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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
RBA icon
1926
RB Global
RBA
$21.5B
$3.13M ﹤0.01%
95,775
-15,148
-14% -$509K
SPNE
1927
DELISTED
SeaSpine Holdings Corporation Common Stock
SPNE
$3.13M ﹤0.01%
+171,824
New +$2.9M
ORBK
1928
DELISTED
Orbotech Ltd
ORBK
$3.13M ﹤0.01%
55,404
-4,622
-8% -$258K
INVX
1929
Innovex International
INVX
$1.8B
$3.13M ﹤0.01%
104,290
-1,080
-1% -$43.6K
ZWS icon
1930
Zurn Elkay Water Solutions
ZWS
$8.6B
$3.13M ﹤0.01%
283,085
+24,193
+9% +$314K
CPK icon
1931
Chesapeake Utilities
CPK
$3.28B
$3.13M ﹤0.01%
38,467
+3,039
+9% +$254K
CYBR
1932
DELISTED
CyberArk
CYBR
$3.13M ﹤0.01%
42,177
+7,207
+21% +$515K
WMS icon
1933
Advanced Drainage Systems
WMS
$10.6B
$3.13M ﹤0.01%
128,954
+21,752
+20% +$585K
CHA
1934
DELISTED
China Telecom Corporation, LTD
CHA
$3.13M ﹤0.01%
61,617
+10,107
+20% +$507K
SRCI
1935
DELISTED
SRC Energy Inc
SRCI
$3.12M ﹤0.01%
663,450
+32,453
+5% +$217K
TNC icon
1936
Tennant Co
TNC
$1.44B
$3.11M ﹤0.01%
59,731
-1,976
-3% -$121K
CAMP
1937
DELISTED
CalAmp Corp.
CAMP
$3.11M ﹤0.01%
10,383
-554
-5% -$230K
CVGW
1938
DELISTED
Calavo Growers
CVGW
$3.1M ﹤0.01%
42,562
+17,447
+69% +$1.63M
QQQ icon
1939
Invesco QQQ Trust
QQQ
$436B
$3.09M ﹤0.01%
20,057
+1,477
+8% +$247K
LKSD
1940
DELISTED
LSC Communications, Inc.
LKSD
$3.09M ﹤0.01%
441,279
+201,067
+84% +$1.83M
CCJ icon
1941
Cameco
CCJ
$36.8B
$3.09M ﹤0.01%
272,027
-17,944
-6% -$208K
LAZ icon
1942
Lazard
LAZ
$4B
$3.08M ﹤0.01%
83,540
-126,249
-60% -$5.04M
FRPT icon
1943
Freshpet
FRPT
$3.04B
$3.08M ﹤0.01%
95,843
-17,712
-16% -$616K
EFV icon
1944
iShares MSCI EAFE Value ETF
EFV
$28.3B
$3.08M ﹤0.01%
68,075
+7,458
+12% +$359K
RYAM icon
1945
Rayonier Advanced Materials
RYAM
$562M
$3.07M ﹤0.01%
288,241
-22,348
-7% -$304K
APEI icon
1946
American Public Education
APEI
$940M
$3.07M ﹤0.01%
107,839
-27,557
-20% -$845K
FIBK icon
1947
First Interstate BancSystem
FIBK
$3.67B
$3.07M ﹤0.01%
83,853
-7,890
-9% -$328K
DMC
1948
Del Monte Corp
DMC
$1.42B
$3.06M ﹤0.01%
108,354
+10,548
+11% +$331K
CHCO icon
1949
City Holding Co
CHCO
$2.05B
$3.06M ﹤0.01%
45,230
-3,662
-7% -$269K
AABA
1950
DELISTED
Altaba Inc
AABA
$3.05M ﹤0.01%
52,634
+9,408
+22% +$580K
76 77
78
79 80

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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.