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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
TKR icon
1376
Timken Company
TKR
$9.72B
$6.69M 0.01%
179,271
+21,115
+13% +$854K
AAT
1377
American Assets Trust
AAT
$1.48B
$6.69M 0.01%
166,469
+16,044
+11% +$625K
PE
1378
DELISTED
PARSLEY ENERGY INC
PE
$6.69M 0.01%
418,367
+38,924
+10% +$887K
TX icon
1379
Ternium
TX
$9.68B
$6.68M 0.01%
246,504
+6,742
+3% +$201K
MANT
1380
DELISTED
Mantech International Corp
MANT
$6.68M 0.01%
127,682
+18,992
+17% +$1.07M
IWD icon
1381
iShares Russell 1000 Value ETF
IWD
$82.2B
$6.67M 0.01%
60,084
+13,464
+29% +$1.61M
MTH icon
1382
Meritage Homes
MTH
$4.89B
$6.67M 0.01%
363,324
+54,192
+18% +$1M
HMSY
1383
DELISTED
HMS Holdings Corp.
HMSY
$6.65M 0.01%
236,555
+54,825
+30% +$1.77M
LECO icon
1384
Lincoln Electric
LECO
$14.6B
$6.65M 0.01%
84,283
+1,283
+2% +$106K
EVR icon
1385
Evercore
EVR
$13.2B
$6.64M 0.01%
92,841
-75,976
-45% -$6.24M
HOUS
1386
DELISTED
Anywhere Real Estate
HOUS
$6.64M 0.01%
452,489
+221,444
+96% +$4.03M
WPG
1387
DELISTED
Washington Prime Group Inc.
WPG
$6.64M 0.01%
151,869
+19,071
+14% +$1.07M
WAL icon
1388
Western Alliance Bancorporation
WAL
$9.13B
$6.64M 0.01%
168,120
+29,056
+21% +$1.37M
PRGS icon
1389
Progress Software
PRGS
$1.66B
$6.64M 0.01%
186,969
-5,141
-3% -$172K
AVYA
1390
DELISTED
Avaya Holdings Corp. Common Stock
AVYA
$6.63M 0.01%
455,563
+134,311
+42% +$2.28M
GLOG
1391
DELISTED
GASLOG LTD
GLOG
$6.63M 0.01%
402,568
+14,401
+4% +$287K
IBKC
1392
DELISTED
IBERIABANK Corp
IBKC
$6.62M 0.01%
102,913
+10,909
+12% +$801K
VAC icon
1393
Marriott Vacations Worldwide
VAC
$3.52B
$6.6M 0.01%
93,555
-31,911
-25% -$2.66M
LEXEA
1394
DELISTED
Liberty Expedia Holdings, Inc. Class A Common Stock
LEXEA
$6.56M 0.01%
167,788
+29,354
+21% +$1.22M
BDN
1395
Brandywine Realty Trust
BDN
$521M
$6.55M 0.01%
509,321
-86,541
-15% -$1.22M
FN icon
1396
Fabrinet
FN
$16.1B
$6.54M 0.01%
127,473
+58,389
+85% +$2.8M
EQH icon
1397
Equitable Holdings
EQH
$13.5B
$6.54M 0.01%
393,134
+280,963
+250% +$5.48M
CDP icon
1398
COPT Defense Properties
CDP
$4.34B
$6.53M 0.01%
310,514
-68,929
-18% -$1.75M
DO
1399
DELISTED
Diamond Offshore Drilling
DO
$6.53M 0.01%
691,712
+66,389
+11% +$942K
SJR
1400
DELISTED
Shaw Communications Inc.
SJR
$6.5M 0.01%
359,558
-35,997
-9% -$675K
54 55
56
57 58

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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.