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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
SPXC icon
1351
SPX Corp
SPXC
$10.2B
$6.87M 0.01%
245,175
-421
-0.2% -$12.3K
PDM
1352
Piedmont Realty Trust
PDM
$1.2B
$6.87M 0.01%
402,922
-63,915
-14% -$1.16M
SINA
1353
DELISTED
Sina Corp
SINA
$6.86M 0.01%
127,893
-47,043
-27% -$2.91M
PII icon
1354
Polaris
PII
$4.07B
$6.86M 0.01%
89,450
-80,482
-47% -$7.23M
RBC icon
1355
RBC Bearings
RBC
$18.2B
$6.85M 0.01%
52,257
+4,975
+11% +$724K
OVV icon
1356
Ovintiv
OVV
$16.4B
$6.85M 0.01%
237,017
-20,860
-8% -$899K
CONE
1357
DELISTED
CyrusOne Inc Common Stock
CONE
$6.85M 0.01%
129,529
+10,754
+9% +$614K
ESI icon
1358
Element Solutions
ESI
$8.89B
$6.84M 0.01%
661,901
+122,608
+23% +$1.35M
VTIP icon
1359
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$19.1B
$6.83M 0.01%
142,527
+68,576
+93% +$3.3M
SANM icon
1360
Sanmina
SANM
$9.24B
$6.83M 0.01%
283,780
+2,640
+0.9% +$66.4K
NFG icon
1361
National Fuel Gas
NFG
$7.73B
$6.8M 0.01%
132,902
+14,172
+12% +$777K
GEF icon
1362
Greif
GEF
$4.74B
$6.79M 0.01%
183,058
+28,636
+19% +$1.34M
HUBB icon
1363
Hubbell
HUBB
$25.6B
$6.78M 0.01%
68,268
+8,974
+15% +$984K
SSNC icon
1364
SS&C Technologies
SSNC
$18.8B
$6.75M 0.01%
149,700
+13,719
+10% +$666K
CSOD
1365
DELISTED
Cornerstone OnDemand, Inc.
CSOD
$6.74M 0.01%
133,691
-14,195
-10% -$720K
SHOO icon
1366
Steven Madden
SHOO
$3.22B
$6.74M 0.01%
222,629
+23,813
+12% +$733K
SLF icon
1367
Sun Life Financial
SLF
$46.6B
$6.74M 0.01%
202,976
+26,015
+15% +$941K
BKI
1368
DELISTED
Black Knight, Inc. Common Stock
BKI
$6.73M 0.01%
149,328
-4,350
-3% -$204K
RP
1369
DELISTED
RealPage, Inc.
RP
$6.72M 0.01%
139,464
+6,200
+5% +$324K
WTFC icon
1370
Wintrust Financial
WTFC
$10.9B
$6.72M 0.01%
101,045
-30,592
-23% -$2.32M
ATI icon
1371
ATI
ATI
$25.5B
$6.71M 0.01%
308,295
-4,488
-1% -$116K
GNL icon
1372
Global Net Lease
GNL
$1.86B
$6.7M 0.01%
380,022
+85,555
+29% +$1.7M
SFM icon
1373
Sprouts Farmers Market
SFM
$7.31B
$6.7M 0.01%
284,834
-12,864
-4% -$335K
XLE icon
1374
State Street Energy Select Sector SPDR ETF
XLE
$38.3B
$6.7M 0.01%
233,530
-2,946,776
-93% -$98.6M
GBCI icon
1375
Glacier Bancorp
GBCI
$6.45B
$6.69M 0.01%
168,845
+12,145
+8% +$522K
53 54
55
56 57

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MCM
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PSUF
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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.