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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
ASNA
2126
DELISTED
Ascena Retail Group, Inc.
ASNA
$2.37M ﹤0.01%
47,298
+12,626
+36% +$893K
CNS icon
2127
Cohen & Steers
CNS
$4.2B
$2.36M ﹤0.01%
68,824
+34,205
+99% +$1.27M
BGG
2128
DELISTED
Briggs & Stratton Corp.
BGG
$2.36M ﹤0.01%
180,593
+17,169
+11% +$265K
CBM
2129
DELISTED
Cambrex Corporation
CBM
$2.36M ﹤0.01%
62,551
-25,498
-29% -$1.29M
VONV icon
2130
Vanguard Russell 1000 Value ETF
VONV
$20.5B
$2.36M ﹤0.01%
48,626
+22,154
+84% +$1.16M
PPBI
2131
DELISTED
Pacific Premier Bancorp
PPBI
$2.36M ﹤0.01%
92,396
+29,529
+47% +$892K
HGV icon
2132
Hilton Grand Vacations
HGV
$4.04B
$2.35M ﹤0.01%
89,252
+15,654
+21% +$454K
RRGB icon
2133
Red Robin
RRGB
$138M
$2.35M ﹤0.01%
88,020
+29,286
+50% +$986K
CTBI icon
2134
Community Trust Bancorp
CTBI
$1.42B
$2.35M ﹤0.01%
59,278
-28,784
-33% -$1.26M
ECHO
2135
EchoStar
ECHO
$24.3B
$2.35M ﹤0.01%
78,918
-28,827
-27% -$950K
APTS
2136
DELISTED
Preferred Apartment Communities, Inc.
APTS
$2.34M ﹤0.01%
166,596
-8,382
-5% -$131K
MATV icon
2137
Mativ Holdings
MATV
$477M
$2.34M ﹤0.01%
93,465
+3,198
+4% +$98.3K
VRTU
2138
DELISTED
Virtusa Corporation
VRTU
$2.34M ﹤0.01%
54,971
-37,134
-40% -$1.7M
PAG icon
2139
Penske Automotive Group
PAG
$14.6B
$2.34M ﹤0.01%
57,974
+9,131
+19% +$395K
VOOV icon
2140
Vanguard S&P 500 Value ETF
VOOV
$6.61B
$2.32M ﹤0.01%
23,758
-14,149
-37% -$1.49M
DNOW icon
2141
DNOW Inc
DNOW
$2.43B
$2.32M ﹤0.01%
199,059
+23,406
+13% +$327K
AAON icon
2142
Aaon
AAON
$6.94B
$2.31M ﹤0.01%
99,003
+8,127
+9% +$195K
CARB
2143
DELISTED
Carbonite Inc
CARB
$2.3M ﹤0.01%
91,140
-20,953
-19% -$622K
PRDO icon
2144
Perdoceo Education
PRDO
$2.17B
$2.3M ﹤0.01%
201,436
+12,552
+7% +$167K
VCRA
2145
DELISTED
VOCERA COMMUNICATIONS, INC.
VCRA
$2.29M ﹤0.01%
58,059
+37,290
+180% +$1.35M
ARRY
2146
DELISTED
Array Biopharma Inc
ARRY
$2.28M ﹤0.01%
160,292
-67,466
-30% -$1.02M
HPP
2147
Hudson Pacific Properties
HPP
$759M
$2.28M ﹤0.01%
11,224
-697
-6% -$149K
CZR
2148
DELISTED
Caesars Entertainment Corporation
CZR
$2.28M ﹤0.01%
336,085
-89,202
-21% -$752K
NFBK
2149
DELISTED
Northfield Bancorp
NFBK
$2.28M ﹤0.01%
168,256
-18,431
-10% -$256K
PODD icon
2150
Insulet
PODD
$11.8B
$2.28M ﹤0.01%
28,701
-29,625
-51% -$2.51M
84 85
86
87 88

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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.