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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
HLT icon
751
Hilton Worldwide
HLT
$75.3B
$18.2M 0.02%
254,010
+24,334
+11% +$1.76M
RDY icon
752
Dr. Reddy's Laboratories
RDY
$9.8B
$18.1M 0.02%
2,403,520
+198,295
+9% +$1.39M
EON
753
DELISTED
E.ON AG ADS (REPTG 1/3 ORD SHS)
EON
$18.1M 0.02%
1,829,553
-90,365
-5% -$892K
AIV
754
Aimco
AIV
$377M
$18M 0.02%
3,071,814
+102,655
+3% +$610K
BDJ icon
755
BlackRock Enhanced Equity Dividend Trust
BDJ
$1.7B
$17.9M 0.02%
2,308,018
-145,762
-6% -$1.24M
STLD icon
756
Steel Dynamics
STLD
$36.1B
$17.9M 0.02%
595,979
-36,744
-6% -$1.39M
SPLK
757
DELISTED
Splunk Inc
SPLK
$17.9M 0.02%
170,275
+35,368
+26% +$3.58M
POR icon
758
Portland General Electric
POR
$5.93B
$17.8M 0.02%
389,105
+4,984
+1% +$233K
NBL
759
DELISTED
Noble Energy, Inc.
NBL
$17.8M 0.02%
948,003
+159,864
+20% +$4.09M
SMCI icon
760
Super Micro Computer
SMCI
$19.3B
$17.7M 0.02%
12,856,340
+5,233,710
+69% +$7.22M
CSL icon
761
Carlisle Companies
CSL
$13.8B
$17.7M 0.02%
176,216
-1,050
-0.6% -$108K
TRI icon
762
Thomson Reuters
TRI
$42.7B
$17.7M 0.02%
347,803
+44,350
+15% +$2.38M
JQC icon
763
Nuveen Credit Strategies Income Fund
JQC
$702M
$17.7M 0.02%
2,389,101
+312,415
+15% +$2.39M
KUB
764
DELISTED
KUBOTA CORPORATION (ONE ADS REP 5 SHS COM)
KUB
$17.7M 0.02%
250,786
+36,360
+17% +$2.56M
SEIC icon
765
SEI Investments
SEIC
$12.2B
$17.6M 0.02%
381,746
+5,186
+1% +$273K
AUO
766
DELISTED
AU Optronics Corp
AUO
$17.6M 0.02%
4,476,428
+883,607
+25% +$3.52M
LNG icon
767
Cheniere Energy
LNG
$53.6B
$17.6M 0.02%
297,865
+22,823
+8% +$1.4M
UFS
768
DELISTED
DOMTAR CORPORATION (New)
UFS
$17.6M 0.02%
499,764
+6,746
+1% +$296K
HE icon
769
Hawaiian Electric Industries
HE
$2.28B
$17.5M 0.02%
477,899
+26,094
+6% +$968K
OSK icon
770
Oshkosh
OSK
$9.66B
$17.4M 0.02%
284,548
-11,967
-4% -$767K
CCK icon
771
Crown Holdings
CCK
$12.9B
$17.4M 0.02%
418,949
-17,990
-4% -$832K
UAA icon
772
Under Armour
UAA
$3.02B
$17.4M 0.02%
983,464
+58,021
+6% +$1.19M
REG icon
773
Regency Centers
REG
$15.1B
$17.4M 0.02%
295,926
+27,829
+10% +$1.74M
J icon
774
Jacobs Solutions
J
$16B
$17.3M 0.02%
358,556
+12,702
+4% +$726K
VTRS icon
775
Viatris
VTRS
$20.5B
$17.3M 0.02%
631,367
-289,167
-31% -$9.37M
29 30
31
32 33

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MCM
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PSUF
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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.