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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
SCCO icon
526
Southern Copper
SCCO
$140B
$28.9M 0.03%
1,013,505
-66,363
-6% -$2.24M
NOV icon
527
NOV
NOV
$7.47B
$28.9M 0.03%
1,124,608
-253,652
-18% -$8.77M
CX icon
528
Cemex
CX
$17.5B
$28.9M 0.03%
5,990,745
+867,811
+17% +$4.63M
XOP icon
529
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.52B
$28.8M 0.03%
271,716
+36,236
+15% +$5.06M
UBS icon
530
UBS Group
UBS
$173B
$28.7M 0.03%
2,322,183
-696,673
-23% -$9.45M
IFX
531
DELISTED
INFINEON TECH AG ADS(REP1 ORD)
IFX
$28.7M 0.03%
1,434,029
+294,085
+26% +$5.88M
WCG
532
DELISTED
Wellcare Health Plans, Inc.
WCG
$28.6M 0.03%
121,349
-18,417
-13% -$4.94M
AVY icon
533
Avery Dennison
AVY
$12.5B
$28.6M 0.03%
318,651
-17,031
-5% -$1.6M
SNN icon
534
Smith & Nephew
SNN
$13B
$28.6M 0.03%
764,580
+129,066
+20% +$4.64M
GL icon
535
Globe Life
GL
$13.6B
$28.6M 0.03%
383,269
-50,368
-12% -$4.19M
NCLH icon
536
Norwegian Cruise Line
NCLH
$9.24B
$28.5M 0.03%
673,197
+17,905
+3% +$868K
MITSY
537
DELISTED
MITSUI & CO LTD ADR (US)
MITSY
$28.5M 0.03%
91,885
+6,614
+8% +$2.05M
KSU
538
DELISTED
Kansas City Southern
KSU
$28.5M 0.03%
298,509
-37,806
-11% -$3.84M
CHL
539
DELISTED
China Mobile Limited
CHL
$28.5M 0.03%
593,001
+14,141
+2% +$681K
BWA icon
540
BorgWarner
BWA
$13.3B
$28.4M 0.03%
927,768
+19,902
+2% +$667K
BHC icon
541
Bausch Health
BHC
$1.68B
$28.3M 0.03%
1,532,917
-137,590
-8% -$3.27M
CXO
542
DELISTED
CONCHO RESOURCES INC.
CXO
$28.3M 0.03%
275,184
-46,382
-14% -$6.15M
RMD icon
543
ResMed
RMD
$28.8B
$28.2M 0.03%
247,578
+44,052
+22% +$4.72M
MFG icon
544
Mizuho Financial
MFG
$130B
$28.1M 0.03%
9,357,066
-1,332,906
-12% -$4.42M
RNR icon
545
RenaissanceRe
RNR
$13.7B
$28.1M 0.03%
209,953
-27,229
-11% -$3.56M
AMG icon
546
Affiliated Managers Group
AMG
$9.68B
$28M 0.03%
287,725
+103,486
+56% +$11.7M
CS
547
DELISTED
Credit Suisse Group
CS
$27.9M 0.03%
2,564,521
-330,671
-11% -$4.09M
UNM icon
548
Unum
UNM
$13.9B
$27.7M 0.03%
944,054
-199,897
-17% -$7M
BVN icon
549
Compañía de Minas Buenaventura
BVN
$8.07B
$27.6M 0.03%
1,702,343
-32,223
-2% -$465K
FANG icon
550
Diamondback Energy
FANG
$56.4B
$27.6M 0.03%
297,597
+175,792
+144% +$19.6M
20 21
22
23 24

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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.