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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
ERIC icon
576
Ericsson
ERIC
$31.8B
$26.2M 0.03%
2,949,240
-117,826
-4% -$1.02M
BUD icon
577
AB InBev
BUD
$156B
$26.1M 0.03%
396,729
-37,564
-9% -$2.87M
SU icon
578
Suncor Energy
SU
$75.6B
$26.1M 0.03%
932,126
+64,898
+7% +$2.16M
CDW icon
579
CDW
CDW
$17.6B
$26M 0.03%
320,569
-25,506
-7% -$2.2M
BNS icon
580
Scotiabank
BNS
$106B
$26M 0.03%
520,880
+17,315
+3% +$934K
TAK icon
581
Takeda Pharmaceutical
TAK
$55.7B
$25.9M 0.03%
+1,541,957
New +$26M
ACGL icon
582
Arch Capital
ACGL
$36.3B
$25.9M 0.03%
969,185
-24,570
-2% -$679K
NJ
583
DELISTED
NIDEC CP (NIHON KABUSHIKI KAISHA)1 ADS REPTG .25 SH COM STK
NJ
$25.9M 0.03%
921,994
+113,932
+14% +$3.2M
DASTY
584
DELISTED
DASSAULT SYSTEMES SA ADR
DASTY
$25.8M 0.03%
220,077
+6,296
+3% +$739K
SNPS icon
585
Synopsys
SNPS
$74.5B
$25.7M 0.03%
305,653
-27,706
-8% -$2.46M
FNB icon
586
FNB Corp
FNB
$6.71B
$25.6M 0.03%
2,602,676
+582,843
+29% +$6.76M
BCS icon
587
Barclays
BCS
$96.3B
$25.5M 0.03%
3,538,495
-432,584
-11% -$3.49M
IFF icon
588
International Flavors & Fragrances
IFF
$19.5B
$25.5M 0.03%
189,753
+17,791
+10% +$2.46M
MAS icon
589
Masco
MAS
$16.4B
$25.4M 0.03%
868,903
+57,654
+7% +$1.79M
CPB icon
590
Campbell Soup
CPB
$6.67B
$25.4M 0.03%
769,139
+261,945
+52% +$9.91M
CPA icon
591
Copa Holdings
CPA
$5.65B
$25.4M 0.03%
322,114
-18,209
-5% -$1.43M
JWN
592
DELISTED
Nordstrom
JWN
$25.3M 0.03%
543,642
+13,543
+3% +$764K
CIT
593
DELISTED
CIT Group Inc.
CIT
$25.3M 0.03%
661,752
+143,477
+28% +$6.51M
JBHT icon
594
JB Hunt Transport Services
JBHT
$26.4B
$25.3M 0.03%
271,919
-47,095
-15% -$4.99M
LULU icon
595
lululemon athletica
LULU
$13.4B
$25.2M 0.03%
207,619
+60,501
+41% +$8.11M
IEX icon
596
IDEX
IEX
$16.6B
$25.2M 0.03%
199,338
-22,534
-10% -$3.02M
MUR icon
597
Murphy Oil
MUR
$5.38B
$25.1M 0.02%
1,073,079
+67,608
+7% +$2.07M
PKG icon
598
Packaging Corp of America
PKG
$22.5B
$25.1M 0.02%
300,546
+30,516
+11% +$2.84M
EFX icon
599
Equifax
EFX
$20.8B
$25.1M 0.02%
269,018
-151,308
-36% -$16.1M
BR icon
600
Broadridge
BR
$17.7B
$25M 0.02%
260,047
+39,075
+18% +$4.23M
22 23
24
25 26

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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.