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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
RDS.A
101
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$174M 0.17%
2,991,009
-110,676
-4% -$6.86M
AFL icon
102
Aflac
AFL
$63.9B
$174M 0.17%
3,813,951
+152,254
+4% +$6.77M
TGT icon
103
Target
TGT
$62.1B
$173M 0.17%
2,611,904
+26,254
+1% +$2.02M
GM icon
104
General Motors
GM
$74.7B
$173M 0.17%
5,159,628
+660,738
+15% +$22.8M
LMT icon
105
Lockheed Martin
LMT
$134B
$172M 0.17%
655,429
-45,891
-7% -$13.9M
CB icon
106
Chubb
CB
$140B
$172M 0.17%
1,328,230
+106,283
+9% +$13.7M
KMB icon
107
Kimberly-Clark
KMB
$36.4B
$171M 0.17%
1,501,318
+239,767
+19% +$26.6M
EXC icon
108
Exelon
EXC
$48.6B
$169M 0.17%
5,265,765
+22,856
+0.4% +$731K
AIG icon
109
American International
AIG
$41.9B
$169M 0.17%
4,296,193
+349,225
+9% +$15.2M
PSX icon
110
Phillips 66
PSX
$82.9B
$169M 0.17%
1,960,657
+175,470
+10% +$17.1M
ISRG icon
111
Intuitive Surgical
ISRG
$121B
$169M 0.17%
1,055,853
+85,647
+9% +$14.5M
DG icon
112
Dollar General
DG
$25.9B
$168M 0.17%
1,556,996
+3,430
+0.2% +$371K
SHW icon
113
Sherwin-Williams
SHW
$78.3B
$161M 0.16%
1,224,564
-38,298
-3% -$5.17M
CSX icon
114
CSX Corp
CSX
$98.6B
$160M 0.16%
7,745,268
+212,028
+3% +$4.88M
GLW icon
115
Corning
GLW
$126B
$160M 0.16%
5,304,559
+158,824
+3% +$5.07M
DE icon
116
Deere & Co
DE
$170B
$159M 0.16%
1,068,783
+47,424
+5% +$6.95M
NVDA icon
117
NVIDIA
NVDA
$5.01T
$159M 0.16%
47,622,720
-9,254,640
-16% -$44.3M
RTN
118
DELISTED
Raytheon Company
RTN
$158M 0.16%
1,029,023
-41,773
-4% -$7.48M
ITW icon
119
Illinois Tool Works
ITW
$81.4B
$157M 0.16%
1,239,670
+137,814
+13% +$18.2M
ECL icon
120
Ecolab
ECL
$75.6B
$155M 0.15%
1,049,315
+19,805
+2% +$3.02M
MS icon
121
Morgan Stanley
MS
$337B
$154M 0.15%
3,873,365
+122,570
+3% +$5.35M
OXY icon
122
Occidental Petroleum
OXY
$57B
$152M 0.15%
2,481,590
-18,042
-0.7% -$1.27M
NOC icon
123
Northrop Grumman
NOC
$77B
$149M 0.15%
608,020
-11,143
-2% -$3.08M
ICE icon
124
Intercontinental Exchange
ICE
$82.4B
$148M 0.15%
1,967,032
+39,312
+2% +$3.01M
SYY icon
125
Sysco
SYY
$39.7B
$147M 0.15%
2,349,879
+12,607
+0.5% +$850K
3 4
5
6 7

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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.