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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
EQC
1076
DELISTED
Equity Commonwealth
EQC
$10.4M 0.01%
347,037
+15,950
+5% +$486K
AWR icon
1077
American States Water
AWR
$3.46B
$10.4M 0.01%
155,198
+40,707
+36% +$2.61M
ICL icon
1078
ICL Group
ICL
$6.78B
$10.4M 0.01%
1,836,056
+137,946
+8% +$816K
LN
1079
DELISTED
LINE Corporation
LN
$10.4M 0.01%
304,259
+160,336
+111% +$5.3M
WES
1080
DELISTED
Western Gas Partners Lp
WES
$10.4M 0.01%
245,728
-110,393
-31% -$4.91M
BPL
1081
DELISTED
Buckeye Partners, L.P.
BPL
$10.3M 0.01%
355,852
-157,536
-31% -$5.01M
CGNX icon
1082
Cognex
CGNX
$10.1B
$10.3M 0.01%
266,193
+61,027
+30% +$2.65M
SAVE
1083
DELISTED
Spirit Airlines, Inc.
SAVE
$10.3M 0.01%
177,262
+44,372
+33% +$2.38M
ACC
1084
DELISTED
American Campus Communities, Inc.
ACC
$10.3M 0.01%
247,824
+20,908
+9% +$867K
AGO icon
1085
Assured Guaranty
AGO
$3.78B
$10.2M 0.01%
267,139
-32,779
-11% -$1.31M
SYNH
1086
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
$10.2M 0.01%
259,735
+32,924
+15% +$1.53M
KEX icon
1087
Kirby Corp
KEX
$7.81B
$10.2M 0.01%
151,545
+7,289
+5% +$539K
BOE icon
1088
BlackRock Enhanced Global Dividend Trust
BOE
$663M
$10.2M 0.01%
1,088,838
+294,487
+37% +$2.98M
CRI icon
1089
Carter's
CRI
$1.45B
$10.2M 0.01%
124,923
+16,625
+15% +$1.51M
EGP icon
1090
EastGroup Properties
EGP
$11.3B
$10.2M 0.01%
111,083
+37,272
+50% +$3.59M
SNX icon
1091
TD Synnex
SNX
$19.8B
$10.1M 0.01%
250,760
+158,762
+173% +$6.28M
CZR icon
1092
Caesars Entertainment
CZR
$6.1B
$10.1M 0.01%
278,734
-11,149
-4% -$442K
MANH icon
1093
Manhattan Associates
MANH
$9.96B
$10.1M 0.01%
237,657
+13,881
+6% +$657K
TFSL icon
1094
TFS Financial
TFSL
$5.18B
$10.1M 0.01%
624,255
+55,979
+10% +$858K
CC icon
1095
Chemours
CC
$2.57B
$10M 0.01%
354,930
+150,018
+73% +$4.75M
SRC
1096
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$10M 0.01%
283,997
-11,048
-4% -$426K
WAB icon
1097
Wabtec
WAB
$51.6B
$9.99M 0.01%
142,249
-17,108
-11% -$1.49M
CXT icon
1098
Crane NXT
CXT
$3.13B
$9.99M 0.01%
398,373
+38,587
+11% +$1.15M
PBH icon
1099
Prestige Consumer Healthcare
PBH
$2.45B
$9.98M 0.01%
323,131
-181
-0.1% -$6.6K
PRAH
1100
DELISTED
PRA Health Sciences, Inc.
PRAH
$9.98M 0.01%
108,497
+15,830
+17% +$1.6M
42 43
44
45 46

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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.