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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
AKAM icon
501
Akamai
AKAM
$16.8B
$30.6M 0.03%
501,792
+63,292
+14% +$4.21M
APTV icon
502
Aptiv
APTV
$12B
$30.6M 0.03%
497,679
-114,960
-19% -$8.33M
KEYS icon
503
Keysight
KEYS
$54.5B
$30.5M 0.03%
491,971
+11,969
+2% +$720K
IUSV icon
504
iShares Core S&P US Value ETF
IUSV
$27.2B
$30.5M 0.03%
620,338
-1,774,209
-74% -$94.3M
HRL icon
505
Hormel Foods
HRL
$13.9B
$30.4M 0.03%
712,346
+48,911
+7% +$2.11M
HII icon
506
Huntington Ingalls Industries
HII
$11.3B
$30.4M 0.03%
159,618
+31,872
+25% +$6.93M
TXT icon
507
Textron
TXT
$16.6B
$30.3M 0.03%
659,293
+7,419
+1% +$417K
ING icon
508
ING
ING
$93.8B
$30.2M 0.03%
2,835,995
-29,365
-1% -$353K
WTW icon
509
Willis Towers Watson
WTW
$27.9B
$30.2M 0.03%
198,619
+42,579
+27% +$6.37M
GPN icon
510
Global Payments
GPN
$22.1B
$30.1M 0.03%
292,206
+24,002
+9% +$2.64M
INGR icon
511
Ingredion
INGR
$6.38B
$30.1M 0.03%
328,986
+23,232
+8% +$2.32M
LEN icon
512
Lennar Class A
LEN
$20.4B
$30M 0.03%
791,153
+60,143
+8% +$2.45M
MUI
513
DELISTED
BlackRock Municipal Income Fund, Inc.
MUI
$29.9M 0.03%
2,361,404
+32,055
+1% +$404K
ETFC
514
DELISTED
E*Trade Financial Corporation
ETFC
$29.8M 0.03%
679,221
-140,687
-17% -$6.89M
AEL
515
DELISTED
American Equity Investment Life Holding Company
AEL
$29.6M 0.03%
1,060,216
+147,669
+16% +$4.74M
CBOE icon
516
Cboe Global Markets
CBOE
$29.8B
$29.6M 0.03%
302,773
-4,996
-2% -$520K
FFIV icon
517
F5
FFIV
$22.1B
$29.3M 0.03%
180,816
-10,501
-5% -$1.8M
RJF icon
518
Raymond James Financial
RJF
$32.5B
$29.3M 0.03%
590,121
+140,700
+31% +$7.5M
WY icon
519
Weyerhaeuser
WY
$17.3B
$29M 0.03%
1,328,427
-129,942
-9% -$3.46M
LNT icon
520
Alliant Energy
LNT
$19.4B
$29M 0.03%
686,915
+46,699
+7% +$2.05M
NWL icon
521
Newell Brands
NWL
$2.16B
$29M 0.03%
1,558,159
+625,263
+67% +$12.4M
INFO
522
DELISTED
IHS Markit Ltd. Common Shares
INFO
$29M 0.03%
603,717
+122,311
+25% +$6.26M
ALXN
523
DELISTED
Alexion Pharmaceuticals
ALXN
$28.9M 0.03%
297,305
-73,404
-20% -$8.68M
AME icon
524
Ametek
AME
$55.5B
$28.9M 0.03%
427,436
+50,148
+13% +$3.6M
OPLN
525
Openlane
OPLN
$4.17B
$28.9M 0.03%
1,601,290
+42,661
+3% +$885K
19 20
21
22 23

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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.