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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
TV icon
626
Televisa
TV
$1.49B
$23.5M 0.02%
1,870,645
-893,344
-32% -$13.1M
ACIW icon
627
ACI Worldwide
ACIW
$5.91B
$23.5M 0.02%
849,160
+201,140
+31% +$5.44M
IWV icon
628
iShares Russell 3000 ETF
IWV
$19.4B
$23.4M 0.02%
159,565
+156,938
+5,974% +$24.9M
BCE icon
629
BCE
BCE
$19.9B
$23.3M 0.02%
589,209
+16,856
+3% +$690K
ABMD
630
DELISTED
Abiomed Inc
ABMD
$23.3M 0.02%
71,589
+18,699
+35% +$6.5M
MSGS icon
631
Madison Square Garden
MSGS
$9.51B
$23.3M 0.02%
121,813
-20,688
-15% -$4.03M
ANET icon
632
Arista Networks
ANET
$217B
$23.2M 0.02%
1,761,168
+482,400
+38% +$6.93M
VMW
633
DELISTED
VMware, Inc
VMW
$23.1M 0.02%
168,630
+13,993
+9% +$2.11M
PHG icon
634
Philips
PHG
$24.8B
$23.1M 0.02%
846,686
-55,858
-6% -$1.65M
AKZOY
635
DELISTED
Akzo Nobel NV
AKZOY
$23.1M 0.02%
866,002
-126,978
-13% -$3.38M
BBL
636
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$23M 0.02%
547,942
+24,022
+5% +$986K
TEVA icon
637
Teva Pharmaceuticals
TEVA
$36.2B
$22.9M 0.02%
1,485,917
-257,952
-15% -$5.29M
FLIR
638
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$22.9M 0.02%
525,553
+107,454
+26% +$5.28M
KYO
639
DELISTED
Kyocera Adr
KYO
$22.8M 0.02%
458,485
-14,401
-3% -$718K
SIX
640
DELISTED
Six Flags Entertainment Corp.
SIX
$22.7M 0.02%
408,085
-51,806
-11% -$3.1M
LYG icon
641
Lloyds Banking Group
LYG
$88.2B
$22.6M 0.02%
8,830,375
-1,306,559
-13% -$3.71M
AOS icon
642
A.O. Smith
AOS
$8.58B
$22.6M 0.02%
528,501
+204,681
+63% +$9.42M
MMP
643
DELISTED
Magellan Midstream Partners, L.P.
MMP
$22.5M 0.02%
393,910
-182,572
-32% -$11.3M
EDU icon
644
New Oriental
EDU
$7.92B
$22.4M 0.02%
409,273
+23,602
+6% +$1.37M
NFJ
645
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.41B
$22.4M 0.02%
2,096,854
-154,981
-7% -$1.85M
ORAN
646
DELISTED
Orange
ORAN
$22.4M 0.02%
1,383,001
+195,822
+16% +$3.17M
KKR icon
647
KKR & Co
KKR
$90.8B
$22.4M 0.02%
1,138,845
-85,454
-7% -$1.95M
ON icon
648
ON Semiconductor
ON
$34B
$22.3M 0.02%
1,350,808
+103,429
+8% +$1.79M
AV
649
DELISTED
Aviva Plc
AV
$22.3M 0.02%
2,361,434
+222,418
+10% +$2.1M
DECK icon
650
Deckers Outdoor
DECK
$13.8B
$22.3M 0.02%
1,044,246
-93,090
-8% -$1.89M
24 25
26
27 28

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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.