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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
DBRG icon
1401
DigitalBridge
DBRG
$2.93B
$6.5M 0.01%
347,325
-165,043
-32% -$3.78M
KWR icon
1402
Quaker Houghton
KWR
$2.67B
$6.49M 0.01%
36,513
+11,686
+47% +$2.25M
KRC icon
1403
Kilroy Realty
KRC
$4.5B
$6.48M 0.01%
103,040
+24,961
+32% +$1.71M
NHY
1404
DELISTED
NORSK HYDRO A. S. ADR
NHY
$6.47M 0.01%
1,426,197
-250,599
-15% -$1.14M
AN icon
1405
AutoNation
AN
$7.37B
$6.46M 0.01%
180,956
-18,974
-9% -$717K
ETRN
1406
DELISTED
Equitrans Midstream Corporation Common Stock
ETRN
$6.46M 0.01%
+322,626
New +$6.81M
SAIA icon
1407
Saia
SAIA
$10.9B
$6.44M 0.01%
115,438
+6,103
+6% +$371K
QSR icon
1408
Restaurant Brands International
QSR
$26B
$6.43M 0.01%
122,904
+43,721
+55% +$2.43M
ICUI icon
1409
ICU Medical
ICUI
$4.14B
$6.39M 0.01%
27,832
+355
+1% +$87.5K
TS icon
1410
Tenaris
TS
$28.1B
$6.38M 0.01%
299,239
-102,168
-25% -$2.84M
TRMK icon
1411
Trustmark
TRMK
$2.74B
$6.35M 0.01%
223,470
+4,266
+2% +$132K
UNIT
1412
Uniti Group
UNIT
$2.53B
$6.34M 0.01%
407,242
+78,322
+24% +$1.47M
GTY
1413
Getty Realty Corp
GTY
$2.12B
$6.32M 0.01%
214,922
-18,601
-8% -$536K
VTI icon
1414
Vanguard Total Stock Market ETF
VTI
$656B
$6.32M 0.01%
49,478
+35,886
+264% +$4.95M
NBIX icon
1415
Neurocrine Biosciences
NBIX
$18.4B
$6.31M 0.01%
88,347
-23,288
-21% -$2.23M
HR icon
1416
Healthcare Realty
HR
$7.58B
$6.3M 0.01%
249,108
+43,597
+21% +$1.16M
DK icon
1417
Delek US
DK
$3.85B
$6.3M 0.01%
193,894
+3,696
+2% +$140K
MDSO
1418
DELISTED
Medidata Solutions, Inc.
MDSO
$6.3M 0.01%
93,474
-9,012
-9% -$636K
CLR
1419
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$6.3M 0.01%
156,672
-3,999
-2% -$204K
SEMG
1420
DELISTED
SEMGROUP CORPORATION
SEMG
$6.29M 0.01%
456,840
+183,459
+67% +$3.3M
PBR.A icon
1421
Petrobras Class A
PBR.A
$104B
$6.28M 0.01%
542,062
-200,451
-27% -$2.62M
KNX icon
1422
Knight Transportation
KNX
$11.4B
$6.27M 0.01%
249,952
-155,039
-38% -$4.8M
AIN icon
1423
Albany International
AIN
$2.16B
$6.25M 0.01%
100,139
+4,613
+5% +$322K
ARCB icon
1424
ArcBest
ARCB
$3.33B
$6.24M 0.01%
182,145
+27,630
+18% +$1.07M
JRI icon
1425
Nuveen Real Asset Income & Growth Fund
JRI
$354M
$6.24M 0.01%
457,466
+25,367
+6% +$376K
55 56
57
58 59

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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.