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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
TXRH icon
1326
Texas Roadhouse
TXRH
$13.5B
$7.19M 0.01%
120,383
-40,592
-25% -$2.61M
VIAV icon
1327
Viavi Solutions
VIAV
$8.66B
$7.17M 0.01%
713,913
-19,994
-3% -$216K
EWY icon
1328
iShares MSCI South Korea ETF
EWY
$21.1B
$7.15M 0.01%
121,440
-12,058
-9% -$729K
ONC
1329
BeOne Medicines Ltd
ONC
$34.3B
$7.14M 0.01%
50,879
+15,201
+43% +$2.02M
ALNY icon
1330
Alnylam Pharmaceuticals
ALNY
$38.5B
$7.12M 0.01%
97,600
+4,969
+5% +$382K
NBR icon
1331
Nabors Industries
NBR
$1.12B
$7.1M 0.01%
71,019
+40,272
+131% +$8.87M
EVTC icon
1332
Evertec
EVTC
$1.94B
$7.08M 0.01%
246,725
+38,112
+18% +$998K
IJR icon
1333
iShares Core S&P Small-Cap ETF
IJR
$110B
$7.07M 0.01%
101,952
+29,231
+40% +$2.26M
CNK icon
1334
Cinemark Holdings
CNK
$4.09B
$7.06M 0.01%
197,319
-98,305
-33% -$3.88M
OC icon
1335
Owens Corning
OC
$11.5B
$7.06M 0.01%
160,628
-39,579
-20% -$1.92M
FIVN icon
1336
FIVE9
FIVN
$2.08B
$7.02M 0.01%
160,645
-1,232
-0.8% -$49.6K
ARI
1337
Apollo Commercial Real Estate
ARI
$881M
$7.02M 0.01%
421,331
+27,183
+7% +$502K
FNV icon
1338
Franco-Nevada
FNV
$40.6B
$7.01M 0.01%
99,944
+10,227
+11% +$684K
NJR icon
1339
New Jersey Resources
NJR
$6.04B
$7M 0.01%
153,210
+42,263
+38% +$1.99M
KOF icon
1340
Coca-Cola Femsa
KOF
$22.8B
$6.99M 0.01%
114,942
+7,763
+7% +$470K
AWI icon
1341
Armstrong World Industries
AWI
$7.62B
$6.98M 0.01%
119,906
+5,498
+5% +$351K
PAM icon
1342
Pampa Energía
PAM
$4.56B
$6.97M 0.01%
219,113
+2,242
+1% +$72.7K
WTS icon
1343
Watts Water Technologies
WTS
$11.6B
$6.95M 0.01%
107,737
-7,978
-7% -$573K
CCMP
1344
DELISTED
CMC Materials, Inc. Common Stock
CCMP
$6.93M 0.01%
72,713
+24,857
+52% +$2.44M
GBX icon
1345
The Greenbrier Companies
GBX
$1.6B
$6.91M 0.01%
174,621
+12,900
+8% +$636K
PRGO icon
1346
Perrigo
PRGO
$1.43B
$6.89M 0.01%
177,925
-118,153
-40% -$7.5M
ANDX
1347
DELISTED
Andeavor Logistics LP
ANDX
$6.89M 0.01%
212,210
-88,976
-30% -$3.54M
CWT icon
1348
California Water Service
CWT
$3.14B
$6.89M 0.01%
144,614
+4,311
+3% +$191K
FLEX icon
1349
Flex
FLEX
$41.5B
$6.89M 0.01%
1,201,399
+266,411
+28% +$1.86M
BLKB icon
1350
Blackbaud
BLKB
$1.65B
$6.87M 0.01%
109,228
-10,453
-9% -$753K
52 53
54
55 56

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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.