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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
MYGN icon
951
Myriad Genetics
MYGN
$506M
$12.7M 0.01%
438,103
+100,722
+30% +$3.62M
NMR icon
952
Nomura Holdings
NMR
$28.1B
$12.7M 0.01%
3,408,054
-1,300,617
-28% -$5.83M
RNG icon
953
RingCentral
RNG
$4.77B
$12.7M 0.01%
153,676
-8,931
-5% -$703K
BMS
954
DELISTED
Bemis
BMS
$12.7M 0.01%
275,802
-24,425
-8% -$1.14M
GATX icon
955
GATX Corp
GATX
$6.59B
$12.6M 0.01%
178,358
-21,921
-11% -$1.73M
SIGI icon
956
Selective Insurance
SIGI
$5.58B
$12.6M 0.01%
207,078
+7,792
+4% +$485K
MNK
957
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$12.6M 0.01%
798,047
+93,167
+13% +$2.32M
LM
958
DELISTED
Legg Mason, Inc.
LM
$12.6M 0.01%
493,677
-64,335
-12% -$1.8M
MUB icon
959
iShares National Muni Bond ETF
MUB
$45.3B
$12.6M 0.01%
115,421
+113,212
+5,125% +$12.2M
BGS icon
960
B&G Foods
BGS
$300M
$12.5M 0.01%
433,954
+214,489
+98% +$6.14M
GFI icon
961
Gold Fields
GFI
$29.2B
$12.5M 0.01%
3,562,226
+598,311
+20% +$1.76M
BFAM icon
962
Bright Horizons
BFAM
$4.25B
$12.5M 0.01%
112,376
-11,797
-10% -$1.36M
WEN icon
963
Wendy's
WEN
$1.44B
$12.5M 0.01%
801,771
+47,826
+6% +$815K
BN icon
964
Brookfield
BN
$104B
$12.5M 0.01%
914,047
+42,263
+5% +$631K
EEFT icon
965
Euronet Worldwide
EEFT
$3.13B
$12.5M 0.01%
122,128
+7,636
+7% +$845K
AEG icon
966
Aegon
AEG
$13.5B
$12.5M 0.01%
3,137,180
-928,719
-23% -$4.53M
GDDY icon
967
GoDaddy
GDDY
$13.6B
$12.5M 0.01%
190,267
+38,108
+25% +$2.61M
AVA icon
968
Avista
AVA
$3.5B
$12.5M 0.01%
293,608
-40,745
-12% -$2.02M
LPL icon
969
LG Display
LPL
$2.92B
$12.4M 0.01%
1,514,931
+107,491
+8% +$843K
S
970
DELISTED
Sprint Corporation
S
$12.3M 0.01%
2,119,474
+429,553
+25% +$2.65M
MLCO icon
971
Melco Resorts & Entertainment
MLCO
$2.19B
$12.3M 0.01%
697,992
+135,570
+24% +$2.42M
GRFS
972
Grifois
GRFS
$5.4B
$12.3M 0.01%
669,694
-77,793
-10% -$1.55M
CBSH icon
973
Commerce Bancshares
CBSH
$8.6B
$12.3M 0.01%
306,735
+36,641
+14% +$1.57M
AEO icon
974
American Eagle Outfitters
AEO
$3.05B
$12.2M 0.01%
633,077
-69,197
-10% -$1.44M
RITM icon
975
Rithm Capital
RITM
$5.45B
$12.2M 0.01%
857,561
-29,653
-3% -$501K
37 38
39
40 41

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AF
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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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ACI
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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.