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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
SEO
1151
DELISTED
STORA ENSO OYJ, ADS(RP 1 SR R)
SEO
$9.23M 0.01%
794,998
+52,022
+7% +$604K
CLH icon
1152
Clean Harbors
CLH
$16B
$9.23M 0.01%
187,007
-12,458
-6% -$776K
GRUB
1153
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$9.2M 0.01%
59,887
-7,483
-11% -$1.4M
MAT icon
1154
Mattel
MAT
$4.49B
$9.2M 0.01%
920,451
-265,811
-22% -$3.52M
EME icon
1155
Emcor
EME
$31.4B
$9.19M 0.01%
154,033
-18,888
-11% -$1.31M
RH icon
1156
RH
RH
$3.36B
$9.19M 0.01%
76,692
+4,015
+6% +$483K
CHS
1157
DELISTED
Chicos FAS, Inc.
CHS
$9.15M 0.01%
1,628,699
+25,205
+2% +$176K
LHCG
1158
DELISTED
LHC Group LLC
LHCG
$9.13M 0.01%
97,226
+16
+0% +$1.53K
AD
1159
Array Digital Infrastructure
AD
$3.03B
$9.09M 0.01%
174,831
+112,789
+182% +$5.78M
EPAM icon
1160
EPAM Systems
EPAM
$5.25B
$9.07M 0.01%
78,164
+44,135
+130% +$5.42M
CENTA icon
1161
Central Garden & Pet Co Class A
CENTA
$2.44B
$9.04M 0.01%
361,468
+19,850
+6% +$475K
WSO icon
1162
Watsco Inc
WSO
$15.1B
$9.02M 0.01%
64,803
+3,827
+6% +$583K
EVV
1163
Eaton Vance Limited Duration Income Fund
EVV
$1.06B
$9M 0.01%
755,344
+101,801
+16% +$1.24M
BLMN icon
1164
Bloomin' Brands
BLMN
$736M
$8.99M 0.01%
502,707
+53,805
+12% +$1.06M
RNP icon
1165
Cohen & Steers REIT and Preferred and Income Fund
RNP
$996M
$8.96M 0.01%
503,255
-20,019
-4% -$365K
DORM icon
1166
Dorman Products
DORM
$4.28B
$8.96M 0.01%
99,488
+23,115
+30% +$1.85M
ESL
1167
DELISTED
Esterline Technologies
ESL
$8.95M 0.01%
73,694
+2,556
+4% +$295K
ETSY icon
1168
Etsy
ETSY
$8.21B
$8.95M 0.01%
188,069
-18,758
-9% -$883K
TECK icon
1169
Teck Resources
TECK
$28.8B
$8.95M 0.01%
415,307
+30,582
+8% +$663K
SGEN
1170
DELISTED
Seagen Inc. Common Stock
SGEN
$8.94M 0.01%
157,770
+11,673
+8% +$732K
HELE icon
1171
Helen of Troy
HELE
$672M
$8.9M 0.01%
67,849
+1,226
+2% +$161K
SPB icon
1172
Spectrum Brands
SPB
$2.08B
$8.89M 0.01%
210,342
-2,386
-1% -$138K
MYI icon
1173
BlackRock MuniYield Quality Fund III
MYI
$715M
$8.86M 0.01%
735,180
+467,473
+175% +$5.5M
TAL icon
1174
TAL Education Group
TAL
$5.79B
$8.82M 0.01%
330,584
-33,686
-9% -$894K
EQM
1175
DELISTED
EQM Midstream Partners, LP
EQM
$8.82M 0.01%
203,854
-82,699
-29% -$3.94M
45 46
47
48 49

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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.