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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
KHC icon
226
Kraft Heinz
KHC
$30.4B
$95.7M 0.08%
1,737,102
-138,827
-7% -$8.3M
TFC icon
227
Truist Financial
TFC
$63.2B
$93.8M 0.08%
1,933,448
+6,124
+0.3% +$314K
BAP icon
228
Credicorp
BAP
$30.9B
$93.7M 0.08%
419,867
+357,125
+569% +$79.9M
CNC icon
229
Centene
CNC
$31.3B
$93.5M 0.08%
1,291,564
+113,648
+10% +$7.89M
WELL icon
230
Welltower
WELL
$178B
$93.2M 0.08%
1,449,661
+58,079
+4% +$3.75M
COR icon
231
Cencora
COR
$60.3B
$92.6M 0.08%
1,003,686
-85,118
-8% -$7.36M
MSCI icon
232
MSCI
MSCI
$40B
$92.4M 0.08%
520,830
-22,666
-4% -$3.94M
ED icon
233
Consolidated Edison
ED
$41.6B
$92.3M 0.08%
1,211,627
+62,482
+5% +$4.92M
AON icon
234
Aon
AON
$77.3B
$91.1M 0.08%
592,641
+14,308
+2% +$2.09M
NVO
235
Novo Nordisk
NVO
$216B
$90.7M 0.08%
3,846,086
+260,692
+7% +$6.36M
CMI icon
236
Cummins
CMI
$91.7B
$89.7M 0.08%
614,126
+47,712
+8% +$6.72M
AZO icon
237
AutoZone
AZO
$48.3B
$89.7M 0.08%
115,584
+970
+0.8% +$714K
M icon
238
Macy's
M
$6.15B
$89.5M 0.08%
2,576,788
+234,421
+10% +$8.72M
ASML icon
239
ASML
ASML
$675B
$89.4M 0.08%
475,593
-32,555
-6% -$6.53M
KEY icon
240
KeyCorp
KEY
$24.3B
$89.1M 0.08%
4,481,084
+88,282
+2% +$1.83M
ORLY icon
241
O'Reilly Automotive
ORLY
$72.4B
$87.7M 0.08%
3,788,535
+161,865
+4% +$3.44M
IP icon
242
International Paper
IP
$22.3B
$87.7M 0.08%
1,884,379
+10,023
+0.5% +$497K
PCG icon
243
PG&E
PCG
$47.8B
$87.1M 0.08%
1,893,710
+193,291
+11% +$8.61M
GIS icon
244
General Mills
GIS
$19.2B
$86.6M 0.08%
2,018,807
+130,349
+7% +$5.9M
MCHP icon
245
Microchip Technology
MCHP
$42.8B
$86.4M 0.08%
2,190,600
+495,146
+29% +$21.9M
REGN icon
246
Regeneron Pharmaceuticals
REGN
$68.8B
$86M 0.08%
212,881
+44,406
+26% +$16.9M
FE icon
247
FirstEnergy
FE
$28.9B
$85.9M 0.08%
2,311,722
-68,031
-3% -$2.49M
APH icon
248
Amphenol
APH
$188B
$85.3M 0.07%
3,627,324
-29,284
-0.8% -$681K
FTV icon
249
Fortive
FTV
$19B
$84.6M 0.07%
1,593,442
+153,163
+11% +$7.85M
ETR icon
250
Entergy
ETR
$54.1B
$84M 0.07%
2,071,830
-40,730
-2% -$1.68M
8 9
10
11 12

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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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.