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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
SSD icon
1476
Simpson Manufacturing
SSD
$8.16B
$5.71M 0.01%
105,390
-15,047
-12% -$883K
HMN icon
1477
Horace Mann Educators
HMN
$2.12B
$5.7M 0.01%
152,231
-954
-0.6% -$37.7K
GPI icon
1478
Group 1 Automotive
GPI
$4.17B
$5.69M 0.01%
107,877
+8,669
+9% +$482K
W icon
1479
Wayfair
W
$12.5B
$5.68M 0.01%
63,111
+8,188
+15% +$862K
PENN icon
1480
PENN Entertainment
PENN
$2.82B
$5.68M 0.01%
301,545
+18,311
+6% +$435K
JGH icon
1481
Nuveen Global High Income Fund
JGH
$349M
$5.68M 0.01%
415,929
-1,945
-0.5% -$28.3K
FPF
1482
First Trust Intermediate Duration Preferred & Income Fund
FPF
$1.08B
$5.68M 0.01%
286,677
+131,354
+85% +$2.63M
ENIC icon
1483
Enel Chile
ENIC
$6.05B
$5.66M 0.01%
1,144,292
+1,554
+0.1% +$7.26K
WABC icon
1484
Westamerica Bancorp
WABC
$1.39B
$5.63M 0.01%
101,195
+4,231
+4% +$249K
PHI icon
1485
PLDT
PHI
$4.32B
$5.63M 0.01%
263,410
-66,300
-20% -$1.57M
CFFN icon
1486
Capitol Federal Financial
CFFN
$1.09B
$5.63M 0.01%
440,685
+94,071
+27% +$1.21M
HI
1487
DELISTED
Hillenbrand
HI
$5.63M 0.01%
148,338
-8,312
-5% -$380K
SFLY
1488
DELISTED
Shutterfly, Inc.
SFLY
$5.61M 0.01%
139,220
-47,140
-25% -$2.48M
WLK icon
1489
Westlake Corp
WLK
$9.25B
$5.58M 0.01%
84,344
-28,909
-26% -$2.09M
MSA icon
1490
Mine Safety
MSA
$6.94B
$5.58M 0.01%
59,180
+5,005
+9% +$511K
DIOD icon
1491
Diodes
DIOD
$3.69B
$5.58M 0.01%
172,918
+71,755
+71% +$2.29M
FOXF icon
1492
Fox Factory Holding Corp
FOXF
$801M
$5.57M 0.01%
94,622
-28,394
-23% -$1.77M
CRUS icon
1493
Cirrus Logic
CRUS
$6.87B
$5.57M 0.01%
167,816
+7,821
+5% +$290K
SIMO icon
1494
Silicon Motion
SIMO
$7.51B
$5.57M 0.01%
161,304
-47,771
-23% -$1.87M
WIX icon
1495
WIX.com
WIX
$2.45B
$5.56M 0.01%
61,525
+7,066
+13% +$667K
CHH icon
1496
Choice Hotels
CHH
$5.22B
$5.55M 0.01%
77,528
+20,832
+37% +$1.56M
GPK icon
1497
Graphic Packaging
GPK
$3.45B
$5.54M 0.01%
520,606
+134,920
+35% +$1.58M
GG
1498
DELISTED
Goldcorp Inc
GG
$5.54M 0.01%
564,869
+196,149
+53% +$1.9M
HWC icon
1499
Hancock Whitney
HWC
$6.19B
$5.53M 0.01%
159,492
+45,063
+39% +$1.83M
SKT icon
1500
Tanger
SKT
$4.84B
$5.52M 0.01%
272,806
+43,479
+19% +$978K
58 59
60
61 62

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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.