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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
TXN icon
51
Texas Instruments
TXN
$255B
$307M 0.3%
3,249,010
-222,915
-6% -$21.6M
COST icon
52
Costco
COST
$415B
$302M 0.3%
1,481,924
+12,629
+0.9% +$2.82M
NFLX icon
53
Netflix
NFLX
$292B
$295M 0.29%
11,013,250
+245,770
+2% +$7.35M
HON icon
54
Honeywell
HON
$77.1B
$294M 0.29%
2,361,078
-198,741
-8% -$27.1M
MDT icon
55
Medtronic
MDT
$107B
$292M 0.29%
3,207,929
+304,029
+10% +$28.4M
PYPL icon
56
PayPal
PYPL
$49.5B
$291M 0.29%
3,465,431
+311,078
+10% +$25.9M
RTX icon
57
RTX Corp
RTX
$287B
$284M 0.28%
4,239,682
+274,035
+7% +$21.5M
CI icon
58
Cigna
CI
$76.6B
$283M 0.28%
1,489,618
+603,839
+68% +$126M
NEE icon
59
NextEra Energy
NEE
$187B
$283M 0.28%
6,504,652
+822,316
+14% +$36M
COP icon
60
ConocoPhillips
COP
$147B
$280M 0.28%
4,495,889
+268,461
+6% +$18.3M
BDX icon
61
Becton Dickinson
BDX
$43.1B
$269M 0.27%
1,225,424
-34,568
-3% -$8.02M
ELV icon
62
Elevance Health
ELV
$81.9B
$265M 0.26%
1,008,894
-76,769
-7% -$21.1M
GILD icon
63
Gilead Sciences
GILD
$161B
$259M 0.26%
4,139,036
-132,103
-3% -$9.23M
QCOM icon
64
Qualcomm
QCOM
$176B
$255M 0.25%
4,480,696
-114,215
-2% -$6.93M
CME icon
65
CME Group
CME
$92.2B
$254M 0.25%
1,348,803
+164,110
+14% +$30.3M
TJX icon
66
TJX Companies
TJX
$170B
$253M 0.25%
5,647,109
+149,787
+3% +$7.57M
PM icon
67
Philip Morris
PM
$301B
$252M 0.25%
3,770,251
-281,019
-7% -$23.5M
INTU icon
68
Intuit
INTU
$81.1B
$251M 0.25%
1,274,975
+119,459
+10% +$24.9M
BKNG icon
69
Booking.com
BKNG
$138B
$249M 0.25%
3,610,550
+31,800
+0.9% +$2.33M
AVGO icon
70
Broadcom
AVGO
$1.82T
$248M 0.25%
9,739,160
+1,516,910
+18% +$35.8M
TMO icon
71
Thermo Fisher Scientific
TMO
$211B
$241M 0.24%
1,078,376
+44,301
+4% +$10.4M
ACN icon
72
Accenture
ACN
$89.9B
$240M 0.24%
1,703,259
+20,442
+1% +$3.23M
AXP icon
73
American Express
AXP
$223B
$233M 0.23%
2,440,323
+48,861
+2% +$5.11M
AMT icon
74
American Tower
AMT
$77.7B
$228M 0.23%
1,440,163
+114,310
+9% +$17.9M
USB icon
75
US Bancorp
USB
$99.6B
$223M 0.22%
4,886,720
-100,312
-2% -$5.16M
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.