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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
MAA icon
551
Mid-America Apartment Communities
MAA
$15.6B
$27.6M 0.03%
288,096
+53,425
+23% +$5.3M
AJG icon
552
Arthur J. Gallagher & Co
AJG
$63.7B
$27.5M 0.03%
372,772
+33,872
+10% +$2.53M
TPR icon
553
Tapestry
TPR
$28.8B
$27.5M 0.03%
813,904
-49,114
-6% -$1.98M
GT icon
554
Goodyear
GT
$2.07B
$27.5M 0.03%
1,345,096
-168,735
-11% -$3.65M
DOX icon
555
Amdocs
DOX
$5.53B
$27.3M 0.03%
466,788
-50,246
-10% -$3.15M
VO icon
556
Vanguard Mid-Cap ETF
VO
$106B
$27.3M 0.03%
791,160
-803,944
-50% -$30.2M
CE icon
557
Celanese
CE
$5.09B
$27.3M 0.03%
303,733
+22,189
+8% +$2.18M
SPR
558
DELISTED
Spirit AeroSystems
SPR
$27.3M 0.03%
378,408
-14,317
-4% -$1.16M
MDY icon
559
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27B
$27.2M 0.03%
89,996
-8,502
-9% -$2.83M
SCHF icon
560
Schwab International Equity ETF
SCHF
$65.6B
$27.2M 0.03%
1,917,392
+1,893,268
+7,848% +$29M
FUJI
561
DELISTED
FUJI FILM HOLDINGS ADR 2 ORD
FUJI
$27.1M 0.03%
695,978
+41,971
+6% +$1.64M
UHS icon
562
Universal Health Services
UHS
$9.43B
$27.1M 0.03%
232,166
+37,752
+19% +$4.75M
REP
563
DELISTED
REPSOL YPF SA ADS(RP 1 CAP SH)
REP
$27M 0.03%
1,682,627
-88,969
-5% -$1.43M
GHY
564
PGIM Global High Yield Fund
GHY
$478M
$27M 0.03%
2,086,795
+7,521
+0.4% +$100K
SWKS icon
565
Skyworks Solutions
SWKS
$9.06B
$26.7M 0.03%
398,013
-62,253
-14% -$4.81M
BMRN icon
566
BioMarin Pharmaceuticals
BMRN
$11.5B
$26.7M 0.03%
313,060
+24,518
+8% +$2.33M
NOK icon
567
Nokia
NOK
$50.8B
$26.6M 0.03%
4,577,457
+621,573
+16% +$3.49M
PACW
568
DELISTED
PacWest Bancorp
PACW
$26.6M 0.03%
799,802
+93,150
+13% +$3.71M
NICE icon
569
Nice
NICE
$5.29B
$26.6M 0.03%
245,455
+2,665
+1% +$292K
SYF icon
570
Synchrony
SYF
$23.7B
$26.5M 0.03%
1,129,127
-426,819
-27% -$11.5M
NGG icon
571
National Grid
NGG
$82.7B
$26.5M 0.03%
623,718
-80,748
-11% -$3.77M
WBD icon
572
Warner Bros
WBD
$64.6B
$26.3M 0.03%
1,063,136
-21,923
-2% -$668K
HUN icon
573
Huntsman Corp
HUN
$2.24B
$26.3M 0.03%
1,362,993
+214,498
+19% +$4.6M
JKHY icon
574
Jack Henry & Associates
JKHY
$10.7B
$26.2M 0.03%
207,195
-15,745
-7% -$2.24M
QVCGA
575
DELISTED
QVC Group Inc Series A
QVCGA
$26.2M 0.03%
27,638
-7,092
-20% -$7.45M
21 22
23
24 25

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MCM
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PSUF
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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.