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
FISV
201
Fiserv Inc
FISV
$27.2B
$105M 0.09%
1,273,222
+29,066
+2% +$2.28M
AZN icon
202
AstraZeneca
AZN
$263B
$104M 0.09%
1,313,618
-53,614
-4% -$4.06M
BABA icon
203
Alibaba
BABA
$269B
$104M 0.09%
630,535
-17,988
-3% -$3.18M
BBY icon
204
Best Buy
BBY
$18B
$104M 0.09%
1,308,408
+6,418
+0.5% +$497K
YUM icon
205
Yum! Brands
YUM
$41B
$104M 0.09%
1,140,862
+25,870
+2% +$2.16M
SO icon
206
Southern Company
SO
$110B
$104M 0.09%
2,377,477
-13,314
-0.6% -$614K
EW icon
207
Edwards Lifesciences
EW
$47.6B
$102M 0.09%
1,764,990
+32,361
+2% +$1.58M
UAL icon
208
United Airlines
UAL
$38.4B
$102M 0.09%
1,140,903
-22,025
-2% -$1.82M
PLD icon
209
Prologis
PLD
$138B
$101M 0.09%
1,495,221
+168,405
+13% +$11.1M
APC
210
DELISTED
Anadarko Petroleum
APC
$101M 0.09%
1,502,713
+79,208
+6% +$5.35M
FITB
211
Fifth Third Bancorp
FITB
$52B
$101M 0.09%
3,626,916
-8,374
-0.2% -$246K
TM icon
212
Toyota
TM
$210B
$99.9M 0.09%
803,230
-21,400
-3% -$2.71M
EBAY icon
213
eBay
EBAY
$48.6B
$99.1M 0.09%
3,001,308
-404,526
-12% -$14M
PEG icon
214
Public Service Enterprise Group
PEG
$39.8B
$98.9M 0.09%
1,874,260
-311,139
-14% -$16.3M
HAL icon
215
Halliburton
HAL
$27.9B
$98.9M 0.09%
2,440,910
-163,171
-6% -$6.75M
VFC icon
216
VF Corp
VFC
$6.68B
$98.6M 0.09%
1,121,021
-10,208
-0.9% -$871K
LUV icon
217
Southwest Airlines
LUV
$22.1B
$98.1M 0.09%
1,571,204
+3,408
+0.2% +$199K
FIS icon
218
Fidelity National Information Services
FIS
$21.5B
$97.6M 0.09%
894,646
+19,979
+2% +$2.15M
EIX icon
219
Edison International
EIX
$30.7B
$97.2M 0.09%
1,436,386
+7,742
+0.5% +$518K
NTAP icon
220
NetApp
NTAP
$32.9B
$97.1M 0.08%
1,130,837
+74,664
+7% +$6.17M
ANDV
221
DELISTED
Andeavor
ANDV
$96.7M 0.08%
629,784
-18,592
-3% -$2.75M
MTD icon
222
Mettler-Toledo International
MTD
$26.8B
$96.6M 0.08%
158,566
+2,256
+1% +$1.33M
CLX icon
223
Clorox
CLX
$11.6B
$96.2M 0.08%
639,370
+4,750
+0.7% +$675K
KMI icon
224
Kinder Morgan
KMI
$73.1B
$96.1M 0.08%
5,419,489
+702,076
+15% +$12.6M
CCL icon
225
Carnival Corporation Ltd
CCL
$36.1B
$95.9M 0.08%
1,503,324
+85,829
+6% +$5.21M
7 8
9
10 11

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.