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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
DLTH icon
3076
Duluth Holdings
DLTH
$162M
$274K ﹤0.01%
10,865
-1,634
-13% -$46.7K
FTSI
3077
DELISTED
FTS International, Inc. Common Stock
FTSI
$274K ﹤0.01%
1,925
+963
+100% +$203K
EMCI
3078
DELISTED
EMC INS Group Inc
EMCI
$271K ﹤0.01%
8,505
-3,214
-27% -$89.2K
LSAK icon
3079
Lesaka Technologies
LSAK
$392M
$270K ﹤0.01%
57,514
-889
-2% -$5.22K
MOO icon
3080
VanEck Agribusiness ETF
MOO
$988M
$270K ﹤0.01%
4,749
+1,554
+49% +$95.8K
KBE icon
3081
State Street SPDR S&P Bank ETF
KBE
$1.63B
$268K ﹤0.01%
7,182
-1,212
-14% -$51.4K
MTLS
3082
Materialise
MTLS
$373M
$268K ﹤0.01%
+13,379
New +$195K
OEF icon
3083
CALL
iShares S&P 100 ETF
OEF
$19.8B
$268K ﹤0.01%
2,600
– –
ICD
3084
DELISTED
Independence Contract Drilling, Inc.
ICD
$268K ﹤0.01%
4,293
+2,243
+109% +$169K
EHIC
3085
DELISTED
eHi Car Services Limited
EHIC
$268K ﹤0.01%
25,559
+440
+2% +$4.72K
CVGI icon
3086
Commercial Vehicle Group
CVGI
$154M
$267K ﹤0.01%
46,877
-3,028
-6% -$21K
XLRE icon
3087
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.69B
$267K ﹤0.01%
8,598
-17,564
-67% -$569K
KVHI icon
3088
KVH Industries
KVHI
$181M
$266K ﹤0.01%
25,881
+4,051
+19% +$46.3K
NTGN
3089
DELISTED
Neon Therapeutics, Inc. Common Stock
NTGN
$266K ﹤0.01%
52,927
+20,093
+61% +$141K
LXFR icon
3090
Luxfer Holdings
LXFR
$462M
$265K ﹤0.01%
15,011
-1,950
-11% -$44.3K
FOR icon
3091
Forestar Group
FOR
$1.47B
$264K ﹤0.01%
19,079
-7,986
-30% -$134K
GBT
3092
DELISTED
Global Blood Therapeutics, Inc.
GBT
$262K ﹤0.01%
6,374
+1,077
+20% +$40.4K
AKCA
3093
DELISTED
Akcea Therapeutics Inc
AKCA
$262K ﹤0.01%
+8,699
New +$244K
SFUN
3094
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
$260K ﹤0.01%
3,639
-11,720
-76% -$1.11M
VHI icon
3095
Valhi
VHI
$385M
$257K ﹤0.01%
11,099
+2,598
+31% +$65.2K
MG icon
3096
Mistras Group
MG
$495M
$256K ﹤0.01%
17,809
-2,626
-13% -$46.2K
STXB
3097
DELISTED
Spirit of Texas Bancshares, Inc. Common Stock
STXB
$254K ﹤0.01%
+11,140
New +$230K
DBX icon
3098
Dropbox
DBX
$7.13B
$253K ﹤0.01%
+12,385
New +$285K
LBC
3099
DELISTED
Luther Burbank Corporation Common Stock
LBC
$253K ﹤0.01%
28,039
+17,297
+161% +$169K
BV icon
3100
BrightView Holdings
BV
$1.33B
$252K ﹤0.01%
+24,720
New +$318K
122 123
124
125 126

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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.