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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
BTI icon
401
British American Tobacco
BTI
$132B
$39.8M 0.04%
1,248,263
-111,625
-8% -$4.34M
MKL icon
402
Markel Group
MKL
$25B
$39.7M 0.04%
38,213
-1,308
-3% -$1.43M
IX icon
403
ORIX
IX
$44B
$39.6M 0.04%
2,769,250
+383,910
+16% +$6.02M
HES
404
DELISTED
Hess
HES
$39.5M 0.04%
975,650
-55,183
-5% -$3.15M
DCM
405
DELISTED
NTT DOCOMO, Inc.
DCM
$39.4M 0.04%
1,772,747
-162,570
-8% -$3.62M
IQV icon
406
IQVIA
IQV
$34.7B
$39.3M 0.04%
338,505
+10,136
+3% +$1.23M
HP icon
407
Helmerich & Payne
HP
$3.53B
$39M 0.04%
814,421
-83,285
-9% -$5.11M
LH icon
408
Labcorp
LH
$24.3B
$39M 0.04%
359,002
-15,106
-4% -$2.02M
SHPG
409
DELISTED
Shire pic
SHPG
$38.8M 0.04%
223,200
-67,406
-23% -$11.8M
GAP
410
The Gap Inc
GAP
$6.84B
$38.8M 0.04%
1,507,807
+161,009
+12% +$4.3M
BF
411
DELISTED
BASF AKTIENGESELLT ADS(RP1 ORD
BF
$38.7M 0.04%
2,201,555
-468,244
-18% -$8.24M
MHK icon
412
Mohawk Industries
MHK
$6.9B
$38.4M 0.04%
328,615
+212,266
+182% +$28.3M
TSCO icon
413
Tractor Supply
TSCO
$16.3B
$38.4M 0.04%
2,300,805
-336,390
-13% -$6.03M
TIF
414
DELISTED
Tiffany & Co.
TIF
$38.2M 0.04%
474,216
-38,210
-7% -$3.89M
BBD icon
415
Banco Bradesco
BBD
$38.1B
$38.1M 0.04%
6,149,722
+442,214
+8% +$2.57M
AER icon
416
AerCap
AER
$23.9B
$37.9M 0.04%
956,600
-66,351
-6% -$3.32M
NI icon
417
NiSource
NI
$22.4B
$37.5M 0.04%
1,480,640
+166,800
+13% +$4.3M
BALL icon
418
Ball Corp
BALL
$17B
$37.5M 0.04%
816,285
+68,719
+9% +$3.21M
WRK
419
DELISTED
WestRock Company
WRK
$37.2M 0.04%
984,443
+197,215
+25% +$8.7M
ABB
420
DELISTED
ABB Ltd
ABB
$37.1M 0.04%
1,950,823
-338,006
-15% -$6.84M
AWK icon
421
American Water Works
AWK
$26.3B
$36.9M 0.04%
406,193
+28,522
+8% +$2.6M
CNQ icon
422
Canadian Natural Resources
CNQ
$96.9B
$36.8M 0.04%
3,116,351
+327,559
+12% +$4.4M
LLL
423
DELISTED
L3 Technologies, Inc.
LLL
$36.6M 0.04%
210,923
+19,464
+10% +$3.75M
NTRS icon
424
Northern Trust
NTRS
$22.2B
$36.6M 0.04%
438,145
+11,372
+3% +$1.07M
VER
425
DELISTED
VEREIT, Inc.
VER
$36.5M 0.04%
1,021,992
+100,130
+11% +$3.72M
15 16
17
18 19

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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.