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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
ANSS
476
DELISTED
Ansys
ANSS
$32.6M 0.03%
227,773
-14,753
-6% -$2.29M
ZION icon
477
Zions Bancorporation
ZION
$10B
$32.5M 0.03%
798,981
+46,956
+6% +$2.19M
EVRG icon
478
Evergy
EVRG
$19.8B
$32.5M 0.03%
572,335
+51,684
+10% +$2.98M
NAB
479
DELISTED
NATL AUSTRALIA BK LTD ADS5
NAB
$32.5M 0.03%
3,821,759
-59,271
-2% -$504K
CTRA
480
DELISTED
Coterra Energy
CTRA
$32.5M 0.03%
1,452,134
+337,655
+30% +$8.15M
TD icon
481
Toronto Dominion Bank
TD
$197B
$32.4M 0.03%
650,771
-5,385
-0.8% -$295K
CDNS icon
482
Cadence Design Systems
CDNS
$93.4B
$32.3M 0.03%
742,954
+54,943
+8% +$2.39M
BKR icon
483
Baker Hughes
BKR
$60.1B
$32.3M 0.03%
1,502,354
+480,855
+47% +$12.3M
DOV icon
484
Dover
DOV
$27.5B
$32.2M 0.03%
453,766
-39,772
-8% -$3.25M
GEN icon
485
Gen Digital
GEN
$16.1B
$32.1M 0.03%
1,696,472
+189,412
+13% +$3.92M
ENB icon
486
Enbridge
ENB
$121B
$31.7M 0.03%
1,020,719
+1,930
+0.2% +$62.1K
URI icon
487
United Rentals
URI
$69.4B
$31.7M 0.03%
309,374
+53,283
+21% +$6.42M
CPRT icon
488
Copart
CPRT
$27.5B
$31.6M 0.03%
2,649,608
+621,140
+31% +$7.67M
SCHX icon
489
Schwab US Large- Cap ETF
SCHX
$70.8B
$31.5M 0.03%
3,166,674
+2,485,950
+365% +$26.7M
VALE icon
490
Vale
VALE
$62.5B
$31.5M 0.03%
2,385,301
+9,875
+0.4% +$141K
DRI icon
491
Darden Restaurants
DRI
$23.4B
$31.4M 0.03%
314,425
+17,308
+6% +$1.85M
CNI icon
492
Canadian National Railway
CNI
$77.9B
$31.4M 0.03%
423,429
+85,888
+25% +$7.12M
CHRW icon
493
C.H. Robinson
CHRW
$20.7B
$31.4M 0.03%
372,956
+5,534
+2% +$495K
HIT
494
DELISTED
HITACHI LTD ADR (10COM)NEW
HIT
$31.2M 0.03%
589,752
+176,868
+43% +$9.37M
OI icon
495
O-I Glass
OI
$1.42B
$31.2M 0.03%
1,810,718
+457,460
+34% +$7.99M
YUMC icon
496
Yum China
YUMC
$15.4B
$31M 0.03%
925,703
-16,210
-2% -$556K
KIM icon
497
Kimco Realty
KIM
$17.8B
$31M 0.03%
2,117,734
+83,444
+4% +$1.31M
EMD
498
Western Asset Emerging Markets Debt Fund
EMD
$611M
$31M 0.03%
2,521,145
-108,952
-4% -$1.38M
AXA
499
DELISTED
AXA ADS (1 ORD SHS)
AXA
$30.8M 0.03%
1,440,037
-316,140
-18% -$6.76M
CHKP icon
500
Check Point Software Technologies
CHKP
$13.6B
$30.7M 0.03%
298,730
-8,746
-3% -$960K
18 19
20
21 22

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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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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.