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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
FLR icon
851
Fluor
FLR
$7.22B
$15M 0.01%
465,428
-82,290
-15% -$3.55M
TFCF
852
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
$15M 0.01%
313,635
+51,280
+20% +$2.41M
EBS icon
853
Emergent Biosolutions
EBS
$378M
$14.9M 0.01%
251,959
-14,711
-6% -$948K
ODFL icon
854
Old Dominion Freight Line
ODFL
$47.2B
$14.9M 0.01%
362,535
-34,596
-9% -$1.53M
STM icon
855
STMicroelectronics
STM
$47.7B
$14.9M 0.01%
1,073,801
+329,361
+44% +$4.94M
MZTI
856
The Marzetti Company
MZTI
$2.95B
$14.9M 0.01%
84,245
+16,016
+23% +$2.73M
CRL icon
857
Charles River Laboratories
CRL
$10.8B
$14.9M 0.01%
131,611
+4,911
+4% +$615K
LYV icon
858
Live Nation Entertainment
LYV
$41.7B
$14.8M 0.01%
301,090
+107,775
+56% +$5.69M
SQM icon
859
Sociedad Química y Minera de Chile
SQM
$19.6B
$14.8M 0.01%
387,097
+18,350
+5% +$791K
CM icon
860
Canadian Imperial Bank of Commerce
CM
$108B
$14.8M 0.01%
397,202
-6,944
-2% -$295K
GIL icon
861
Gildan
GIL
$9.38B
$14.8M 0.01%
486,707
+74,992
+18% +$2.32M
DISCK
862
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$14.8M 0.01%
639,931
+125,964
+25% +$3.51M
SBH icon
863
Sally Beauty Holdings
SBH
$1.43B
$14.8M 0.01%
865,157
+64,451
+8% +$1.21M
SMTC icon
864
Semtech
SMTC
$11.3B
$14.7M 0.01%
321,286
-15,250
-5% -$726K
NWSA icon
865
News Corp Class A
NWSA
$14.8B
$14.6M 0.01%
1,289,958
+209,948
+19% +$2.69M
DDS icon
866
Dillards
DDS
$8.96B
$14.6M 0.01%
242,340
-14,080
-5% -$968K
AMTD
867
DELISTED
TD Ameritrade Holding Corp
AMTD
$14.5M 0.01%
296,905
+43,240
+17% +$2.2M
GNTX icon
868
Gentex
GNTX
$4.88B
$14.5M 0.01%
718,164
+20,225
+3% +$424K
FTI icon
869
TechnipFMC
FTI
$29.9B
$14.5M 0.01%
993,991
+186,744
+23% +$3.47M
EMBJ
870
Embraer S.A. ADS
EMBJ
$12.1B
$14.5M 0.01%
653,471
+85,657
+15% +$1.82M
BOH icon
871
Bank of Hawaii
BOH
$3.17B
$14.4M 0.01%
214,486
+48,084
+29% +$3.66M
THC icon
872
Tenet Healthcare
THC
$21B
$14.4M 0.01%
842,337
-186,692
-18% -$4.52M
WPP icon
873
WPP
WPP
$4.21B
$14.4M 0.01%
262,598
+86,062
+49% +$5.13M
EIM
874
Eaton Vance Municipal Bond Fund
EIM
$493M
$14.4M 0.01%
1,272,041
-128,885
-9% -$1.43M
LEG icon
875
Leggett & Platt
LEG
$1.5B
$14.4M 0.01%
400,586
+26,427
+7% +$1.01M
33 34
35
36 37

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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.