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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
PEP icon
26
PepsiCo
PEP
$186B
$580M 0.58%
5,252,619
+551,255
+12% +$62.2M
KO icon
27
Coca-Cola
KO
$354B
$548M 0.54%
11,574,042
+787,915
+7% +$37.7M
WFC icon
28
Wells Fargo
WFC
$261B
$524M 0.52%
11,370,806
-982,219
-8% -$50.3M
WMT icon
29
Walmart Inc
WMT
$871B
$508M 0.5%
16,364,325
-114,870
-0.7% -$3.68M
DIS icon
30
Walt Disney
DIS
$165B
$499M 0.49%
4,546,319
+223,622
+5% +$25.4M
ORCL icon
31
Oracle
ORCL
$331B
$497M 0.49%
11,004,941
-336,708
-3% -$16.1M
BA icon
32
Boeing
BA
$165B
$469M 0.47%
1,454,792
-66,090
-4% -$22.8M
MCD icon
33
McDonald's
MCD
$188B
$467M 0.46%
2,629,532
+91,353
+4% +$16.2M
SPY icon
34
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$462M 0.46%
1,848,759
+35,167
+2% +$9.48M
CMCSA icon
35
Comcast
CMCSA
$79.1B
$457M 0.45%
13,419,493
+438,957
+3% +$16M
AMGN icon
36
Amgen
AMGN
$203B
$454M 0.45%
2,333,320
+42,806
+2% +$8.35M
ABT icon
37
Abbott
ABT
$180B
$425M 0.42%
5,881,978
+468,765
+9% +$32.9M
ABBV icon
38
AbbVie
ABBV
$458B
$400M 0.4%
4,338,065
+83,344
+2% +$7.33M
ADBE icon
39
Adobe
ADBE
$89.5B
$398M 0.4%
1,760,416
+151,309
+9% +$36.5M
MMM icon
40
3M
MMM
$89B
$398M 0.39%
2,497,517
-42,884
-2% -$7.12M
C icon
41
Citigroup
C
$222B
$395M 0.39%
7,591,208
-674,443
-8% -$42.7M
CVS icon
42
CVS Health
CVS
$137B
$360M 0.36%
5,497,906
+1,196,326
+28% +$89.3M
UNP icon
43
Union Pacific
UNP
$183B
$358M 0.36%
2,590,756
+77,994
+3% +$11.6M
NKE icon
44
Nike
NKE
$61.9B
$347M 0.34%
4,676,821
-48,032
-1% -$3.59M
LLY icon
45
Eli Lilly
LLY
$1.07T
$338M 0.34%
2,924,029
+112,835
+4% +$12.6M
IBM icon
46
IBM
IBM
$202B
$330M 0.33%
3,038,473
+89,108
+3% +$10.7M
CRM icon
47
Salesforce
CRM
$134B
$330M 0.33%
2,408,978
+198,398
+9% +$27.3M
DD icon
48
DuPont de Nemours
DD
$18.6B
$323M 0.32%
2,382,610
-96,144
-4% -$13.8M
IEFA icon
49
iShares Core MSCI EAFE ETF
IEFA
$186B
$309M 0.31%
5,615,766
-779,282
-12% -$45.7M
LOW icon
50
Lowe's Companies
LOW
$116B
$308M 0.31%
3,329,401
-179,505
-5% -$17.3M
1
2
3 4 5

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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.