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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
VAR
326
DELISTED
Varian Medical Systems, Inc.
VAR
$51.2M 0.05%
451,958
-19,496
-4% -$2.23M
CNP icon
327
CenterPoint Energy
CNP
$29.1B
$51.2M 0.05%
1,813,503
-1,477
-0.1% -$41.2K
HSIC icon
328
Henry Schein
HSIC
$9.74B
$50.5M 0.05%
820,656
-22,647
-3% -$1.49M
SPDW icon
329
State Street SPDR Portfolio Developed World ex-US ETF
SPDW
$39.7B
$50.3M 0.05%
+1,899,926
New +$53.6M
AES icon
330
AES
AES
$10.6B
$50.1M 0.05%
3,466,503
+197,175
+6% +$2.96M
MELI icon
331
Mercado Libre
MELI
$91.3B
$49.7M 0.05%
169,550
-6,519
-4% -$2.11M
NAD icon
332
Nuveen Quality Municipal Income Fund
NAD
$2.71B
$49.4M 0.05%
3,941,576
+48,063
+1% +$601K
IDXX icon
333
Idexx Laboratories
IDXX
$42.9B
$49.2M 0.05%
264,527
+24,467
+10% +$5.02M
MNST icon
334
Monster Beverage
MNST
$91.4B
$48.8M 0.05%
1,984,588
-17,366
-0.9% -$472K
SCHB icon
335
Schwab US Broad Market ETF
SCHB
$42.8B
$48.7M 0.05%
+4,878,444
New +$52.7M
ALGN icon
336
Align Technology
ALGN
$12B
$48.6M 0.05%
232,235
+55,026
+31% +$13.9M
KT icon
337
KT
KT
$8.84B
$48.6M 0.05%
3,418,035
+48,016
+1% +$695K
TSLA icon
338
Tesla
TSLA
$1.24T
$48.6M 0.05%
2,188,995
+45,315
+2% +$975K
ALLY icon
339
Ally Financial
ALLY
$13.1B
$48.3M 0.05%
2,131,188
+30,543
+1% +$764K
UL icon
340
Unilever
UL
$131B
$47.8M 0.05%
813,837
-37,541
-4% -$2.26M
HST icon
341
Host Hotels & Resorts
HST
$16.8B
$47.6M 0.05%
2,856,996
-111,181
-4% -$2.08M
PCAR icon
342
PACCAR
PCAR
$69.6B
$47.5M 0.05%
1,245,983
+12,849
+1% +$513K
PXD
343
DELISTED
Pioneer Natural Resource Co.
PXD
$47.4M 0.05%
360,223
-6,024
-2% -$920K
CPAY icon
344
Corpay
CPAY
$24.2B
$47M 0.05%
253,133
+14,336
+6% +$2.8M
DXC icon
345
DXC Technology
DXC
$1.63B
$47M 0.05%
884,119
+581
+0.1% +$40.1K
MOS icon
346
The Mosaic Company
MOS
$7.09B
$46.9M 0.05%
1,605,197
+143,154
+10% +$4.71M
AMX icon
347
America Movil
AMX
$78.1B
$46.8M 0.05%
3,284,028
-209,218
-6% -$3.01M
CF icon
348
CF Industries
CF
$19.2B
$46.7M 0.05%
1,072,923
+22,433
+2% +$1.05M
PARA
349
DELISTED
Paramount Global Class B
PARA
$46.6M 0.05%
1,066,512
-115,420
-10% -$6.13M
LEA icon
350
Lear
LEA
$7.19B
$46.6M 0.05%
562,549
-13,375
-2% -$1.79M
12 13
14
15 16

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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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ACI
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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.