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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
-11.47%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$101B
AUM Growth
-$13.6B
Cap. Flow
+$2.5B
Cap. Flow %
2.48%
Top 10 Hldgs %
15.55%
Holding
4,102
New
163
Increased
2,064
Reduced
1,645
Closed
201

Top Buys

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$371M
2
LIN icon
Linde
LIN
+$207M
3
CI icon
Cigna
CI
+$126M
4
SPTM icon
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
+$92.9M
5
AMJ
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
+$90.1M

Top Sells

Rank Stock Value
1
AGG icon
iShares Core US Aggregate Bond ETF
AGG
+$219M
2
AET
Aetna Inc
AET
+$219M
3
ESRX
Express Scripts Holding Company
ESRX
+$195M
4
PX
Praxair Inc
PX
+$176M
5
IWF icon
iShares Russell 1000 Growth ETF
IWF
+$164M

Sector Composition

Rank Sector Weight
1 Technology 14.05%
2 Financials 13.67%
3 Healthcare 12.8%
4 Consumer Discretionary 8.58%
5 Industrials 8.06%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AGN
226
DELISTED
Allergan plc
AGN
$82.8M 0.08%
619,228
-127,400
-17% -$20.9M
CHD icon
227
Church & Dwight Co
CHD
$23.1B
$82.1M 0.08%
1,249,104
-16,129
-1% -$1.02M
SBAC icon
228
SBA Communications
SBAC
$18.4B
$81.3M 0.08%
502,161
+25,287
+5% +$4.12M
AMJ
229
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
$80.8M 0.08%
3,621,769
+3,563,380
+6,103% +$90.1M
CNC icon
230
Centene
CNC
$31.3B
$80.4M 0.08%
1,394,214
+102,650
+8% +$6.87M
WEC icon
231
WEC Energy
WEC
$37.7B
$80.3M 0.08%
1,159,017
-2,639
-0.2% -$185K
AGG icon
232
iShares Core US Aggregate Bond ETF
AGG
$138B
$79.7M 0.08%
748,838
-2,092,127
-74% -$219M
TDG icon
233
TransDigm Group
TDG
$69.2B
$79.5M 0.08%
233,791
+25,168
+12% +$8.64M
OMC icon
234
Omnicom Group
OMC
$22.7B
$79.1M 0.08%
1,080,257
+94,676
+10% +$7.02M
ATVI
235
DELISTED
Activision Blizzard
ATVI
$78.6M 0.08%
1,687,477
-191,779
-10% -$11.5M
FE icon
236
FirstEnergy
FE
$28.9B
$78.5M 0.08%
2,089,226
-222,496
-10% -$8.43M
VNQ icon
237
Vanguard Real Estate ETF
VNQ
$39.9B
$78.4M 0.08%
1,051,167
+125,560
+14% +$9.89M
CMS icon
238
CMS Energy
CMS
$23.1B
$77.7M 0.08%
1,564,106
+168,228
+12% +$8.5M
PPG icon
239
PPG Industries
PPG
$25.9B
$77.4M 0.08%
757,280
+30,067
+4% +$3.11M
VFC icon
240
VF Corp
VFC
$6.68B
$76.5M 0.08%
1,139,488
+18,467
+2% +$1.41M
F icon
241
Ford
F
$57.3B
$76.5M 0.08%
10,005,097
+2,747,768
+38% +$24.5M
EIX icon
242
Edison International
EIX
$30.7B
$75.8M 0.08%
1,334,980
-101,406
-7% -$6.31M
ES icon
243
Eversource Energy
ES
$28.2B
$75.3M 0.07%
1,158,348
+5,549
+0.5% +$362K
AMP icon
244
Ameriprise Financial
AMP
$46.8B
$75.1M 0.07%
719,882
-5,142
-0.7% -$646K
M icon
245
Macy's
M
$6.15B
$75M 0.07%
2,520,019
-56,769
-2% -$1.87M
LUV icon
246
Southwest Airlines
LUV
$22.1B
$74.9M 0.07%
1,610,508
+39,304
+3% +$2.09M
CCL icon
247
Carnival Corporation Ltd
CCL
$36.1B
$74.4M 0.07%
1,509,611
+6,287
+0.4% +$360K
COR icon
248
Cencora
COR
$60.3B
$74.4M 0.07%
1,000,139
-3,547
-0.4% -$306K
SI
249
DELISTED
SIEMENS AKTIENGESELLSCHAFT ADS
SI
$74.3M 0.07%
1,324,789
+56,007
+4% +$3.14M
ASML icon
250
ASML
ASML
$675B
$73.7M 0.07%
473,576
-2,017
-0.4% -$342K
8 9
10
11 12

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MCM
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PSUF
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Parametric Portfolio Associates's Q4 2018 Portfolio in Review

As of Q4 2018, Parametric Portfolio Associates held 4,102 positions worth $101B, down 12% from $114B the previous quarter. Its ten largest holdings account for 16% of the portfolio.

Parametric Portfolio Associates's Q4 2018 filing shows 163 new, 2,064 increased, 1,645 reduced and 201 closed positions. Its largest new stake was Linde: 1,311,690 shares worth $205M. The largest sale was iShares Core US Aggregate Bond ETF, an estimated $219M.

By sector, the portfolio is most concentrated in Technology at 14% of assets, down from 15% a quarter earlier, followed by Financials and Healthcare.

  • Parametric Portfolio Associates's largest Q4 2018 buy was Linde: 1,311,690 shares worth $205M.
  • Parametric Portfolio Associates added most to iShares Core S&P 500 ETF in Q4 2018, an estimated $371M increase.
  • Parametric Portfolio Associates's biggest Q4 2018 reduction was iShares Core US Aggregate Bond ETF, cutting an estimated $219M.
  • Parametric Portfolio Associates fully exited Aetna Inc in Q4 2018, selling an estimated $219M.
  • Parametric Portfolio Associates's ten largest holdings make up 16% of its $101B portfolio in Q4 2018.
  • Parametric Portfolio Associates opened 163 new positions and closed 201 in Q4 2018.
  • Parametric Portfolio Associates's portfolio value fell 12% quarter-over-quarter to $101B.

Based on Parametric Portfolio Associates's 13F filing for Q4 2018, filed 14 Feb 2019.