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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
UN
151
DELISTED
Unilever NV New York Registry Shares
UN
$120M 0.12%
2,227,535
+103,394
+5% +$5.65M
SPG icon
152
Simon Property Group
SPG
$74.5B
$120M 0.12%
713,304
-1,621
-0.2% -$290K
NSC icon
153
Norfolk Southern
NSC
$78.8B
$118M 0.12%
791,139
-105,707
-12% -$17.4M
DEO icon
154
Diageo
DEO
$46.2B
$118M 0.12%
834,261
-22,635
-3% -$3.18M
AEP icon
155
American Electric Power
AEP
$73.7B
$117M 0.12%
1,571,889
-18,074
-1% -$1.36M
STI
156
DELISTED
SunTrust Banks, Inc.
STI
$117M 0.12%
2,323,263
+69,795
+3% +$4.18M
ALL icon
157
Allstate
ALL
$66.9B
$117M 0.12%
1,417,065
-107,999
-7% -$9.7M
BAX icon
158
Baxter International
BAX
$11.6B
$115M 0.11%
1,750,136
+9,842
+0.6% +$661K
ADSK icon
159
Autodesk
ADSK
$44.3B
$115M 0.11%
894,352
+18,325
+2% +$2.48M
WM icon
160
Waste Management
WM
$95.9B
$114M 0.11%
1,284,764
+33,095
+3% +$2.97M
VRTX icon
161
Vertex Pharmaceuticals
VRTX
$121B
$114M 0.11%
688,200
+76,369
+12% +$13.2M
CTSH icon
162
Cognizant
CTSH
$21.5B
$114M 0.11%
1,795,299
-18,894
-1% -$1.31M
MU icon
163
Micron Technology
MU
$1.04T
$114M 0.11%
3,590,303
-158,575
-4% -$6.01M
FDX icon
164
FedEx
FDX
$74.5B
$113M 0.11%
703,143
-67,274
-9% -$14.2M
PRU icon
165
Prudential Financial
PRU
$41.7B
$113M 0.11%
1,390,836
+1,314
+0.1% +$121K
ITOT icon
166
iShares Core S&P Total US Stock Market ETF
ITOT
$93.2B
$113M 0.11%
1,990,588
+89,429
+5% +$5.49M
EL icon
167
Estee Lauder
EL
$29B
$112M 0.11%
863,483
+35,782
+4% +$4.86M
WELL icon
168
Welltower
WELL
$178B
$112M 0.11%
1,612,314
+162,653
+11% +$11.1M
SO icon
169
Southern Company
SO
$110B
$112M 0.11%
2,540,014
+162,537
+7% +$7.39M
PGR icon
170
Progressive
PGR
$124B
$111M 0.11%
1,843,714
+173,090
+10% +$11.5M
DFS
171
DELISTED
Discover Financial Services
DFS
$111M 0.11%
1,879,775
-18,410
-1% -$1.27M
YUM icon
172
Yum! Brands
YUM
$41B
$111M 0.11%
1,205,737
+64,875
+6% +$5.8M
SLB icon
173
SLB Ltd
SLB
$77.8B
$108M 0.11%
3,004,206
+28,391
+1% +$1.4M
MET icon
174
MetLife
MET
$61B
$108M 0.11%
2,633,514
-208,332
-7% -$8.94M
SCHW
175
Charles Schwab
SCHW
$177B
$108M 0.11%
2,589,219
-209,528
-7% -$9.48M
5 6
7
8 9

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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.