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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
SHY icon
176
iShares 1-3 Year Treasury Bond ETF
SHY
$25.4B
$108M 0.11%
1,285,582
+7,965
+0.6% +$662K
GWW icon
177
W.W. Grainger
GWW
$65.3B
$107M 0.11%
377,791
+32,973
+10% +$9.81M
APD icon
178
Air Products & Chemicals
APD
$66.3B
$106M 0.1%
659,326
+757
+0.1% +$120K
SAP icon
179
SAP
SAP
$187B
$105M 0.1%
1,057,320
+61,865
+6% +$6.58M
AMAT icon
180
Applied Materials
AMAT
$426B
$105M 0.1%
3,212,610
+263,215
+9% +$9.02M
ROP icon
181
Roper Technologies
ROP
$36.3B
$105M 0.1%
392,555
+16,725
+4% +$4.73M
TM icon
182
Toyota
TM
$210B
$104M 0.1%
898,670
+95,440
+12% +$11.3M
MCHP icon
183
Microchip Technology
MCHP
$42.8B
$103M 0.1%
2,870,276
+679,676
+31% +$24M
CLX icon
184
Clorox
CLX
$11.6B
$103M 0.1%
668,122
+28,752
+4% +$4.48M
GSK icon
185
GSK
GSK
$103B
$102M 0.1%
2,126,030
+6,717
+0.3% +$331K
ETN icon
186
Eaton
ETN
$157B
$101M 0.1%
1,477,700
+56,152
+4% +$4.2M
MSI icon
187
Motorola Solutions
MSI
$69.4B
$101M 0.1%
877,113
+50,530
+6% +$6.27M
D icon
188
Dominion Energy
D
$62.5B
$99.7M 0.1%
1,394,658
+226,566
+19% +$16.6M
EW icon
189
Edwards Lifesciences
EW
$47.6B
$99M 0.1%
1,939,596
+174,606
+10% +$8.83M
FITB
190
Fifth Third Bancorp
FITB
$52B
$98.9M 0.1%
4,202,344
+575,428
+16% +$15.1M
AZO icon
191
AutoZone
AZO
$48.3B
$98.8M 0.1%
117,852
+2,268
+2% +$1.82M
STT icon
192
State Street
STT
$50.9B
$98.3M 0.1%
1,558,558
-13,215
-0.8% -$947K
FIS icon
193
Fidelity National Information Services
FIS
$21.5B
$97.4M 0.1%
950,262
+55,616
+6% +$5.8M
BABA icon
194
Alibaba
BABA
$269B
$97.3M 0.1%
709,652
+79,117
+13% +$11.7M
GD icon
195
General Dynamics
GD
$105B
$96.6M 0.1%
614,216
-17,699
-3% -$3.17M
ED icon
196
Consolidated Edison
ED
$41.6B
$96.4M 0.1%
1,260,147
+48,520
+4% +$3.79M
RHT
197
DELISTED
Red Hat Inc
RHT
$96.2M 0.1%
547,676
+38,029
+7% +$6.03M
ADM icon
198
Archer Daniels Midland
ADM
$41.4B
$96M 0.1%
2,344,404
+60,050
+3% +$2.8M
AZN icon
199
AstraZeneca
AZN
$263B
$94.2M 0.09%
1,235,172
-78,446
-6% -$6.13M
RF icon
200
Regions Financial
RF
$26.3B
$94.2M 0.09%
7,039,787
+948,011
+16% +$15.2M
6 7
8
9 10

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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.