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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
UMBF icon
1776
UMB Financial
UMBF
$11.3B
$3.87M ﹤0.01%
63,487
+3,273
+5% +$212K
SHI
1777
DELISTED
Sinopec Shanghai Petrochemical Co., Ltd.
SHI
$3.87M ﹤0.01%
89,668
-11,145
-11% -$521K
WKC icon
1778
World Kinect Corp
WKC
$2.07B
$3.86M ﹤0.01%
180,485
-10,326
-5% -$272K
UFPI icon
1779
UFP Industries
UFPI
$4.95B
$3.84M ﹤0.01%
147,911
+4,108
+3% +$118K
RSX
1780
DELISTED
VanEck Russia ETF
RSX
$3.84M ﹤0.01%
204,725
+7,050
+4% +$145K
MINI
1781
DELISTED
Mobile Mini Inc
MINI
$3.83M ﹤0.01%
120,702
+1,814
+2% +$70.3K
IJH icon
1782
iShares Core S&P Mid-Cap ETF
IJH
$121B
$3.83M ﹤0.01%
115,280
-864,065
-88% -$31.5M
CVBF icon
1783
CVB Financial
CVBF
$4.02B
$3.82M ﹤0.01%
188,840
-7,415
-4% -$161K
HTHT icon
1784
Huazhu Hotels Group
HTHT
$13.3B
$3.82M ﹤0.01%
133,423
-24,508
-16% -$706K
TKC icon
1785
Turkcell
TKC
$4.7B
$3.82M ﹤0.01%
679,476
+36,988
+6% +$197K
WW
1786
DELISTED
WW International
WW
$3.81M ﹤0.01%
98,905
-20,289
-17% -$1.11M
CRS icon
1787
Carpenter Technology
CRS
$26.4B
$3.81M ﹤0.01%
107,015
-19,851
-16% -$895K
BRKL
1788
DELISTED
Brookline Bancorp
BRKL
$3.8M ﹤0.01%
275,130
+3,760
+1% +$56.7K
AVAV icon
1789
AeroVironment
AVAV
$7.19B
$3.8M ﹤0.01%
55,915
+3,101
+6% +$272K
HTLD icon
1790
Heartland Express
HTLD
$1.01B
$3.79M ﹤0.01%
207,200
-7,406
-3% -$141K
HT
1791
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
$3.79M ﹤0.01%
216,104
+2,749
+1% +$51.3K
SCHA icon
1792
Schwab U.S Small- Cap ETF
SCHA
$21.8B
$3.79M ﹤0.01%
249,584
-54,152
-18% -$915K
VGM icon
1793
Invesco Trust Investment Grade Municipals
VGM
$550M
$3.79M ﹤0.01%
329,768
+133,875
+68% +$1.53M
UFCS icon
1794
United Fire Group
UFCS
$1.35B
$3.78M ﹤0.01%
68,113
+16,076
+31% +$828K
KN icon
1795
Knowles
KN
$2.96B
$3.77M ﹤0.01%
283,570
+22,245
+9% +$326K
BMI icon
1796
Badger Meter
BMI
$3.87B
$3.77M ﹤0.01%
76,540
+35,103
+85% +$1.8M
ITRI icon
1797
Itron
ITRI
$4.54B
$3.77M ﹤0.01%
79,643
+8,365
+12% +$442K
WD icon
1798
Walker & Dunlop
WD
$1.73B
$3.75M ﹤0.01%
86,607
+2,638
+3% +$121K
SHEN icon
1799
Shenandoah Telecom
SHEN
$703M
$3.74M ﹤0.01%
84,513
+52,830
+167% +$2.25M
PLCE icon
1800
Children's Place
PLCE
$53.8M
$3.74M ﹤0.01%
41,501
-17,068
-29% -$2.13M
70 71
72
73 74

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AF
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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.