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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
STWD icon
676
Starwood Property Trust
STWD
$6.15B
$21.3M 0.02%
1,079,740
+288,377
+36% +$6.22M
AOD
677
abrdn Total Dynamic Dividend Fund
AOD
$1.1B
$21.3M 0.02%
2,948,481
-215,188
-7% -$1.71M
BBBY
678
DELISTED
Bed Bath & Beyond Inc
BBBY
$21.3M 0.02%
1,877,407
+416,005
+28% +$5.44M
SIVB
679
DELISTED
SVB Financial Group
SIVB
$21.2M 0.02%
111,812
+18,136
+19% +$4.43M
XPO icon
680
XPO
XPO
$24.4B
$21.1M 0.02%
1,072,114
-339,719
-24% -$9.41M
TECD
681
DELISTED
Tech Data Corp
TECD
$21M 0.02%
256,811
+12,991
+5% +$986K
RVTY icon
682
Revvity
RVTY
$12.1B
$21M 0.02%
267,282
-108
-0% -$9.12K
BMO icon
683
Bank of Montreal
BMO
$125B
$20.9M 0.02%
320,362
-22,033
-6% -$1.63M
CIB icon
684
Grupo Cibest SA
CIB
$20.9B
$20.9M 0.02%
549,189
+27,653
+5% +$1.1M
EXR icon
685
Extra Space Storage
EXR
$31.3B
$20.9M 0.02%
231,031
+10,917
+5% +$993K
PAA icon
686
Plains All American Pipeline
PAA
$17.1B
$20.8M 0.02%
1,040,130
-404,961
-28% -$9.23M
ALSN icon
687
Allison Transmission
ALSN
$10.1B
$20.8M 0.02%
473,729
+183,541
+63% +$8.51M
NGHC
688
DELISTED
National General Holdings Corp
NGHC
$20.7M 0.02%
855,472
+191,525
+29% +$4.87M
CNO icon
689
CNO Financial Group
CNO
$4.96B
$20.7M 0.02%
1,388,683
+97,163
+8% +$1.77M
BIG
690
DELISTED
Big Lots, Inc.
BIG
$20.6M 0.02%
712,741
-1,368
-0.2% -$53.2K
CUK
691
DELISTED
Carnival PLC
CUK
$20.5M 0.02%
419,962
-38,543
-8% -$2.18M
MLM icon
692
Martin Marietta Materials
MLM
$34.3B
$20.5M 0.02%
119,027
+8,249
+7% +$1.47M
USFD icon
693
US Foods
USFD
$21.9B
$20.4M 0.02%
645,632
+57,437
+10% +$1.77M
WTM icon
694
White Mountains Insurance
WTM
$5.43B
$20.4M 0.02%
23,803
+825
+4% +$735K
BKU icon
695
Bankunited
BKU
$3.36B
$20.4M 0.02%
680,877
+134,536
+25% +$4.38M
PBF icon
696
PBF Energy
PBF
$7.43B
$20.3M 0.02%
622,418
-190,797
-23% -$7.7M
VE
697
DELISTED
VEOLIA ENVIRONNEMENT
VE
$20.3M 0.02%
994,962
+283,573
+40% +$5.79M
TUP
698
DELISTED
Tupperware Brands Corporation
TUP
$20.2M 0.02%
640,278
+164,335
+35% +$5.72M
PKX icon
699
POSCO
PKX
$16.1B
$20.1M 0.02%
366,082
+19,605
+6% +$1.12M
MGM icon
700
MGM Resorts International
MGM
$11.8B
$20M 0.02%
824,937
+274,442
+50% +$7.16M
26 27
28
29 30

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MCM
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PSUF
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IA
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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.