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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
SONC
3501
DELISTED
Sonic Corp
SONC
– –
-98,982
Closed -$4.29M
ARII
3502
DELISTED
American Railcar Industries, Inc.
ARII
– –
-34,288
Closed -$1.58M
SODA
3503
DELISTED
SodaStream International Ltd
SODA
– –
-36,575
Closed -$5.23M
LHO
3504
DELISTED
LaSalle Hotel Properties
LHO
– –
-253,586
Closed -$8.77M
AFSI
3505
DELISTED
AmTrust Financial Services, Inc.
AFSI
– –
-198,436
Closed -$2.88M
EGN
3506
DELISTED
Energen
EGN
– –
-131,800
Closed -$11.4M
AET
3507
DELISTED
Aetna Inc
AET
– –
-1,077,230
Closed -$219M
COL
3508
DELISTED
Rockwell Collins
COL
– –
-373,168
Closed -$52.4M
ZOES
3509
DELISTED
Zoe's Kitchen, Inc.
ZOES
– –
-18,048
Closed -$230K
NWY
3510
DELISTED
New York & Co Inc
NWY
– –
-23,318
Closed -$90K
KMG
3511
DELISTED
KMG Chemicals Inc
KMG
– –
-17,853
Closed -$1.35M
KTWO
3512
DELISTED
K2M Group Holdings, Inc
KTWO
– –
-21,036
Closed -$576K
KS
3513
DELISTED
KapStone Paper and Pack Corp.
KS
– –
-191,673
Closed -$6.5M
PX
3514
DELISTED
Praxair Inc
PX
– –
-1,094,043
Closed -$176M
PF
3515
DELISTED
Pinnacle Foods, Inc.
PF
– –
-242,857
Closed -$15.7M
SVU
3516
DELISTED
SUPERVALU Inc.
SVU
– –
-428,585
Closed -$13.8M
PERY
3517
DELISTED
Perry Ellis International Inc
PERY
– –
-158,769
Closed -$4.34M
ETP
3518
DELISTED
Energy Transfer Partners, L.P.
ETP
– –
-1,387,641
Closed -$30.9M
EGC
3519
DELISTED
Energy XXI Gulf Coast, Inc. Common Stock
EGC
– –
-51,775
Closed -$433K
XRM
3520
DELISTED
Xerium Technologies Inc (new)
XRM
– –
-12,421
Closed -$167K
PNK
3521
DELISTED
Pinnacle Entertainment Inc.
PNK
– –
-266,981
Closed -$8.99M
EVHC
3522
DELISTED
Envision Healthcare Holdings Inc
EVHC
– –
-769,075
Closed -$35.2M
WEB
3523
DELISTED
Web.com Group, Inc.
WEB
– –
-64,094
Closed -$1.79M
GPT
3524
DELISTED
Gramercy Property Trust
GPT
– –
-143,387
Closed -$3.94M
KLXI
3525
DELISTED
KLX Inc.
KLXI
– –
-116,839
Closed -$7.33M
138 139 140
141
142

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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.