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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
COF icon
126
Capital One
COF
$124B
$146M 0.15%
1,937,353
-28,440
-1% -$2.46M
ZTS icon
127
Zoetis
ZTS
$31.6B
$144M 0.14%
1,685,052
-19,490
-1% -$1.76M
SYK icon
128
Stryker
SYK
$127B
$144M 0.14%
919,466
+37,075
+4% +$6.2M
HPQ icon
129
HP
HPQ
$23.5B
$141M 0.14%
6,907,371
-65,356
-0.9% -$1.52M
GS icon
130
Goldman Sachs
GS
$313B
$141M 0.14%
842,273
-103,393
-11% -$20.9M
MCO icon
131
Moody's
MCO
$81.7B
$139M 0.14%
989,584
-61,366
-6% -$9.26M
SPGI icon
132
S&P Global
SPGI
$126B
$138M 0.14%
811,472
-2,667
-0.3% -$478K
EMR icon
133
Emerson Electric
EMR
$82.9B
$135M 0.13%
2,259,539
-130,575
-5% -$8.81M
TSM icon
134
TSMC
TSM
$2.09T
$134M 0.13%
3,620,860
+271,483
+8% +$10.3M
MRSH
135
Marsh
MRSH
$86.3B
$134M 0.13%
1,674,742
+17,781
+1% +$1.48M
BSX icon
136
Boston Scientific
BSX
$65.8B
$133M 0.13%
3,775,686
+233,182
+7% +$8.46M
BNY
137
Bank of New York Mellon
BNY
$108B
$132M 0.13%
2,807,697
+40,643
+1% +$1.97M
EOG icon
138
EOG Resources
EOG
$78B
$130M 0.13%
1,487,754
+74,454
+5% +$7.97M
BLK icon
139
Blackrock
BLK
$164B
$129M 0.13%
328,004
+24,518
+8% +$10M
HSBC icon
140
HSBC
HSBC
$355B
$129M 0.13%
3,244,976
+477,010
+17% +$19.1M
CELG
141
DELISTED
Celgene Corp
CELG
$128M 0.13%
2,004,366
-54,688
-3% -$4.04M
BP icon
142
BP
BP
$113B
$128M 0.13%
3,478,439
-103,439
-3% -$4.13M
CCI icon
143
Crown Castle
CCI
$32.7B
$127M 0.13%
1,167,882
-81,885
-7% -$9M
EFA icon
144
iShares MSCI EAFE ETF
EFA
$76.4B
$126M 0.13%
2,151,805
+1,202,543
+127% +$75.1M
ROST icon
145
Ross Stores
ROST
$76.6B
$126M 0.12%
1,513,310
+49,014
+3% +$4.44M
LYB icon
146
LyondellBasell Industries
LYB
$19.5B
$126M 0.12%
1,510,180
+31,573
+2% +$2.89M
ILMN icon
147
Illumina
ILMN
$29.4B
$125M 0.12%
428,358
+28,333
+7% +$8.78M
DAL icon
148
Delta Air Lines
DAL
$55.9B
$124M 0.12%
2,491,295
+206,943
+9% +$11.3M
CHTR icon
149
Charter Communications
CHTR
$14.7B
$123M 0.12%
430,295
+25,486
+6% +$7.99M
ADI icon
150
Analog Devices
ADI
$181B
$120M 0.12%
1,399,280
-34,152
-2% -$2.95M
4 5
6
7 8

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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.