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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
SR icon
1026
Spire
SR
$4.95B
$11.3M 0.01%
153,019
+6,351
+4% +$480K
FHN icon
1027
First Horizon
FHN
$12.2B
$11.3M 0.01%
860,609
+19,128
+2% +$298K
PB icon
1028
Prosperity Bancshares
PB
$8.78B
$11.3M 0.01%
181,460
+61,643
+51% +$4.07M
FOSL icon
1029
Fossil Group
FOSL
$254M
$11.3M 0.01%
717,377
-91,284
-11% -$1.77M
CACC icon
1030
Credit Acceptance
CACC
$5.84B
$11.3M 0.01%
29,552
-15,939
-35% -$6.42M
WSM icon
1031
Williams-Sonoma
WSM
$27.8B
$11.3M 0.01%
446,012
+65,440
+17% +$1.87M
UMC icon
1032
United Microelectronic
UMC
$43.5B
$11.2M 0.01%
6,278,496
+849,183
+16% +$1.63M
FMS icon
1033
Fresenius Medical Care
FMS
$13.3B
$11.2M 0.01%
346,116
-214,198
-38% -$8.65M
KALU icon
1034
Kaiser Aluminum
KALU
$2.64B
$11.2M 0.01%
125,215
+5,870
+5% +$566K
MOH icon
1035
Molina Healthcare
MOH
$10.4B
$11.2M 0.01%
96,136
+18,305
+24% +$2.4M
NKTR icon
1036
Nektar Therapeutics
NKTR
$2.37B
$11.2M 0.01%
22,626
+726
+3% +$438K
VCSH icon
1037
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
$11.1M 0.01%
142,894
-46,915
-25% -$3.65M
STAY
1038
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
$11.1M 0.01%
716,574
+218,132
+44% +$3.84M
MNDT
1039
DELISTED
Mandiant, Inc. Common Stock
MNDT
$11.1M 0.01%
682,934
-17,744
-3% -$319K
ZD icon
1040
Ziff Davis
ZD
$1.93B
$11M 0.01%
182,796
-2,934
-2% -$185K
KDP icon
1041
Keurig Dr Pepper
KDP
$42.1B
$11M 0.01%
427,929
+74,178
+21% +$1.88M
EE
1042
DELISTED
El Paso Electric Company
EE
$11M 0.01%
218,570
-1,568
-0.7% -$88.3K
BWXT icon
1043
BWX Technologies
BWXT
$15.4B
$10.9M 0.01%
286,166
-61,362
-18% -$3.05M
SBS icon
1044
Sabesp
SBS
$19.6B
$10.9M 0.01%
6,983,365
-173,337
-2% -$249K
MMS icon
1045
Maximus
MMS
$3.3B
$10.9M 0.01%
167,546
+7,417
+5% +$488K
LSTR icon
1046
Landstar System
LSTR
$6.31B
$10.9M 0.01%
113,655
-4,923
-4% -$508K
EDP
1047
DELISTED
EDP-ELECT DE PORTUGAL S A (REPTG 10 ORD)
EDP
$10.9M 0.01%
312,005
+47,358
+18% +$1.65M
BHF icon
1048
Brighthouse Financial
BHF
$3.66B
$10.9M 0.01%
356,683
-125,173
-26% -$4.88M
MSM icon
1049
MSC Industrial Direct
MSM
$6.97B
$10.9M 0.01%
141,287
+9,584
+7% +$795K
MFGP
1050
DELISTED
Micro Focus International plc. American Depositary Shares, each representing One Ordinary Share
MFGP
$10.8M 0.01%
520,159
+150,688
+41% +$3.23M
40 41
42
43 44

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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.