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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
CNMD icon
1501
CONMED
CNMD
$1.33B
$5.51M 0.01%
85,806
-20,997
-20% -$1.44M
YELP icon
1502
Yelp
YELP
$1.51B
$5.5M 0.01%
157,066
-38,202
-20% -$1.46M
SIG icon
1503
Signet Jewelers
SIG
$3.81B
$5.49M 0.01%
172,946
-73,766
-30% -$3.7M
ADNT icon
1504
Adient
ADNT
$1.7B
$5.48M 0.01%
363,886
+204,672
+129% +$5.29M
VRE
1505
DELISTED
Veris Residential
VRE
$5.47M 0.01%
279,207
+431
+0.2% +$8.82K
ZAYO
1506
DELISTED
Zayo Group Holdings, Inc.
ZAYO
$5.47M 0.01%
239,474
-37,763
-14% -$1.03M
NTCT icon
1507
NETSCOUT
NTCT
$2.89B
$5.47M 0.01%
231,349
+29,696
+15% +$748K
AHL
1508
DELISTED
ASPEN Insurance Holding Limited
AHL
$5.47M 0.01%
130,187
-18,159
-12% -$759K
MTRN icon
1509
Materion
MTRN
$4.36B
$5.44M 0.01%
120,941
-2,823
-2% -$150K
GTLS
1510
DELISTED
Chart Industries
GTLS
$5.42M 0.01%
83,388
-10,052
-11% -$663K
VTLE
1511
DELISTED
Vital Energy
VTLE
$5.42M 0.01%
74,861
+34,506
+86% +$3.62M
CPS icon
1512
Cooper-Standard Automotive
CPS
$526M
$5.42M 0.01%
87,220
+19,459
+29% +$1.57M
ENTG icon
1513
Entegris
ENTG
$18B
$5.42M 0.01%
194,242
+4,283
+2% +$116K
HOMB icon
1514
Home BancShares
HOMB
$6.31B
$5.42M 0.01%
331,420
+72,996
+28% +$1.39M
COUP
1515
DELISTED
Coupa Software Incorporated
COUP
$5.41M 0.01%
86,083
-9,954
-10% -$630K
AXTA icon
1516
Axalta
AXTA
$7.58B
$5.41M 0.01%
230,995
+21,925
+10% +$545K
GVA icon
1517
Granite Construction
GVA
$5.31B
$5.41M 0.01%
134,283
+12,584
+10% +$575K
DY icon
1518
Dycom Industries
DY
$12.1B
$5.41M 0.01%
100,062
+12,234
+14% +$822K
NMRK icon
1519
Newmark Group
NMRK
$2.88B
$5.41M 0.01%
+673,951
New +$6.38M
UVE icon
1520
Universal Insurance Holdings
UVE
$1.23B
$5.4M 0.01%
142,356
+2,993
+2% +$130K
CARS icon
1521
Cars.com
CARS
$705M
$5.39M 0.01%
250,724
-4,308
-2% -$108K
ACA icon
1522
Arcosa
ACA
$7.13B
$5.39M 0.01%
+194,572
New +$5.35M
DXJ icon
1523
WisdomTree Japan Hedged Equity Fund
DXJ
$7.12B
$5.38M 0.01%
115,926
+13,963
+14% +$729K
EPAY
1524
DELISTED
Bottomline Technologies Inc
EPAY
$5.37M 0.01%
111,967
-24,200
-18% -$1.4M
BYD icon
1525
Boyd Gaming
BYD
$6.78B
$5.37M 0.01%
258,269
-3,749
-1% -$98.6K
59 60
61
62 63

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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.