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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
TCO
1426
DELISTED
Taubman Centers Inc.
TCO
$6.23M 0.01%
136,998
-7,341
-5% -$385K
WLY icon
1427
John Wiley & Sons Class A
WLY
$2.76B
$6.23M 0.01%
132,640
-12,268
-8% -$660K
FFIN icon
1428
First Financial Bankshares
FFIN
$5.05B
$6.22M 0.01%
215,774
+62,470
+41% +$1.88M
DRH icon
1429
Diamondrock Hospitality Co
DRH
$2.67B
$6.21M 0.01%
683,877
+49,535
+8% +$511K
SAM icon
1430
Boston Beer
SAM
$1.93B
$6.21M 0.01%
25,762
+3,244
+14% +$907K
TCBI icon
1431
Texas Capital Bancshares
TCBI
$4.29B
$6.2M 0.01%
121,374
+52,374
+76% +$3.3M
SJI
1432
DELISTED
South Jersey Industries, Inc.
SJI
$6.18M 0.01%
222,438
-12,023
-5% -$381K
SCS
1433
DELISTED
Steelcase
SCS
$6.16M 0.01%
415,448
+84,604
+26% +$1.37M
UTL icon
1434
Unitil
UTL
$1.01B
$6.16M 0.01%
121,669
-18,599
-13% -$927K
LBTYA icon
1435
Liberty Global Class A
LBTYA
$3.49B
$6.16M 0.01%
288,499
-21,213
-7% -$520K
WRI
1436
DELISTED
Weingarten Realty Investors
WRI
$6.15M 0.01%
247,847
-15,870
-6% -$441K
ICPT
1437
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
$6.13M 0.01%
60,847
+2,299
+4% +$238K
VIVO
1438
DELISTED
Meridian Bioscience Inc
VIVO
$6.13M 0.01%
352,980
-90,630
-20% -$1.55M
IBKR icon
1439
Interactive Brokers
IBKR
$40.5B
$6.13M 0.01%
448,484
-158,276
-26% -$2.11M
LITE icon
1440
Lumentum
LITE
$50.7B
$6.1M 0.01%
145,214
+27,266
+23% +$1.34M
ACCO icon
1441
Acco Brands
ACCO
$401M
$6.08M 0.01%
896,616
+144,511
+19% +$1.24M
VKQ icon
1442
Invesco Municipal Trust
VKQ
$541M
$6.07M 0.01%
544,866
+69,446
+15% +$771K
CMD
1443
DELISTED
Cantel Medical Corporation
CMD
$6.07M 0.01%
81,473
-5,224
-6% -$431K
MBI icon
1444
MBIA
MBI
$278M
$6.06M 0.01%
679,762
-8,438
-1% -$80.3K
CBD
1445
DELISTED
Companhia Brasileira de Distribuicao
CBD
$6.06M 0.01%
291,663
-18,808
-6% -$402K
SEM
1446
DELISTED
Select Medical
SEM
$6.05M 0.01%
731,188
+57,597
+9% +$551K
ADC icon
1447
Agree Realty
ADC
$9.74B
$6.02M 0.01%
101,819
+35,740
+54% +$2.04M
VLY icon
1448
Valley National Bancorp
VLY
$8.01B
$6.01M 0.01%
677,222
+195,240
+41% +$1.97M
CMP icon
1449
Compass Minerals
CMP
$1.25B
$5.99M 0.01%
143,733
+15,748
+12% +$829K
PBI icon
1450
Pitney Bowes
PBI
$2.41B
$5.98M 0.01%
1,011,879
+190,124
+23% +$1.37M
56 57
58
59 60

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MCM
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PSUF
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IA
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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.