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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
RCI icon
1251
Rogers Communications
RCI
$18.8B
$8.01M 0.01%
156,209
+7,281
+5% +$377K
AA icon
1252
Alcoa
AA
$11.7B
$8M 0.01%
301,045
-210,497
-41% -$7.08M
GES
1253
DELISTED
Guess Inc
GES
$7.97M 0.01%
383,636
-25,708
-6% -$545K
PFPT
1254
DELISTED
Proofpoint, Inc.
PFPT
$7.96M 0.01%
94,990
+15,457
+19% +$1.43M
FCFS icon
1255
FirstCash
FCFS
$9.06B
$7.92M 0.01%
109,526
-9,046
-8% -$721K
IVR icon
1256
Invesco Mortgage Capital
IVR
$769M
$7.92M 0.01%
54,666
+7,061
+15% +$1.07M
TELN
1257
DELISTED
TELENOR ASA
TELN
$7.9M 0.01%
407,862
+44,417
+12% +$860K
MOD icon
1258
Modine Manufacturing
MOD
$11B
$7.89M 0.01%
730,172
+590,444
+423% +$7.52M
OKTA icon
1259
Okta
OKTA
$23.7B
$7.89M 0.01%
123,698
+86,502
+233% +$5.13M
REZI icon
1260
Resideo Technologies
REZI
$5.55B
$7.89M 0.01%
+383,811
New +$8.19M
PGRE
1261
DELISTED
Paramount Group
PGRE
$7.88M 0.01%
627,710
+113,533
+22% +$1.6M
ONB icon
1262
Old National Bancorp
ONB
$10.3B
$7.87M 0.01%
511,233
-37,708
-7% -$674K
DATA
1263
DELISTED
Tableau Software, Inc.
DATA
$7.86M 0.01%
65,531
+30,512
+87% +$3.41M
BNDX icon
1264
Vanguard Total International Bond ETF
BNDX
$82.3B
$7.85M 0.01%
144,711
-9,560
-6% -$522K
KFY icon
1265
Korn Ferry
KFY
$4.26B
$7.84M 0.01%
198,199
+37,481
+23% +$1.69M
SAFM
1266
DELISTED
Sanderson Farms Inc
SAFM
$7.83M 0.01%
78,905
-21,372
-21% -$2.18M
OII icon
1267
Oceaneering
OII
$4.78B
$7.83M 0.01%
646,702
+12,632
+2% +$238K
LSI
1268
DELISTED
Life Storage, Inc.
LSI
$7.82M 0.01%
126,182
+1,293
+1% +$82K
XHR
1269
Xenia Hotels & Resorts
XHR
$2.01B
$7.81M 0.01%
453,973
-132,413
-23% -$2.69M
UPBD icon
1270
Upbound Group
UPBD
$1.26B
$7.8M 0.01%
481,872
+30,098
+7% +$437K
RRC icon
1271
Range Resources
RRC
$8.94B
$7.8M 0.01%
814,885
-566,896
-41% -$8.62M
TEX icon
1272
Terex
TEX
$7.84B
$7.8M 0.01%
282,817
-46,567
-14% -$1.49M
BRO icon
1273
Brown & Brown
BRO
$25B
$7.79M 0.01%
282,833
+5,815
+2% +$164K
AMH icon
1274
American Homes 4 Rent
AMH
$12.2B
$7.77M 0.01%
391,400
+36,692
+10% +$751K
RAMP icon
1275
LiveRamp
RAMP
$2.29B
$7.74M 0.01%
200,279
-15,207
-7% -$689K
49 50
51
52 53

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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.