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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
GHL
1751
DELISTED
Greenhill & Co., Inc.
GHL
$4.02M ﹤0.01%
164,783
+10,073
+7% +$246K
ESE icon
1752
ESCO Technologies
ESE
$7.77B
$4.02M ﹤0.01%
60,893
+8,380
+16% +$544K
STAG icon
1753
STAG Industrial
STAG
$7.44B
$4.01M ﹤0.01%
161,152
+20,767
+15% +$543K
CUZ icon
1754
Cousins Properties
CUZ
$5.31B
$4M ﹤0.01%
126,565
+34,099
+37% +$1.14M
IPAR icon
1755
Interparfums
IPAR
$4.07B
$4M ﹤0.01%
60,989
+5,314
+10% +$319K
BKS
1756
DELISTED
Barnes & Noble
BKS
$3.99M ﹤0.01%
563,294
+92,993
+20% +$621K
SAFT icon
1757
Safety Insurance
SAFT
$1.51B
$3.99M ﹤0.01%
48,756
-1,947
-4% -$166K
CONN
1758
DELISTED
Conn's Inc.
CONN
$3.98M ﹤0.01%
211,268
-14,593
-6% -$395K
TRQ
1759
DELISTED
Turquoise Hill Resources Ltd
TRQ
$3.98M ﹤0.01%
241,152
+70,042
+41% +$1.26M
CAL icon
1760
Caleres
CAL
$432M
$3.98M ﹤0.01%
142,828
-19,206
-12% -$618K
EXLS icon
1761
EXL Service
EXLS
$5.5B
$3.97M ﹤0.01%
377,510
-34,680
-8% -$403K
IDCC icon
1762
InterDigital
IDCC
$6.75B
$3.97M ﹤0.01%
59,743
-19,558
-25% -$1.42M
AEM icon
1763
Agnico Eagle Mines
AEM
$72.2B
$3.96M ﹤0.01%
98,129
-17,630
-15% -$649K
HIW icon
1764
Highwoods Properties
HIW
$3.79B
$3.96M ﹤0.01%
102,421
-63,095
-38% -$2.73M
PRAA icon
1765
PRA Group
PRAA
$672M
$3.95M ﹤0.01%
162,094
-9,010
-5% -$269K
CMTL icon
1766
Comtech Telecommunications
CMTL
$49.7M
$3.93M ﹤0.01%
161,535
-50,514
-24% -$1.42M
SRG
1767
Seritage Growth Properties
SRG
$138M
$3.92M ﹤0.01%
121,301
+81,565
+205% +$3.16M
GIII icon
1768
G-III Apparel Group
GIII
$1.54B
$3.92M ﹤0.01%
140,497
-23,710
-14% -$878K
ATHN
1769
DELISTED
Athenahealth, Inc.
ATHN
$3.92M ﹤0.01%
29,691
+3,148
+12% +$403K
SRCL
1770
DELISTED
Stericycle Inc
SRCL
$3.91M ﹤0.01%
106,653
-19,920
-16% -$935K
TSE
1771
DELISTED
Trinseo
TSE
$3.91M ﹤0.01%
85,379
+2,583
+3% +$140K
NSA
1772
DELISTED
National Storage Affiliates Trust
NSA
$3.91M ﹤0.01%
147,618
+28,144
+24% +$754K
DF
1773
DELISTED
Dean Foods Company
DF
$3.9M ﹤0.01%
1,024,354
+232,720
+29% +$1.41M
FELE icon
1774
Franklin Electric
FELE
$4.66B
$3.88M ﹤0.01%
90,368
+7,356
+9% +$319K
WNS
1775
DELISTED
WNS Holdings
WNS
$3.87M ﹤0.01%
93,901
-18,612
-17% -$890K
69 70
71
72 73

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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.