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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
TMUS icon
376
T-Mobile US
TMUS
$193B
$43.4M 0.04%
682,319
+180,217
+36% +$12.1M
NTT
377
DELISTED
Nippon Telegraph & Telephone
NTT
$43.3M 0.04%
1,065,062
+4,142
+0.4% +$168K
RELX icon
378
RELX
RELX
$60.1B
$43.2M 0.04%
2,104,391
+4,419
+0.2% +$89.7K
CTAS icon
379
Cintas
CTAS
$82.4B
$42.7M 0.04%
1,017,904
+34,452
+4% +$1.54M
CFG icon
380
Citizens Financial Group
CFG
$30.4B
$42.6M 0.04%
1,434,260
+107,000
+8% +$3.75M
NXPI icon
381
NXP Semiconductors
NXPI
$68B
$42.6M 0.04%
581,226
+38,572
+7% +$3.05M
DT
382
DELISTED
DEUTSCHE TELEKOM AG ADS (1ORD)
DT
$42.4M 0.04%
2,497,839
+304,503
+14% +$5.17M
DGX icon
383
Quest Diagnostics
DGX
$25.1B
$42M 0.04%
504,638
+16,064
+3% +$1.51M
BAH icon
384
Booz Allen Hamilton
BAH
$8.7B
$42M 0.04%
931,753
+44,156
+5% +$2.17M
FMX icon
385
Fomento Económico Mexicano
FMX
$43.3B
$42M 0.04%
487,747
+39,921
+9% +$3.55M
TFX icon
386
Teleflex
TFX
$5.85B
$41.8M 0.04%
161,809
+17,561
+12% +$4.44M
ITUB icon
387
Itaú Unibanco
ITUB
$91.3B
$41.7M 0.04%
6,273,049
+342,670
+6% +$2.2M
EXPE icon
388
Expedia Group
EXPE
$31.2B
$41.6M 0.04%
369,188
+12,295
+3% +$1.47M
RHI icon
389
Robert Half
RHI
$3.61B
$41.3M 0.04%
722,229
+118,777
+20% +$7.29M
RY icon
390
Royal Bank of Canada
RY
$291B
$41.2M 0.04%
600,964
-24,167
-4% -$1.76M
PUK icon
391
Prudential
PUK
$36.5B
$41.1M 0.04%
1,199,089
-89,497
-7% -$3.42M
IBN icon
392
ICICI Bank
IBN
$106B
$41.1M 0.04%
3,992,435
-420,995
-10% -$3.98M
HMC icon
393
Honda
HMC
$36.5B
$41.1M 0.04%
1,552,165
+92,595
+6% +$2.56M
HBAN icon
394
Huntington Bancshares
HBAN
$35.1B
$41M 0.04%
3,440,103
+259,127
+8% +$3.6M
JNPR
395
DELISTED
Juniper Networks
JNPR
$41M 0.04%
1,523,120
+46,638
+3% +$1.32M
BIDU icon
396
Baidu
BIDU
$35.8B
$40.9M 0.04%
257,569
+10,182
+4% +$1.9M
IWM icon
397
iShares Russell 2000 ETF
IWM
$80.9B
$40.8M 0.04%
304,667
+61,132
+25% +$9.12M
AIZ icon
398
Assurant
AIZ
$13.7B
$40.6M 0.04%
453,519
+15,817
+4% +$1.55M
MUFG icon
399
Mitsubishi UFJ Financial
MUFG
$258B
$40M 0.04%
8,204,377
-2,041,927
-20% -$11.6M
QGEN icon
400
Qiagen
QGEN
$8.53B
$39.9M 0.04%
1,092,157
-46,351
-4% -$1.72M
14 15
16
17 18

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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.