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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
SUI icon
926
Sun Communities
SUI
$15.6B
$13.2M 0.01%
129,593
-14,006
-10% -$1.43M
DNB
927
DELISTED
Dun & Bradstreet
DNB
$13.1M 0.01%
91,623
+3,954
+5% +$564K
ACM icon
928
Aecom
ACM
$9.55B
$13M 0.01%
492,172
-80,059
-14% -$2.44M
OLLI icon
929
Ollie's Bargain Outlet
OLLI
$4.26B
$13M 0.01%
196,087
-23,265
-11% -$1.94M
FICO icon
930
Fair Isaac
FICO
$31.9B
$13M 0.01%
69,738
-6,633
-9% -$1.29M
CACI icon
931
CACI
CACI
$11.3B
$13M 0.01%
90,243
-19,650
-18% -$3.34M
ARDC
932
Are Dynamic Credit Allocation Fund
ARDC
$296M
$13M 0.01%
941,720
+54,448
+6% +$808K
PPC icon
933
Pilgrim's Pride
PPC
$7.12B
$13M 0.01%
837,781
+181,659
+28% +$3.25M
AOR icon
934
iShares Core 60/40 Balanced Allocation ETF
AOR
$3.65B
$13M 0.01%
+314,138
New +$13.4M
MPWR icon
935
Monolithic Power Systems
MPWR
$64.3B
$13M 0.01%
111,493
+960
+0.9% +$115K
VVC
936
DELISTED
Vectren Corporation
VVC
$13M 0.01%
180,069
+9,705
+6% +$695K
TWNK
937
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
$12.9M 0.01%
1,181,246
+441,210
+60% +$4.85M
COTY icon
938
Coty
COTY
$2.47B
$12.9M 0.01%
1,966,931
+1,109,414
+129% +$10.2M
LBRDK icon
939
Liberty Broadband Class C
LBRDK
$4.67B
$12.9M 0.01%
179,043
+32,884
+22% +$2.64M
OFG icon
940
OFG Bancorp
OFG
$2.24B
$12.8M 0.01%
779,024
-391,909
-33% -$6.6M
UVV icon
941
Universal Corp
UVV
$1.37B
$12.8M 0.01%
236,768
+31,352
+15% +$2.02M
APOG icon
942
Apogee Enterprises
APOG
$873M
$12.8M 0.01%
428,921
+29,011
+7% +$1.04M
MIC
943
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$12.8M 0.01%
350,129
-44,253
-11% -$1.77M
HOG icon
944
Harley-Davidson
HOG
$2.67B
$12.8M 0.01%
375,161
-18,232
-5% -$715K
WWD icon
945
Woodward
WWD
$24.6B
$12.8M 0.01%
172,236
-40,272
-19% -$3.11M
ULTI
946
DELISTED
Ultimate Software Group Inc
ULTI
$12.8M 0.01%
52,240
-6,527
-11% -$1.73M
WST icon
947
West Pharmaceutical
WST
$23.9B
$12.8M 0.01%
130,476
+5,071
+4% +$550K
DELL icon
948
Dell
DELL
$249B
$12.8M 0.01%
515,916
-933,007
-64% -$25.5M
TTM
949
DELISTED
Tata Motors Limited
TTM
$12.8M 0.01%
1,047,714
+385,213
+58% +$4.81M
SLGN icon
950
Silgan Holdings
SLGN
$5.02B
$12.8M 0.01%
539,805
+57,864
+12% +$1.46M
36 37
38
39 40

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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.