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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
GOVT icon
1551
iShares US Treasury Bond ETF
GOVT
$43.9B
$5.22M 0.01%
211,902
+28,285
+15% +$688K
CLF icon
1552
Cleveland-Cliffs
CLF
$6.84B
$5.22M 0.01%
678,669
+136,498
+25% +$1.37M
BLX icon
1553
Bladex Inc
BLX
$2.26B
$5.21M 0.01%
301,324
+120,366
+67% +$2.18M
RYN icon
1554
Rayonier
RYN
$6.64B
$5.21M 0.01%
207,499
-48,083
-19% -$1.33M
CVA
1555
DELISTED
Covanta Holding Corporation
CVA
$5.21M 0.01%
388,422
+105,890
+37% +$1.63M
HQY icon
1556
HealthEquity
HQY
$8.46B
$5.2M 0.01%
87,228
-49,912
-36% -$4.02M
NHI icon
1557
National Health Investors
NHI
$3.81B
$5.2M 0.01%
68,857
+11,461
+20% +$863K
BJRI icon
1558
BJ's Restaurants
BJRI
$1.45B
$5.2M 0.01%
102,740
-787
-0.8% -$47.5K
USG
1559
DELISTED
Usg
USG
$5.19M 0.01%
121,737
+10,809
+10% +$462K
MDP
1560
DELISTED
Meredith Corporation
MDP
$5.19M 0.01%
99,846
+7,003
+8% +$380K
MLKN icon
1561
MillerKnoll
MLKN
$1.61B
$5.18M 0.01%
171,096
+3,024
+2% +$101K
PTEN icon
1562
Patterson-UTI
PTEN
$3.48B
$5.16M 0.01%
498,614
+172,775
+53% +$2.55M
BSBR icon
1563
Santander
BSBR
$41B
$5.16M 0.01%
483,779
-24,302
-5% -$256K
SYKE
1564
DELISTED
SYKES Enterprises Inc
SYKE
$5.14M 0.01%
208,049
-46,604
-18% -$1.3M
NAVG
1565
DELISTED
Navigators Group Inc
NAVG
$5.14M 0.01%
74,024
-1,667
-2% -$116K
ARCO icon
1566
Arcos Dorados Holdings
ARCO
$1.77B
$5.14M 0.01%
668,208
-736,238
-52% -$5.25M
TCF
1567
DELISTED
TCF Financial Corporation Common Stock
TCF
$5.14M 0.01%
140,293
-50,334
-26% -$2.3M
ALV icon
1568
Autoliv
ALV
$9.09B
$5.13M 0.01%
73,096
-15,882
-18% -$1.29M
TEN
1569
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$5.12M 0.01%
187,050
+58,126
+45% +$1.95M
IMO icon
1570
Imperial Oil
IMO
$60.8B
$5.11M 0.01%
201,724
+1,950
+1% +$59.3K
LRN icon
1571
Stride
LRN
$4.08B
$5.11M 0.01%
205,979
+1,666
+0.8% +$35.5K
CLGX
1572
DELISTED
Corelogic, Inc.
CLGX
$5.11M 0.01%
152,744
+21,981
+17% +$892K
JBGS
1573
JBG SMITH
JBGS
$837M
$5.1M 0.01%
146,488
-14,268
-9% -$536K
AIT icon
1574
Applied Industrial Technologies
AIT
$12.9B
$5.1M 0.01%
94,472
-3,160
-3% -$206K
UGP icon
1575
Ultrapar
UGP
$6.74B
$5.09M 0.01%
752,388
+280,056
+59% +$1.63M
61 62
63
64 65

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MCM
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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.