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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
IVV icon
1
iShares Core S&P 500 ETF
IVV
$874B
$2.46B 2.45%
9,792,799
+1,365,190
+16% +$371M
MSFT icon
2
Microsoft
MSFT
$2.82T
$2.27B 2.25%
22,352,879
+735,531
+3% +$78.8M
VOO icon
3
Vanguard S&P 500 ETF
VOO
$966B
$2.12B 2.11%
9,234,531
+47,884
+0.5% +$11.9M
AAPL icon
4
Apple
AAPL
$4.73T
$2.07B 2.05%
52,423,984
-807,248
-2% -$39.1M
AMZN icon
5
Amazon
AMZN
$2.5T
$1.62B 1.61%
21,582,700
+591,080
+3% +$49.1M
JNJ icon
6
Johnson & Johnson
JNJ
$624B
$1.2B 1.19%
9,263,452
+250,154
+3% +$34.9M
JPM icon
7
JPMorgan Chase
JPM
$924B
$1.04B 1.03%
10,664,880
-195,926
-2% -$20.9M
GOOGL icon
8
Alphabet (Google) Class A
GOOGL
$3.87T
$990M 0.98%
18,949,440
+471,940
+3% +$25.5M
UNH icon
9
UnitedHealth
UNH
$383B
$967M 0.96%
3,881,285
+63,790
+2% +$16.9M
META icon
10
Meta Platforms (Facebook)
META
$1.53T
$936M 0.93%
7,142,330
+95,752
+1% +$13.9M
PFE icon
11
Pfizer
PFE
$143B
$936M 0.93%
22,607,983
+185,400
+0.8% +$7.7M
BRK.B icon
12
Berkshire Hathaway Class B
BRK.B
$1.06T
$907M 0.9%
4,440,773
+274,443
+7% +$57.3M
V icon
13
Visa
V
$667B
$800M 0.79%
6,062,809
+179,129
+3% +$24.7M
MRK icon
14
Merck
MRK
$323B
$787M 0.78%
10,797,516
+534,770
+5% +$37.8M
VZ icon
15
Verizon
VZ
$185B
$785M 0.78%
13,954,965
+1,490,376
+12% +$84.6M
XOM icon
16
ExxonMobil
XOM
$656B
$774M 0.77%
11,345,526
+4,218
+0% +$331K
INTC icon
17
Intel
INTC
$507B
$763M 0.76%
16,268,561
+279,288
+2% +$13.1M
CVX icon
18
Chevron
CVX
$393B
$726M 0.72%
6,673,852
+507,410
+8% +$58.8M
PG icon
19
Procter & Gamble
PG
$342B
$724M 0.72%
7,876,186
+872,665
+12% +$78M
CSCO icon
20
Cisco
CSCO
$443B
$708M 0.7%
16,339,245
+287,048
+2% +$13.1M
GOOG icon
21
Alphabet (Google) Class C
GOOG
$3.86T
$704M 0.7%
13,604,600
+236,940
+2% +$12.7M
BAC icon
22
Bank of America
BAC
$427B
$648M 0.64%
26,303,810
-49,540
-0.2% -$1.34M
HD icon
23
Home Depot
HD
$325B
$605M 0.6%
3,522,926
-83,136
-2% -$14.9M
T icon
24
AT&T
T
$159B
$605M 0.6%
28,079,456
+1,222,838
+5% +$28.5M
MA icon
25
Mastercard
MA
$466B
$588M 0.58%
3,114,275
+28,778
+0.9% +$5.71M
1
2 3 4 5

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MCM
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PSUF
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IA
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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.