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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
DAN icon
1301
Dana Inc
DAN
$2.95B
$7.42M 0.01%
544,291
+158,167
+41% +$2.4M
NVT icon
1302
nVent Electric
NVT
$22.9B
$7.42M 0.01%
330,238
-71,854
-18% -$1.74M
POST icon
1303
Post Holdings
POST
$4.27B
$7.42M 0.01%
127,123
+23,882
+23% +$1.44M
HR
1304
DELISTED
Healthcare Realty Trust Incorporated
HR
$7.4M 0.01%
260,264
+85,869
+49% +$2.49M
PRKS icon
1305
United Parks & Resorts
PRKS
$2.21B
$7.39M 0.01%
334,486
-11,990
-3% -$320K
EXAS
1306
DELISTED
Exact Sciences
EXAS
$7.38M 0.01%
117,007
-33,294
-22% -$2.28M
DEI icon
1307
Douglas Emmett
DEI
$2.01B
$7.37M 0.01%
215,785
+56,000
+35% +$2.01M
PLAY icon
1308
Dave & Buster's
PLAY
$361M
$7.35M 0.01%
164,885
-26,211
-14% -$1.47M
MCY icon
1309
Mercury Insurance
MCY
$6.07B
$7.34M 0.01%
141,889
-11,268
-7% -$613K
PSB
1310
DELISTED
PS Business Parks, Inc.
PSB
$7.32M 0.01%
55,879
+13,552
+32% +$1.8M
SNP
1311
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
$7.32M 0.01%
103,659
-3,274
-3% -$273K
ELUX
1312
DELISTED
AKTIEB. ELECTROLUX B ADR SPNSD
ELUX
$7.3M 0.01%
172,361
+18,435
+12% +$781K
CBU icon
1313
Community Bank
CBU
$3.4B
$7.3M 0.01%
125,208
+12,876
+11% +$778K
ENR icon
1314
Energizer
ENR
$1.5B
$7.29M 0.01%
161,482
-48,322
-23% -$2.57M
DOOR
1315
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
$7.29M 0.01%
162,546
+20,451
+14% +$1.11M
RLI icon
1316
RLI Corp
RLI
$5.97B
$7.29M 0.01%
211,220
+4,260
+2% +$155K
BLD
1317
DELISTED
TopBuild
BLD
$7.28M 0.01%
161,870
+919
+0.6% +$44.7K
BGC icon
1318
BGC Group
BGC
$5.73B
$7.27M 0.01%
1,406,092
-656,490
-32% -$4.32M
WBC
1319
DELISTED
WABCO HOLDINGS INC.
WBC
$7.26M 0.01%
67,680
+10,573
+19% +$1.17M
RHP icon
1320
Ryman Hospitality Properties
RHP
$8.58B
$7.24M 0.01%
108,539
-3,468
-3% -$260K
HBI
1321
DELISTED
Hanesbrands
HBI
$7.23M 0.01%
577,094
+122,069
+27% +$1.9M
MATX icon
1322
Matsons
MATX
$6.15B
$7.23M 0.01%
225,662
+71,336
+46% +$2.64M
NYT icon
1323
New York Times
NYT
$12.2B
$7.22M 0.01%
323,801
-29,206
-8% -$740K
IONS icon
1324
Ionis Pharmaceuticals
IONS
$9.14B
$7.2M 0.01%
133,197
+17,643
+15% +$900K
MBFI
1325
DELISTED
MB Financial Corp
MBFI
$7.19M 0.01%
181,421
-86,312
-32% -$3.75M
51 52
53
54 55

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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.