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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
CTXS
301
DELISTED
Citrix Systems Inc
CTXS
$56.7M 0.06%
552,957
+3,028
+0.6% +$320K
APC
302
DELISTED
Anadarko Petroleum
APC
$56.5M 0.06%
1,288,666
-214,047
-14% -$12.1M
SPYV icon
303
State Street SPDR Portfolio S&P 500 Value ETF
SPYV
$36.1B
$56.3M 0.06%
+2,071,937
New +$60.9M
A icon
304
Agilent Technologies
A
$39.1B
$56.1M 0.06%
831,396
+78,282
+10% +$5.27M
PAYX icon
305
Paychex
PAYX
$40.4B
$55M 0.05%
844,709
-21,325
-2% -$1.44M
OKE icon
306
Oneok
OKE
$58.7B
$54.8M 0.05%
1,015,524
+23,170
+2% +$1.44M
SKM icon
307
SK Telecom
SKM
$13.7B
$54.8M 0.05%
1,240,669
+816
+0.1% +$36.3K
MRO
308
DELISTED
Marathon Oil Corporation
MRO
$54.6M 0.05%
3,807,864
+642,826
+20% +$11.5M
HYG icon
309
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
$54.5M 0.05%
671,663
+254,510
+61% +$21.3M
SCG
310
DELISTED
Scana
SCG
$54.2M 0.05%
1,135,007
+127,888
+13% +$5.49M
SONY icon
311
Sony
SONY
$123B
$54.1M 0.05%
5,601,610
+243,130
+5% +$2.57M
SAN icon
312
Banco Santander
SAN
$194B
$54M 0.05%
12,577,023
+3,785,901
+43% +$17.2M
RDS.B
313
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
$53.9M 0.05%
899,230
-83,819
-9% -$5.35M
MCK icon
314
McKesson
MCK
$98.5B
$53.9M 0.05%
487,679
-7,520
-2% -$938K
TEL icon
315
TE Connectivity
TEL
$58.8B
$53.7M 0.05%
710,535
+92,988
+15% +$7.16M
MTB icon
316
M&T Bank
MTB
$36.2B
$53.6M 0.05%
374,403
+44,399
+13% +$7.1M
VWO icon
317
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$53.2M 0.05%
1,396,117
+69,545
+5% +$2.69M
RIO icon
318
Rio Tinto
RIO
$148B
$52.9M 0.05%
1,090,917
+73,755
+7% +$3.6M
NRG icon
319
NRG Energy
NRG
$29.8B
$52.7M 0.05%
1,331,496
-51,148
-4% -$1.96M
VOYA icon
320
Voya Financial
VOYA
$8.94B
$52.5M 0.05%
1,308,771
-13,465
-1% -$598K
DLTR icon
321
Dollar Tree
DLTR
$23.1B
$52.1M 0.05%
576,791
+89,562
+18% +$7.56M
ROK icon
322
Rockwell Automation
ROK
$51.4B
$51.7M 0.05%
343,686
+20,325
+6% +$3.39M
HSY icon
323
Hershey
HSY
$35.4B
$51.6M 0.05%
481,323
+45,512
+10% +$4.84M
JCI icon
324
Johnson Controls International
JCI
$87.5B
$51.3M 0.05%
1,730,745
-438,684
-20% -$14.5M
TAP icon
325
Molson Coors Class B
TAP
$7.68B
$51.2M 0.05%
911,896
+301,535
+49% +$18.6M
11 12
13
14 15

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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.