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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
MO icon
76
Altria Group
MO
$122B
$219M 0.22%
4,424,081
-682,081
-13% -$39.5M
BMY icon
77
Bristol-Myers Squibb
BMY
$127B
$217M 0.22%
4,167,269
+191,481
+5% +$10.3M
SBUX icon
78
Starbucks
SBUX
$118B
$215M 0.21%
3,336,494
+263,427
+9% +$16.5M
ADP icon
79
Automatic Data Processing
ADP
$100B
$214M 0.21%
1,635,173
-3,531
-0.2% -$498K
CAT icon
80
Caterpillar
CAT
$409B
$207M 0.21%
1,627,408
+99,237
+6% +$12.9M
MPC icon
81
Marathon Petroleum
MPC
$90.3B
$206M 0.2%
3,496,494
+899,727
+35% +$61.4M
LIN icon
82
Linde
LIN
$237B
$205M 0.2%
+1,311,690
New +$207M
NVS icon
83
Novartis
NVS
$295B
$205M 0.2%
2,659,773
+317,655
+14% +$24.7M
BIIB icon
84
Biogen
BIIB
$29.9B
$204M 0.2%
678,145
+27,935
+4% +$8.92M
MDLZ icon
85
Mondelez International
MDLZ
$77.7B
$204M 0.2%
5,088,355
+260,284
+5% +$11.1M
DUK icon
86
Duke Energy
DUK
$102B
$199M 0.2%
2,300,173
+209,750
+10% +$17.9M
DHR icon
87
Danaher
DHR
$135B
$198M 0.2%
2,170,044
+85,473
+4% +$7.76M
TFCFA
88
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$198M 0.2%
4,119,018
+254,026
+7% +$12M
UPS icon
89
United Parcel Service
UPS
$97.6B
$195M 0.19%
1,996,478
-332,084
-14% -$36M
WBA
90
DELISTED
Walgreens Boots Alliance
WBA
$195M 0.19%
2,848,742
+295,749
+12% +$22.9M
KR icon
91
Kroger
KR
$34.8B
$194M 0.19%
7,061,050
+157,541
+2% +$4.57M
IWF icon
92
iShares Russell 1000 Growth ETF
IWF
$122B
$188M 0.19%
5,750,728
-4,650,260
-45% -$164M
TRV icon
93
Travelers Companies
TRV
$80.8B
$183M 0.18%
1,528,445
-95,492
-6% -$12M
GE icon
94
GE Aerospace
GE
$367B
$183M 0.18%
5,037,472
+1,333,280
+36% +$60.2M
VLO icon
95
Valero Energy
VLO
$89.8B
$181M 0.18%
2,412,365
+83,414
+4% +$7.33M
IEMG icon
96
iShares Core MSCI Emerging Markets ETF
IEMG
$149B
$180M 0.18%
3,824,390
+418,910
+12% +$20.3M
HCA icon
97
HCA Healthcare
HCA
$84.8B
$180M 0.18%
1,443,418
+60,091
+4% +$8.07M
CL icon
98
Colgate-Palmolive
CL
$72.6B
$177M 0.18%
2,978,562
+58,098
+2% +$3.63M
HUM icon
99
Humana
HUM
$46.7B
$177M 0.18%
618,609
+22,792
+4% +$7.23M
PNC icon
100
PNC Financial Services
PNC
$100B
$174M 0.17%
1,490,908
+66,965
+5% +$8.55M
2 3
4
5 6

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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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.