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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
WHR icon
451
Whirlpool
WHR
$2.42B
$34.5M 0.03%
323,108
+27,925
+9% +$3.17M
O icon
452
Realty Income
O
$61.2B
$34.5M 0.03%
564,580
+58,484
+12% +$3.49M
WDC icon
453
Western Digital
WDC
$179B
$34.4M 0.03%
1,231,176
+70,740
+6% +$2.51M
CAG icon
454
Conagra Brands
CAG
$7.07B
$34.3M 0.03%
1,606,621
-95,740
-6% -$3.09M
PBCT
455
DELISTED
People's United Financial Inc
PBCT
$34.3M 0.03%
2,376,443
+544,449
+30% +$8.62M
KLAC icon
456
KLA
KLAC
$275B
$34.3M 0.03%
3,827,270
-411,030
-10% -$3.83M
TRIP icon
457
TripAdvisor
TRIP
$1.59B
$34.2M 0.03%
634,265
+167,226
+36% +$9.26M
NLY icon
458
Annaly Capital Management
NLY
$16.9B
$34.2M 0.03%
870,101
+49,541
+6% +$1.98M
BEN icon
459
Franklin Resources
BEN
$16.9B
$34M 0.03%
1,147,196
+102,258
+10% +$3.14M
FL
460
DELISTED
Foot Locker
FL
$34M 0.03%
639,272
-8,344
-1% -$419K
VMC icon
461
Vulcan Materials
VMC
$36.3B
$33.9M 0.03%
342,698
-51,453
-13% -$5.22M
WU icon
462
Western Union
WU
$2.57B
$33.8M 0.03%
1,983,218
+182,070
+10% +$3.31M
PCG icon
463
PG&E
PCG
$47.8B
$33.8M 0.03%
1,421,552
-472,158
-25% -$16.9M
FCX icon
464
Freeport-McMoran
FCX
$90B
$33.8M 0.03%
3,273,542
-414,106
-11% -$4.83M
KMX icon
465
CarMax
KMX
$8.27B
$33.7M 0.03%
536,996
+50,834
+10% +$3.35M
BF.B icon
466
Brown-Forman Class B
BF.B
$12B
$33.6M 0.03%
706,727
+156,368
+28% +$7.43M
DVN icon
467
Devon Energy
DVN
$51.9B
$33.5M 0.03%
1,484,250
-263,828
-15% -$8.11M
LW icon
468
Lamb Weston
LW
$6.82B
$33.5M 0.03%
454,787
+2,025
+0.4% +$155K
DPZ icon
469
Domino's
DPZ
$11B
$33.4M 0.03%
134,590
-290
-0.2% -$76.4K
WBK
470
DELISTED
Westpac Banking Corporation
WBK
$33.2M 0.03%
1,902,469
+153,187
+9% +$2.85M
AAP icon
471
Advance Auto Parts
AAP
$3.37B
$33.2M 0.03%
210,795
+8,057
+4% +$1.35M
IPG
472
DELISTED
Interpublic Group of Companies
IPG
$33.1M 0.03%
1,603,105
+255,294
+19% +$5.83M
FMC icon
473
FMC
FMC
$1.42B
$33M 0.03%
514,737
+114,453
+29% +$8.02M
BXP icon
474
Boston Properties
BXP
$11B
$32.8M 0.03%
291,075
-8,090
-3% -$980K
BAY
475
DELISTED
BAYER AG SPONS ADR
BAY
$32.6M 0.03%
1,856,348
+565,175
+44% +$9.93M
17 18
19
20 21

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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.