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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
ENIA
1101
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
$9.96M 0.01%
1,116,164
+65,661
+6% +$540K
JD icon
1102
JD.com
JD
$42.9B
$9.94M 0.01%
475,126
+42,132
+10% +$943K
IEI icon
1103
iShares 3-7 Year Treasury Bond ETF
IEI
$18.1B
$9.93M 0.01%
81,765
– –
CLB icon
1104
Core Laboratories
CLB
$493M
$9.91M 0.01%
166,046
-19,696
-11% -$1.7M
TRP icon
1105
TC Energy
TRP
$70.5B
$9.88M 0.01%
276,668
+5,219
+2% +$206K
PWR icon
1106
Quanta Services
PWR
$88.3B
$9.87M 0.01%
327,978
-53,757
-14% -$1.74M
AZPN
1107
DELISTED
ASPEN TECHNOLOGY INC
AZPN
$9.86M 0.01%
119,976
-6,262
-5% -$515K
GPOR
1108
DELISTED
Gulfport Energy Corp.
GPOR
$9.83M 0.01%
1,500,475
+250,094
+20% +$2.31M
NNN icon
1109
NNN REIT
NNN
$9.37B
$9.77M 0.01%
201,343
+47,848
+31% +$2.28M
ALE
1110
DELISTED
Allete
ALE
$9.74M 0.01%
127,745
+10,153
+9% +$786K
URTH icon
1111
iShares MSCI World ETF
URTH
$7.93B
$9.73M 0.01%
+123,337
New +$10.5M
CIM
1112
Chimera Investment
CIM
$1.06B
$9.7M 0.01%
181,495
+5,933
+3% +$325K
KMT icon
1113
Kennametal
KMT
$2.71B
$9.7M 0.01%
291,561
+36,312
+14% +$1.38M
BRX icon
1114
Brixmor Property Group
BRX
$9.77B
$9.7M 0.01%
660,155
+44,649
+7% +$704K
MOG.A icon
1115
Moog Inc Class A
MOG.A
$13.1B
$9.67M 0.01%
124,853
+28,193
+29% +$2.23M
KAMN
1116
DELISTED
Kaman Corp
KAMN
$9.65M 0.01%
172,043
-13,379
-7% -$791K
LTM
1117
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
$9.65M 0.01%
936,859
+70,887
+8% +$684K
GHC icon
1118
Graham Holdings Company
GHC
$5.23B
$9.64M 0.01%
15,057
+734
+5% +$453K
CPRI icon
1119
Capri Holdings
CPRI
$1.88B
$9.61M 0.01%
253,318
-243,820
-49% -$12.3M
VG
1120
DELISTED
Vonage Holdings Corporation
VG
$9.6M 0.01%
1,100,091
-163,788
-13% -$1.88M
MDC
1121
DELISTED
M.D.C. Holdings, Inc.
MDC
$9.6M 0.01%
398,131
+12,904
+3% +$312K
CCOI icon
1122
Cogent Communications
CCOI
$649M
$9.54M 0.01%
210,977
+57,491
+37% +$2.85M
DISH
1123
DELISTED
DISH Network Corp.
DISH
$9.54M 0.01%
381,978
-88,342
-19% -$2.77M
EXPO icon
1124
Exponent
EXPO
$3.15B
$9.54M 0.01%
188,027
+21,274
+13% +$1.07M
TTC icon
1125
Toro Company
TTC
$9.08B
$9.53M 0.01%
170,619
+12,258
+8% +$712K
43 44
45
46 47

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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.