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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
PK icon
1201
Park Hotels & Resorts
PK
$3.06B
$8.51M 0.01%
327,697
+7,812
+2% +$231K
RPAI
1202
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$8.5M 0.01%
783,621
+145,269
+23% +$1.74M
CAE icon
1203
CAE Inc. Common Shares
CAE
$8.48B
$8.47M 0.01%
461,465
-12,566
-3% -$239K
CMPR icon
1204
Cimpress
CMPR
$2.43B
$8.47M 0.01%
81,865
-4,024
-5% -$467K
TEAM icon
1205
Atlassian
TEAM
$25.4B
$8.45M 0.01%
94,954
-28,299
-23% -$2.24M
LAD icon
1206
Lithia Motors
LAD
$8.17B
$8.43M 0.01%
110,399
+14,514
+15% +$1.15M
RDN icon
1207
Radian Group
RDN
$5.22B
$8.41M 0.01%
514,240
+26,571
+5% +$485K
ESLT icon
1208
Elbit Systems
ESLT
$38.4B
$8.41M 0.01%
73,774
+15,783
+27% +$1.91M
WWE
1209
DELISTED
World Wrestling Entertainment
WWE
$8.41M 0.01%
112,518
-11,538
-9% -$867K
SXT icon
1210
Sensient Technologies
SXT
$5.3B
$8.4M 0.01%
150,422
+35,782
+31% +$2.34M
WAFD icon
1211
WaFd
WAFD
$2.71B
$8.39M 0.01%
313,963
+35,463
+13% +$996K
ACWI icon
1212
iShares MSCI ACWI ETF
ACWI
$32.5B
$8.38M 0.01%
130,675
+6,061
+5% +$416K
ARMK icon
1213
Aramark
ARMK
$15.1B
$8.38M 0.01%
400,771
-28,197
-7% -$732K
WLL
1214
DELISTED
Whiting Petroleum Corporation
WLL
$8.38M 0.01%
4,926
+1,302
+36% +$3.35M
FLO icon
1215
Flowers Foods
FLO
$1.6B
$8.38M 0.01%
453,655
+78,757
+21% +$1.51M
HDS
1216
DELISTED
HD Supply Holdings, Inc.
HDS
$8.37M 0.01%
223,137
-1,204
-0.5% -$46.4K
THRM icon
1217
Gentherm
THRM
$1.29B
$8.35M 0.01%
208,952
-52,184
-20% -$2.21M
USNA icon
1218
Usana Health Sciences
USNA
$429M
$8.35M 0.01%
70,950
+8,481
+14% +$981K
ENS icon
1219
EnerSys
ENS
$6.69B
$8.34M 0.01%
107,458
+14,389
+15% +$1.17M
MMSI icon
1220
Merit Medical Systems
MMSI
$4.67B
$8.34M 0.01%
149,373
-17,953
-11% -$1.07M
KMPR icon
1221
Kemper
KMPR
$1.82B
$8.33M 0.01%
125,450
-38,093
-23% -$2.78M
PBA icon
1222
Pembina Pipeline
PBA
$29B
$8.29M 0.01%
279,359
+118,702
+74% +$3.94M
CVSA
1223
Covista Inc
CVSA
$4.3B
$8.27M 0.01%
174,770
-26,084
-13% -$1.33M
BXMT icon
1224
Blackstone Mortgage Trust
BXMT
$2.81B
$8.26M 0.01%
259,336
+15,682
+6% +$531K
NSIT icon
1225
Insight Enterprises
NSIT
$3.77B
$8.26M 0.01%
202,606
-17,937
-8% -$826K
47 48
49
50 51

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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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.