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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
WDAY icon
651
Workday
WDAY
$37B
$22.3M 0.02%
139,404
+1,951
+1% +$276K
MXIM
652
DELISTED
Maxim Integrated Products
MXIM
$22.2M 0.02%
435,807
+39,927
+10% +$2.08M
SNA icon
653
Snap-on
SNA
$20.9B
$22.2M 0.02%
152,521
+29,356
+24% +$4.64M
LPLA icon
654
LPL Financial
LPLA
$26.6B
$22.2M 0.02%
362,705
-58,843
-14% -$3.59M
VST icon
655
Vistra
VST
$52.7B
$22.1M 0.02%
964,854
-32,957
-3% -$777K
KNBWY
656
DELISTED
KIRIN BREWERY LTD SPONSORED ADR
KNBWY
$22M 0.02%
1,058,155
+26,316
+3% +$547K
HAS icon
657
Hasbro
HAS
$12.7B
$22M 0.02%
270,223
-24,534
-8% -$2.28M
GRMN
658
Garmin
GRMN
$46.4B
$21.9M 0.02%
345,556
+10,179
+3% +$659K
MKTX icon
659
MarketAxess Holdings
MKTX
$4.2B
$21.9M 0.02%
103,428
+22,784
+28% +$4.72M
KB icon
660
KB Financial Group
KB
$41.3B
$21.8M 0.02%
518,960
+14,169
+3% +$620K
IRM icon
661
Iron Mountain
IRM
$37.3B
$21.7M 0.02%
669,899
+92,424
+16% +$3.03M
AGNC icon
662
AGNC Investment
AGNC
$12.4B
$21.7M 0.02%
1,237,381
+138,440
+13% +$2.47M
STLA icon
663
Stellantis
STLA
$16.4B
$21.7M 0.02%
1,498,175
-143,760
-9% -$2.32M
IT icon
664
Gartner
IT
$10.1B
$21.7M 0.02%
169,379
-78
-0% -$11.3K
COO icon
665
Cooper Companies
COO
$13.8B
$21.6M 0.02%
339,924
+11,808
+4% +$764K
MFC icon
666
Manulife Financial
MFC
$72.7B
$21.5M 0.02%
1,517,425
+16,895
+1% +$268K
EC icon
667
Ecopetrol
EC
$32.4B
$21.5M 0.02%
1,355,144
-91,326
-6% -$1.96M
ZBRA icon
668
Zebra Technologies
ZBRA
$12.6B
$21.5M 0.02%
134,868
+49,454
+58% +$8.23M
FCN icon
669
FTI Consulting
FCN
$4.91B
$21.5M 0.02%
322,003
-40,571
-11% -$2.72M
OGE icon
670
OGE Energy
OGE
$10.2B
$21.4M 0.02%
547,206
+2,893
+0.5% +$111K
BT
671
DELISTED
BT Group plc (ADR)
BT
$21.4M 0.02%
1,409,863
+348,281
+33% +$5.55M
MPLX icon
672
MPLX
MPLX
$59.5B
$21.4M 0.02%
707,079
-295,059
-29% -$9.85M
UDR icon
673
UDR
UDR
$12.8B
$21.4M 0.02%
540,629
+45,446
+9% +$1.84M
TDS icon
674
Telephone and Data Systems
TDS
$3.84B
$21.4M 0.02%
657,730
+211,942
+48% +$7.03M
AFG icon
675
American Financial Group
AFG
$11.9B
$21.3M 0.02%
235,529
-48,590
-17% -$4.87M
25 26
27
28 29

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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.