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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
VTR icon
276
Ventas
VTR
$48.9B
$64.7M 0.06%
1,104,673
+104,030
+10% +$6.13M
STX icon
277
Seagate
STX
$193B
$64.2M 0.06%
1,663,097
+34,495
+2% +$1.45M
EXPD icon
278
Expeditors International
EXPD
$22.9B
$62.7M 0.06%
921,297
+107,291
+13% +$7.53M
NTAP icon
279
NetApp
NTAP
$32.9B
$62.7M 0.06%
1,050,570
-80,267
-7% -$5.77M
NEM icon
280
Newmont
NEM
$98.2B
$62.6M 0.06%
1,805,972
+603,746
+50% +$19.6M
HAL icon
281
Halliburton
HAL
$27.9B
$62.6M 0.06%
2,353,887
-87,023
-4% -$2.94M
ZBH icon
282
Zimmer Biomet
ZBH
$17.7B
$62.1M 0.06%
616,675
-27,225
-4% -$3.06M
AAL icon
283
American Airlines Group
AAL
$9.58B
$61.7M 0.06%
1,921,162
+272,255
+17% +$9.47M
PPL
284
PPL Corp
PPL
$27.3B
$61.6M 0.06%
2,172,700
+223,403
+11% +$6.79M
DHI icon
285
D.R. Horton
DHI
$41B
$61.4M 0.06%
1,770,266
+98,215
+6% +$3.58M
PH icon
286
Parker-Hannifin
PH
$125B
$61.2M 0.06%
410,085
-19,391
-5% -$3.14M
LNC icon
287
Lincoln National
LNC
$7.91B
$60.9M 0.06%
1,187,679
+47,430
+4% +$2.88M
KHC icon
288
Kraft Heinz
KHC
$30.4B
$60.4M 0.06%
1,403,467
-333,635
-19% -$17.3M
XLNX
289
DELISTED
Xilinx Inc
XLNX
$60.4M 0.06%
708,942
+169,093
+31% +$14.1M
AEE icon
290
Ameren
AEE
$31.5B
$59.1M 0.06%
906,684
+9,188
+1% +$613K
DTE icon
291
DTE Energy
DTE
$31.1B
$59.1M 0.06%
629,485
+20,669
+3% +$2.02M
GGG icon
292
Graco
GGG
$12.9B
$58.8M 0.06%
1,406,120
-114,223
-8% -$4.78M
AVB icon
293
AvalonBay Communities
AVB
$27.1B
$58.5M 0.06%
335,843
+11,562
+4% +$2.09M
WMB icon
294
Williams Companies
WMB
$90.5B
$58.1M 0.06%
2,636,446
+95,404
+4% +$2.39M
NOW icon
295
ServiceNow
NOW
$102B
$58M 0.06%
1,628,370
+745,285
+84% +$26.4M
EMN icon
296
Eastman Chemical
EMN
$7.8B
$57.7M 0.06%
789,638
+106,125
+16% +$8.46M
INFY icon
297
Infosys
INFY
$45B
$57.7M 0.06%
6,060,332
-32,382
-0.5% -$309K
SRE icon
298
Sempra
SRE
$60.8B
$56.9M 0.06%
1,051,628
+27,016
+3% +$1.54M
EG icon
299
Everest Group
EG
$15.2B
$56.9M 0.06%
261,238
-1,046
-0.4% -$228K
GIS icon
300
General Mills
GIS
$19.2B
$56.8M 0.06%
1,459,605
-559,202
-28% -$23.6M
10 11
12
13 14

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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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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.