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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
JELD icon
2626
JELD-WEN Holding
JELD
$98.2M
$932K ﹤0.01%
+65,562
New +$1.16M
ITCL
2627
DELISTED
Banco Itau Chile American Depositary Shares (each representing one third of one (1/3) Common Share)
ITCL
$932K ﹤0.01%
68,517
-5,729
-8% -$81.5K
UCTT
2628
Ultra Clean Holdings
UCTT
$3.47B
$931K ﹤0.01%
109,929
+50,149
+84% +$490K
IBP icon
2629
Installed Building Products
IBP
$6.47B
$930K ﹤0.01%
27,599
+4,850
+21% +$169K
IMAX icon
2630
IMAX
IMAX
$2.59B
$930K ﹤0.01%
49,438
-2,662
-5% -$54.3K
CLVS
2631
DELISTED
Clovis Oncology, Inc.
CLVS
$928K ﹤0.01%
51,666
-7,987
-13% -$163K
GTT
2632
DELISTED
GTT Communications, Inc.
GTT
$928K ﹤0.01%
39,240
-2,621
-6% -$88.2K
RM icon
2633
Regional Management Corp
RM
$392M
$927K ﹤0.01%
38,531
-55,205
-59% -$1.5M
BSTC
2634
DELISTED
BioSpecifics Technologies Corp.
BSTC
$925K ﹤0.01%
15,271
+3,813
+33% +$228K
RESI
2635
DELISTED
Front Yard Residential Corporation Common Stock
RESI
$925K ﹤0.01%
105,983
+36,489
+53% +$341K
PRO
2636
DELISTED
PROS Holdings
PRO
$924K ﹤0.01%
29,427
+43
+0.1% +$1.36K
LQDT icon
2637
Liquidity Services
LQDT
$1.23B
$915K ﹤0.01%
148,234
+31,709
+27% +$196K
CSTM icon
2638
Constellium
CSTM
$3.96B
$914K ﹤0.01%
130,822
-17,346
-12% -$154K
INSM icon
2639
Insmed
INSM
$22.6B
$912K ﹤0.01%
69,534
+5,502
+9% +$87.8K
AKRX
2640
DELISTED
Akorn Inc
AKRX
$910K ﹤0.01%
268,548
+98,916
+58% +$588K
LNW
2641
DELISTED
Light & Wonder
LNW
$909K ﹤0.01%
50,844
+9,379
+23% +$189K
CZZ
2642
DELISTED
Cosan Limited
CZZ
$908K ﹤0.01%
103,175
-29,724
-22% -$240K
ESGR
2643
DELISTED
Enstar Group
ESGR
$899K ﹤0.01%
5,363
-3,607
-40% -$652K
GH icon
2644
Guardant Health
GH
$19B
$898K ﹤0.01%
+23,879
New +$880K
SFS
2645
DELISTED
Smart & Final Stores, Inc.
SFS
$898K ﹤0.01%
189,389
+8,698
+5% +$48K
VTOL icon
2646
Bristow Group
VTOL
$1.34B
$897K ﹤0.01%
51,333
+20,742
+68% +$445K
CNXN icon
2647
PC Connection
CNXN
$2.1B
$893K ﹤0.01%
30,023
-3,696
-11% -$118K
SHAK icon
2648
Shake Shack
SHAK
$2.55B
$893K ﹤0.01%
19,671
+946
+5% +$48.8K
CCS icon
2649
Century Communities
CCS
$2.05B
$887K ﹤0.01%
51,391
-10,795
-17% -$225K
NX icon
2650
Quanex
NX
$893M
$887K ﹤0.01%
65,302
-17,072
-21% -$260K
104 105
106
107 108

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AF
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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.