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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
ATO icon
601
Atmos Energy
ATO
$29.9B
$24.9M 0.02%
268,964
+93,834
+54% +$8.97M
LSXMK
602
DELISTED
Liberty Media Corporation Series C Liberty SiriusXM Common Stock
LSXMK
$24.9M 0.02%
884,962
+115,642
+15% +$3.52M
CP icon
603
Canadian Pacific Kansas City
CP
$81.1B
$24.9M 0.02%
699,750
-106,890
-13% -$4.27M
MPT
604
Medical Properties Trust
MPT
$2.92B
$24.8M 0.02%
1,544,559
+146,946
+11% +$2.32M
BBWI icon
605
Bath & Body Works
BBWI
$4.1B
$24.7M 0.02%
1,192,527
+209,139
+21% +$5.27M
CHT icon
606
Chunghwa Telecom
CHT
$33.5B
$24.6M 0.02%
687,508
+86,546
+14% +$3.01M
EPD icon
607
Enterprise Products Partners
EPD
$82.8B
$24.6M 0.02%
1,000,389
-459,768
-31% -$12.3M
INCY icon
608
Incyte
INCY
$23.9B
$24.6M 0.02%
386,111
+43,781
+13% +$2.84M
HAIN icon
609
Hain Celestial
HAIN
$46M
$24.5M 0.02%
1,547,603
+170,427
+12% +$3.79M
ALK icon
610
Alaska Air
ALK
$5.21B
$24.5M 0.02%
403,118
-77,635
-16% -$5.02M
SC
611
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$24.5M 0.02%
1,393,798
-56,323
-4% -$1.05M
EQNR icon
612
Equinor
EQNR
$93.2B
$24.4M 0.02%
1,152,968
+1,667
+0.1% +$40.9K
TSS
613
DELISTED
Total System Services, Inc.
TSS
$24.4M 0.02%
299,558
-26,337
-8% -$2.33M
BNL
614
DELISTED
BUNZL PLC ADS (RP 5 ORD SHS)
BNL
$24.3M 0.02%
790,510
+57,062
+8% +$1.75M
AGCO icon
615
AGCO
AGCO
$8.57B
$24.2M 0.02%
434,589
+18,980
+5% +$1.07M
DXCM icon
616
DexCom
DXCM
$28.3B
$24.2M 0.02%
807,184
-34,252
-4% -$1.09M
PANW icon
617
Palo Alto Networks
PANW
$265B
$24.2M 0.02%
769,644
+65,952
+9% +$2.06M
E icon
618
ENI
E
$73.9B
$24.1M 0.02%
765,225
-96,403
-11% -$3.27M
SCM
619
DELISTED
SWISSCOM AG ADS(RP 1/10 REG SH
SCM
$24.1M 0.02%
502,206
+38,271
+8% +$1.84M
WYNN icon
620
Wynn Resorts
WYNN
$10.4B
$24M 0.02%
242,883
+79,029
+48% +$8.52M
RL icon
621
Ralph Lauren
RL
$22.6B
$24M 0.02%
231,955
+6,930
+3% +$817K
BPOP icon
622
Popular Inc
BPOP
$11B
$23.7M 0.02%
502,316
+191,592
+62% +$9.87M
WP
623
DELISTED
Worldpay, Inc.
WP
$23.6M 0.02%
308,863
+81,228
+36% +$7.06M
AMCR
624
DELISTED
AMCOR LTD ADR
AMCR
$23.6M 0.02%
634,366
+252,567
+66% +$9.39M
FTNT icon
625
Fortinet
FTNT
$113B
$23.6M 0.02%
1,672,435
+492,530
+42% +$7.5M
23 24
25
26 27

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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.