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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
STC icon
2251
Stewart Information Services
STC
$2.14B
$1.94M ﹤0.01%
46,785
-9,920
-17% -$416K
HCC icon
2252
Warrior Met Coal
HCC
$4.1B
$1.93M ﹤0.01%
80,140
-22,651
-22% -$579K
ADT icon
2253
ADT
ADT
$5.4B
$1.93M ﹤0.01%
320,893
+273,489
+577% +$2.06M
SFL icon
2254
SFL Corp
SFL
$1.6B
$1.92M ﹤0.01%
182,588
-9,059
-5% -$113K
VRTV
2255
DELISTED
VERITIV CORPORATION
VRTV
$1.92M ﹤0.01%
76,882
+1,259
+2% +$38.2K
TERP
2256
DELISTED
TerraForm Power, Inc
TERP
$1.92M ﹤0.01%
171,031
-26,875
-14% -$302K
CUBI icon
2257
Customers Bancorp
CUBI
$2.68B
$1.92M ﹤0.01%
105,288
+35,107
+50% +$702K
JPS
2258
DELISTED
Nuveen Preferred & Income Securities Fund
JPS
$1.92M ﹤0.01%
231,315
+67,769
+41% +$561K
HEES
2259
DELISTED
H&E Equipment Services
HEES
$1.91M ﹤0.01%
93,590
-13,402
-13% -$328K
HRI icon
2260
Herc Holdings
HRI
$4.73B
$1.91M ﹤0.01%
73,398
+12,209
+20% +$426K
TEN
2261
Tsakos Energy Navigation Ltd
TEN
$1.18B
$1.91M ﹤0.01%
143,356
-1,722
-1% -$28K
ADSW
2262
DELISTED
Advanced Disposal Services Inc
ADSW
$1.89M ﹤0.01%
79,078
+45,613
+136% +$1.18M
LGF.A
2263
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
$1.88M ﹤0.01%
116,570
+95,250
+447% +$1.84M
CRAY
2264
DELISTED
Cray, Inc.
CRAY
$1.88M ﹤0.01%
86,902
+4,661
+6% +$105K
BFS
2265
Saul Centers
BFS
$866M
$1.88M ﹤0.01%
39,701
-1,374
-3% -$70.3K
ELLI
2266
DELISTED
Ellie Mae Inc
ELLI
$1.87M ﹤0.01%
29,800
+955
+3% +$68K
DFIN icon
2267
Donnelley Financial Solutions
DFIN
$1.33B
$1.86M ﹤0.01%
132,811
-27,798
-17% -$444K
ACOR
2268
DELISTED
Acorda Therapeutics
ACOR
$1.86M ﹤0.01%
994
-111
-10% -$242K
ROCK icon
2269
Gibraltar Industries
ROCK
$1.3B
$1.86M ﹤0.01%
52,139
+2,625
+5% +$95.8K
HY icon
2270
Hyster-Yale Materials Handling
HY
$578M
$1.85M ﹤0.01%
29,944
-3,583
-11% -$223K
TPC
2271
Tutor Perini Cor
TPC
$4.13B
$1.85M ﹤0.01%
116,036
+29,130
+34% +$507K
TBRG
2272
DELISTED
TruBridge
TBRG
$1.85M ﹤0.01%
73,596
+27,509
+60% +$718K
HTH icon
2273
Hilltop Holdings
HTH
$2.28B
$1.84M ﹤0.01%
103,375
+12,270
+13% +$232K
JOBS
2274
DELISTED
51job Inc
JOBS
$1.84M ﹤0.01%
29,479
-393
-1% -$25.1K
AHT
2275
Ashford Hospitality Trust
AHT
$21M
$1.84M ﹤0.01%
465
-23
-5% -$115K
89 90
91
92 93

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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.