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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
ORI icon
826
Old Republic International
ORI
$10.5B
$15.7M 0.02%
763,951
+59,043
+8% +$1.26M
TDC icon
827
Teradata
TDC
$2.8B
$15.6M 0.02%
407,363
-33,426
-8% -$1.22M
ARE icon
828
Alexandria Real Estate Equities
ARE
$8.96B
$15.6M 0.02%
135,567
+21,184
+19% +$2.58M
AVK
829
Advent Convertible and Income Fund
AVK
$543M
$15.5M 0.02%
1,271,979
+11,539
+0.9% +$156K
FBIN icon
830
Fortune Brands Innovations
FBIN
$6.14B
$15.5M 0.02%
478,235
+134,111
+39% +$5.07M
BSMX
831
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
$15.5M 0.02%
2,510,954
+178,327
+8% +$1.2M
DRE
832
DELISTED
Duke Realty Corp.
DRE
$15.5M 0.02%
596,985
+51,171
+9% +$1.42M
JBL icon
833
Jabil
JBL
$32.6B
$15.4M 0.02%
622,035
-95,307
-13% -$2.33M
BX icon
834
Blackstone
BX
$106B
$15.4M 0.02%
516,962
+28,576
+6% +$945K
TNL icon
835
Travel + Leisure Co
TNL
$4.68B
$15.4M 0.02%
429,482
-63,784
-13% -$2.48M
HRB icon
836
H&R Block
HRB
$5.37B
$15.4M 0.02%
605,229
+9,222
+2% +$246K
VVV icon
837
Valvoline
VVV
$5.05B
$15.3M 0.02%
793,133
+51,892
+7% +$1.04M
RPM icon
838
RPM International
RPM
$13.8B
$15.3M 0.02%
260,662
+43
+0% +$2.63K
MFA
839
MFA Financial
MFA
$927M
$15.3M 0.02%
573,046
+23,028
+4% +$647K
NTES icon
840
NetEase
NTES
$79.2B
$15.2M 0.02%
323,810
+42,110
+15% +$1.9M
CIEN icon
841
Ciena
CIEN
$53.4B
$15.2M 0.02%
447,565
+103,542
+30% +$3.28M
VNO icon
842
Vornado Realty Trust
VNO
$7.43B
$15.2M 0.02%
244,386
-14,731
-6% -$1.01M
TYL icon
843
Tyler Technologies
TYL
$13B
$15.1M 0.02%
81,445
-3,818
-4% -$754K
NWG icon
844
NatWest
NWG
$72.8B
$15.1M 0.02%
2,507,889
-88,619
-3% -$567K
MTN icon
845
Vail Resorts
MTN
$5.28B
$15.1M 0.02%
71,529
+7,249
+11% +$1.79M
IDA icon
846
Idacorp
IDA
$8.2B
$15.1M 0.02%
161,930
+1,969
+1% +$192K
ROL icon
847
Rollins
ROL
$18.8B
$15M 0.01%
624,722
-28,397
-4% -$734K
STE icon
848
Steris
STE
$21.3B
$15M 0.01%
140,662
+23,095
+20% +$2.58M
GOLD
849
DELISTED
Randgold Resources Ltd
GOLD
$15M 0.01%
181,134
+14,468
+9% +$1.17M
FRT icon
850
Federal Realty Investment Trust
FRT
$11B
$15M 0.01%
127,018
+5,858
+5% +$736K
32 33
34
35 36

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MCM
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PSUF
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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.