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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
SYNT
3526
DELISTED
Syntel Inc
SYNT
– –
-168,832
Closed -$6.92M
CVG
3527
DELISTED
Convergys
CVG
– –
-637,346
Closed -$15.1M
PHH
3528
DELISTED
PHH Corporation
PHH
– –
-304,302
Closed -$3.34M
AVHI
3529
DELISTED
A V Homes, Inc.
AVHI
– –
-43,318
Closed -$866K
FBNK
3530
DELISTED
First Connecticut Bancorp, Inc
FBNK
– –
-14,020
Closed -$414K
ANDV
3531
DELISTED
Andeavor
ANDV
– –
-629,784
Closed -$96.7M
XCRA
3532
DELISTED
Xcerra Corporation
XCRA
– –
-210,666
Closed -$3.01M
FSNN
3533
DELISTED
Fusion Connect, Inc. Common Stock
FSNN
– –
-18,674
Closed -$48K
CGI
3534
DELISTED
Celadon Group Inc
CGI
– –
-12,090
Closed -$34K
ORIG
3535
DELISTED
Ocean Rig UDW Inc. Class A Common Shares
ORIG
– –
-12,255
Closed -$424K
SMS
3536
DELISTED
SIMS METAL MANAGEMENT LTD ADS (EA REPSTG 1 ORD SHS)
SMS
– –
-15,721
Closed -$143K
WACLY
3537
DELISTED
WACOAL HOLDINGS CORP ADR
WACLY
– –
-2,518
Closed -$351K
PGH
3538
DELISTED
Pengrowth Energy Corporation
PGH
– –
-347,943
Closed -$306K
FNM.PRT
3539
DELISTED
FEDERAL NATL MTG ASS 08250
FNM.PRT
– –
-13,500
Closed -$72K
CA
3540
DELISTED
CA, Inc.
CA
– –
-1,451,110
Closed -$64.1M
VIA
3541
DELISTED
Viacom Inc. Class A
VIA
– –
-6,176
Closed -$226K
PAK
3542
DELISTED
Global X MSCI Pakistan ETF
PAK
– –
-4,600
Closed -$195K
LPNT
3543
DELISTED
LifePoint Health, Inc.
LPNT
– –
-271,839
Closed -$17.5M
CGG
3544
DELISTED
CGG
CGG
– –
-10,189
Closed -$28K
COBZ
3545
DELISTED
CoBiz Financial,Inc
COBZ
– –
-20,563
Closed -$455K
RNWK
3546
DELISTED
RealNetworks Inc
RNWK
– –
-19,412
Closed -$57K
MHG
3547
DELISTED
Marine Harvest ASA
MHG
– –
-457,369
Closed -$10.6M
138 139 140 141
142

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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.