4B
$52.6M 0.05%
974,624
+159,295
+20% +$8.15M
COL
360
DELISTED
Rockwell Collins
COL
$52.4M 0.05%
373,168
+9,156
+3% +$1.26M
DCM
361
DELISTED
NTT DOCOMO, Inc.
DCM
$52.1M 0.05%
1,935,317
+96,039
+5% +$2.58M
NEA icon
362
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.36B
$52M 0.05%
4,105,918
+50,849
+1% +$658K
RIO icon
363
Rio Tinto
RIO
$148B
$51.9M 0.05%
1,017,162
-31,569
-3% -$1.61M
NRG icon
364
NRG Energy
NRG
$29.8B
$51.7M 0.05%
1,382,644
-145,300
-10% -$4.87M
ALXN
365
DELISTED
Alexion Pharmaceuticals
ALXN
$51.5M 0.05%
370,709
-20,784
-5% -$2.61M
APTV icon
366
Aptiv
APTV
$12B
$51.4M 0.04%
612,639
-16,162
-3% -$1.48M
WDC icon
367
Western Digital
WDC
$179B
$51.3M 0.04%
1,160,436
-182,872
-14% -$9.26M
FCX icon
368
Freeport-McMoran
FCX
$90B
$51.3M 0.04%
3,687,648
-362,437
-9% -$5.48M
CFG icon
369
Citizens Financial Group
CFG
$30.4B
$51.2M 0.04%
1,327,260
-210,990
-14% -$8.51M
LDOS icon
370
Leidos
LDOS
$14.1B
$50.5M 0.04%
730,744
-10,662
-1% -$724K
IVZ icon
371
Invesco
IVZ
$13.3B
$50.4M 0.04%
2,204,090
+263,569
+14% +$6.59M
AMD icon
372
Advanced Micro Devices
AMD
$851B
$50.2M 0.04%
1,624,607
+382,883
+31% +$8.64M
CNP icon
373
CenterPoint Energy
CNP
$29.1B
$50.2M 0.04%
1,814,980
+118,064
+7% +$3.31M
RY icon
374
Royal Bank of Canada
RY
$291B
$50.1M 0.04%
625,131
+41,773
+7% +$3.27M
KT icon
375
KT
KT
$8.84B
$50M 0.04%
3,370,019
+432,357
+15% +$5.91M
13 14
15
16 17

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.