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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
RRX icon
1051
Regal Rexnord
RRX
$13.5B
$10.8M 0.01%
154,503
+23,201
+18% +$1.75M
WDR
1052
DELISTED
Waddell & Reed Financial, Inc.
WDR
$10.8M 0.01%
597,431
+70,018
+13% +$1.36M
AYI icon
1053
Acuity Brands
AYI
$10.3B
$10.8M 0.01%
93,517
-45,419
-33% -$5.61M
EWBC icon
1054
East-West Bancorp
EWBC
$18B
$10.7M 0.01%
246,775
+69,520
+39% +$3.6M
AWC
1055
DELISTED
Alumina Ltd
AWC
$10.7M 0.01%
1,663,525
-92,104
-5% -$594K
EXEL icon
1056
Exelixis
EXEL
$14.2B
$10.7M 0.01%
544,381
+239,060
+78% +$4.26M
HEI icon
1057
HEICO Corp
HEI
$50.9B
$10.7M 0.01%
138,094
+14,616
+12% +$1.22M
IRDM icon
1058
Iridium Communications
IRDM
$4.81B
$10.7M 0.01%
578,271
+20,350
+4% +$418K
OMF icon
1059
OneMain Financial
OMF
$7.19B
$10.7M 0.01%
439,000
+35,548
+9% +$1.01M
CCU icon
1060
Compañía de Cervecerías Unidas
CCU
$2.21B
$10.6M 0.01%
423,527
+6,291
+2% +$163K
UI icon
1061
Ubiquiti
UI
$32.2B
$10.6M 0.01%
106,797
-27,379
-20% -$2.71M
MGLN
1062
DELISTED
Magellan Health Services, Inc.
MGLN
$10.6M 0.01%
186,586
+76,572
+70% +$4.72M
WWW icon
1063
Wolverine World Wide
WWW
$1.71B
$10.6M 0.01%
332,340
+23,735
+8% +$808K
JHX icon
1064
James Hardie Industries
JHX
$15.6B
$10.6M 0.01%
902,668
+116,811
+15% +$1.45M
BEAT
1065
DELISTED
BioTelemetry, Inc.
BEAT
$10.6M 0.01%
176,697
+4,824
+3% +$290K
VEDL
1066
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
$10.5M 0.01%
912,533
+82,321
+10% +$940K
GCI
1067
DELISTED
Gannett Co., Inc
GCI
$10.5M 0.01%
1,233,340
-85,502
-6% -$837K
XEC
1068
DELISTED
CIMAREX ENERGY CO
XEC
$10.5M 0.01%
170,616
-18,754
-10% -$1.54M
TREX icon
1069
Trex
TREX
$4.59B
$10.5M 0.01%
353,812
-30,076
-8% -$941K
SWX icon
1070
Southwest Gas
SWX
$6.72B
$10.5M 0.01%
136,636
+17,963
+15% +$1.44M
JJSF icon
1071
J&J Snack Foods
JJSF
$1.5B
$10.4M 0.01%
72,212
+14,112
+24% +$2.14M
RYAAY icon
1072
Ryanair
RYAAY
$31.1B
$10.4M 0.01%
365,595
+8,022
+2% +$256K
WTRG icon
1073
Essential Utilities
WTRG
$11.5B
$10.4M 0.01%
305,088
-41,935
-12% -$1.45M
EAD
1074
Allspring Income Opportunities Fund
EAD
$372M
$10.4M 0.01%
1,442,268
+63,312
+5% +$480K
WPX
1075
DELISTED
WPX Energy, Inc.
WPX
$10.4M 0.01%
917,910
-183,548
-17% -$2.78M
41 42
43
44 45

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MCM
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PSUF
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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.