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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
EBAY icon
251
eBay
EBAY
$48.6B
$73.6M 0.07%
2,623,676
-377,632
-13% -$11.1M
SWK icon
252
Stanley Black & Decker
SWK
$14.2B
$73.6M 0.07%
614,331
+56,476
+10% +$7.05M
VRSN icon
253
VeriSign
VRSN
$25.3B
$73.2M 0.07%
493,784
+76,781
+18% +$11.5M
PSA icon
254
Public Storage
PSA
$60.2B
$73.1M 0.07%
361,058
+17,674
+5% +$3.61M
APH icon
255
Amphenol
APH
$188B
$72.6M 0.07%
3,583,508
-43,816
-1% -$941K
FTV icon
256
Fortive
FTV
$19B
$72.1M 0.07%
1,690,008
+96,566
+6% +$4.54M
MSCI icon
257
MSCI
MSCI
$40B
$71.9M 0.07%
487,871
-32,959
-6% -$5.02M
EQIX icon
258
Equinix
EQIX
$107B
$71.9M 0.07%
203,918
-47,250
-19% -$18.4M
LRCX icon
259
Lam Research
LRCX
$382B
$71.6M 0.07%
5,261,280
+406,300
+8% +$5.82M
SJM icon
260
J.M. Smucker
SJM
$12.6B
$71M 0.07%
759,746
+89,371
+13% +$9.33M
TT icon
261
Trane Technologies
TT
$106B
$70.8M 0.07%
776,435
+46,052
+6% +$4.53M
XEL icon
262
Xcel Energy
XEL
$51B
$70.1M 0.07%
1,423,093
+53,975
+4% +$2.71M
IP icon
263
International Paper
IP
$22.3B
$68.9M 0.07%
1,802,803
-81,576
-4% -$3.42M
TSN icon
264
Tyson Foods
TSN
$20.2B
$68.2M 0.07%
1,277,226
+61,620
+5% +$3.62M
AZ
265
DELISTED
Allianz Se Sponsored Adr Repstg 1/10 Ord Sh
AZ
$67.5M 0.07%
3,350,459
+197,818
+6% +$3.98M
BBY icon
266
Best Buy
BBY
$18B
$67.1M 0.07%
1,266,490
-41,918
-3% -$2.74M
GPC icon
267
Genuine Parts
GPC
$17.1B
$66.8M 0.07%
695,710
+17,217
+3% +$1.7M
DINO icon
268
HF Sinclair
DINO
$15.9B
$65.7M 0.07%
1,284,742
+212,395
+20% +$13M
HIG icon
269
Hartford Financial Services
HIG
$38.5B
$65.5M 0.07%
1,473,899
+75,528
+5% +$3.4M
HDB icon
270
HDFC Bank
HDB
$119B
$65.1M 0.06%
2,513,556
+851,876
+51% +$20.1M
KEY icon
271
KeyCorp
KEY
$24.3B
$65.1M 0.06%
4,403,432
-77,652
-2% -$1.37M
MKC icon
272
McCormick & Company Non-Voting
MKC
$13.4B
$65M 0.06%
933,976
-64,328
-6% -$4.61M
PPLI
273
People Inc
PPLI
$3.1B
$64.8M 0.06%
1,982,151
+190,373
+11% +$6.39M
TROW icon
274
T. Rowe Price
TROW
$25B
$64.8M 0.06%
701,915
+61,918
+10% +$6.01M
VIAB
275
DELISTED
Viacom Inc. Class B
VIAB
$64.8M 0.06%
2,520,887
+275,122
+12% +$8.47M
9 10
11
12 13

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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 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.