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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
BTZ icon
1451
BlackRock Credit Allocation Income Trust
BTZ
$933M
$5.95M 0.01%
532,507
-74,036
-12% -$866K
QEP
1452
DELISTED
QEP RESOURCES, INC.
QEP
$5.95M 0.01%
1,056,104
+133,595
+14% +$1.17M
SSL icon
1453
Sasol
SSL
$7.03B
$5.94M 0.01%
202,880
-40,020
-16% -$1.3M
IQI icon
1454
Invesco Quality Municipal Securities
IQI
$526M
$5.93M 0.01%
528,327
-122,808
-19% -$1.38M
VIV icon
1455
Telefônica Brasil
VIV
$21B
$5.92M 0.01%
496,531
-580,963
-54% -$6.6M
OXM icon
1456
Oxford Industries
OXM
$613M
$5.92M 0.01%
83,378
-13,463
-14% -$1.09M
PLNT icon
1457
Planet Fitness
PLNT
$4.43B
$5.88M 0.01%
109,745
-66,865
-38% -$3.43M
CW icon
1458
Curtiss-Wright
CW
$26.9B
$5.88M 0.01%
57,604
-5,230
-8% -$584K
POWI icon
1459
Power Integrations
POWI
$3.3B
$5.88M 0.01%
192,730
+75,802
+65% +$2.24M
QTS
1460
DELISTED
QTS REALTY TRUST, INC.
QTS
$5.87M 0.01%
158,525
+7,307
+5% +$290K
IGR
1461
CBRE Global Real Estate Income Fund
IGR
$719M
$5.86M 0.01%
950,439
+65,593
+7% +$440K
ANDE icon
1462
Andersons Inc
ANDE
$2.49B
$5.84M 0.01%
195,432
+52,368
+37% +$1.75M
WBS icon
1463
Webster Financial
WBS
$12.5B
$5.83M 0.01%
118,309
+14,864
+14% +$849K
DCP
1464
DELISTED
DCP Midstream, LP
DCP
$5.83M 0.01%
220,087
-92,649
-30% -$3.33M
FNSR
1465
DELISTED
Finisar Corp
FNSR
$5.83M 0.01%
269,866
+612
+0.2% +$12.2K
PXH icon
1466
Invesco FTSE RAFI Emerging Markets ETF
PXH
$1.9B
$5.82M 0.01%
294,109
+241,113
+455% +$4.88M
FUL icon
1467
H.B. Fuller
FUL
$3.07B
$5.81M 0.01%
136,196
-14,636
-10% -$663K
VSM
1468
DELISTED
Versum Materials, Inc.
VSM
$5.81M 0.01%
209,624
-18,813
-8% -$595K
ARRS
1469
DELISTED
ARRIS International plc Ordinary Shares
ARRS
$5.81M 0.01%
190,073
+3,629
+2% +$101K
SBRA icon
1470
Sabra Healthcare REIT
SBRA
$5.61B
$5.79M 0.01%
351,442
+57,066
+19% +$1.15M
WING icon
1471
Wingstop
WING
$3.67B
$5.79M 0.01%
90,212
+9,477
+12% +$619K
LDL
1472
DELISTED
Lydall, Inc.
LDL
$5.77M 0.01%
283,882
+185,554
+189% +$5.06M
PFS icon
1473
Provident Financial Services
PFS
$3.15B
$5.75M 0.01%
238,090
+41,782
+21% +$1.01M
KRO icon
1474
KRONOS Worldwide
KRO
$712M
$5.73M 0.01%
497,078
+120,354
+32% +$1.62M
ADAM
1475
Adamas Trust
ADAM
$783M
$5.71M 0.01%
242,510
+63,081
+35% +$1.53M
57 58
59
60 61

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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.