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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
NEU icon
1276
NewMarket
NEU
$7.2B
$7.73M 0.01%
18,750
-1,447
-7% -$573K
MTG icon
1277
MGIC Investment
MTG
$6.47B
$7.72M 0.01%
738,016
-174,661
-19% -$2.04M
WPC icon
1278
W.P. Carey
WPC
$16.8B
$7.69M 0.01%
120,170
+67,474
+128% +$4.39M
BND icon
1279
Vanguard Total Bond Market
BND
$158B
$7.67M 0.01%
96,803
+29,484
+44% +$2.3M
BKE icon
1280
Buckle
BKE
$2.35B
$7.66M 0.01%
396,296
+21,307
+6% +$432K
EWC icon
1281
iShares MSCI Canada ETF
EWC
$6.18B
$7.63M 0.01%
318,622
+23,358
+8% +$616K
CABO icon
1282
Cable One
CABO
$249M
$7.61M 0.01%
9,275
+2,116
+30% +$1.83M
VEON icon
1283
VEON
VEON
$3.57B
$7.6M 0.01%
129,979
-22,212
-15% -$1.5M
IART icon
1284
Integra LifeSciences
IART
$1.54B
$7.6M 0.01%
168,536
-33,993
-17% -$1.87M
OLN icon
1285
Olin
OLN
$2.44B
$7.59M 0.01%
377,640
+184,866
+96% +$3.94M
NWN icon
1286
Northwest Natural Holdings
NWN
$2.18B
$7.59M 0.01%
125,565
-3,045
-2% -$204K
BRKR icon
1287
Bruker
BRKR
$9.58B
$7.59M 0.01%
255,005
+10,984
+5% +$347K
KPN
1288
DELISTED
ROYAL KPN NV ADS (EA REPTG 1 ORD SH)
KPN
$7.57M 0.01%
2,634,092
+1,020,842
+63% +$2.93M
MNRO icon
1289
Monro
MNRO
$537M
$7.57M 0.01%
110,116
-14,320
-12% -$1.05M
BKD icon
1290
Brookdale Senior Living
BKD
$3.67B
$7.55M 0.01%
1,127,077
-61,128
-5% -$513K
PUB
1291
DELISTED
PUBLICIS SA ADS (1 ADS = 1C0M)
PUB
$7.55M 0.01%
533,270
-19,215
-3% -$272K
MTZ icon
1292
MasTec
MTZ
$24.7B
$7.55M 0.01%
186,138
-16,494
-8% -$710K
EGBN icon
1293
Eagle Bancorp
EGBN
$866M
$7.54M 0.01%
154,800
+28,485
+23% +$1.45M
VC icon
1294
Visteon
VC
$2.85B
$7.54M 0.01%
125,036
+27,734
+29% +$2.09M
NWBI icon
1295
Northwest Bancshares
NWBI
$2.33B
$7.51M 0.01%
443,226
+94,021
+27% +$1.59M
COWN
1296
DELISTED
Cowen Inc. Class A Common Stock
COWN
$7.5M 0.01%
562,199
+127,860
+29% +$1.95M
KRG icon
1297
Kite Realty
KRG
$5.91B
$7.5M 0.01%
532,208
+105,367
+25% +$1.66M
CNDT icon
1298
Conduent
CNDT
$251M
$7.5M 0.01%
705,111
+61,515
+10% +$958K
RWT
1299
Redwood Trust
RWT
$585M
$7.48M 0.01%
496,523
+200,399
+68% +$3.23M
SMG icon
1300
ScottsMiracle-Gro
SMG
$4.25B
$7.45M 0.01%
121,252
-3,147
-3% -$224K
50 51
52
53 54

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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.