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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
PSO icon
876
Pearson
PSO
$10.1B
$14.3M 0.01%
1,201,165
+344,062
+40% +$3.98M
FLS icon
877
Flowserve
FLS
$9.29B
$14.3M 0.01%
376,207
-22,155
-6% -$1.04M
TGNA
878
DELISTED
TEGNA Inc
TGNA
$14.3M 0.01%
1,314,794
+331,221
+34% +$4M
GME icon
879
GameStop
GME
$9.66B
$14.3M 0.01%
4,526,636
-275,556
-6% -$964K
CBT icon
880
Cabot Corp
CBT
$4.61B
$14.3M 0.01%
332,092
-33,531
-9% -$1.67M
HXL icon
881
Hexcel
HXL
$8.28B
$14.3M 0.01%
248,622
+30,118
+14% +$1.82M
SIRI icon
882
SiriusXM
SIRI
$10.5B
$14.2M 0.01%
249,368
+59,594
+31% +$3.62M
CMC icon
883
Commercial Metals
CMC
$7.53B
$14.2M 0.01%
887,412
+241,230
+37% +$4.5M
LOPE icon
884
Grand Canyon Education
LOPE
$3.84B
$14.2M 0.01%
147,816
-7,372
-5% -$857K
TCF
885
DELISTED
TCF Financial Corporation
TCF
$14.2M 0.01%
726,791
-21,715
-3% -$470K
CPT icon
886
Camden Property Trust
CPT
$11.2B
$14.1M 0.01%
160,659
-6,194
-4% -$568K
CTB
887
DELISTED
Cooper Tire & Rubber Co.
CTB
$14M 0.01%
434,105
+60,254
+16% +$1.83M
NVR icon
888
NVR
NVR
$16.9B
$14M 0.01%
5,747
-37
-0.6% -$87.5K
POOL icon
889
Pool Corp
POOL
$6.73B
$14M 0.01%
94,032
+10,421
+12% +$1.56M
THG icon
890
Hanover Insurance
THG
$7.68B
$13.9M 0.01%
118,679
-19,245
-14% -$2.16M
LUX
891
DELISTED
Luxottica Group
LUX
$13.8M 0.01%
234,292
-110,270
-32% -$6.51M
TRN icon
892
Trinity Industries
TRN
$2.95B
$13.8M 0.01%
671,058
-242,269
-27% -$5.59M
DHC
893
Diversified Healthcare Trust
DHC
$2.28B
$13.8M 0.01%
1,178,464
+49,369
+4% +$733K
GIB icon
894
CGI
GIB
$14.5B
$13.8M 0.01%
225,371
+84,744
+60% +$5.23M
LXP icon
895
LXP Industrial Trust
LXP
$3.52B
$13.8M 0.01%
335,296
+118,814
+55% +$4.9M
EHI
896
Western Asset Global High Income Fund
EHI
$175M
$13.7M 0.01%
1,659,301
+30,424
+2% +$265K
AGR
897
DELISTED
Avangrid, Inc.
AGR
$13.7M 0.01%
273,698
-11,301
-4% -$555K
DB icon
898
Deutsche Bank
DB
$67.9B
$13.7M 0.01%
1,678,329
+207,976
+14% +$2.03M
IPGP icon
899
IPG Photonics
IPGP
$3.81B
$13.7M 0.01%
120,663
+73,542
+156% +$9.78M
OZK icon
900
Bank OZK
OZK
$5.5B
$13.7M 0.01%
598,578
+408,281
+215% +$11.3M
34 35
36
37 38

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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.