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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
BCH icon
1576
Banco de Chile
BCH
$20.6B
$5.08M 0.01%
177,757
+2,140
+1% +$61.8K
DLB icon
1577
Dolby
DLB
$5B
$5.07M 0.01%
81,917
-11,490
-12% -$773K
CBPO
1578
DELISTED
China Biologic Products Holdings, Inc.
CBPO
$5.06M 0.01%
66,635
+778
+1% +$57.2K
NEO icon
1579
NeoGenomics
NEO
$2.06B
$5.03M 0.01%
399,023
+49,025
+14% +$731K
MEDP icon
1580
Medpace
MEDP
$16B
$5.03M 0.01%
95,023
+7,279
+8% +$400K
MBT
1581
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$5.02M 0.01%
716,795
-12,467
-2% -$97.5K
OSG
1582
Octave Specialty Group
OSG
$256M
$5M 0.01%
289,788
-5,751
-2% -$106K
OUT icon
1583
Outfront Media
OUT
$5.78B
$4.99M 0.01%
279,857
+17,477
+7% +$332K
FBR
1584
DELISTED
Fibria Celulose Sa
FBR
$4.99M ﹤0.01%
289,746
-62,598
-18% -$1.15M
JBTM
1585
JBT Marel
JBTM
$7.31B
$4.99M ﹤0.01%
69,429
-20,305
-23% -$1.8M
FMBI
1586
DELISTED
First Midwest Bancorp Inc/IL
FMBI
$4.98M ﹤0.01%
251,278
-881
-0.3% -$20.2K
MTOR
1587
DELISTED
MERITOR, Inc.
MTOR
$4.97M ﹤0.01%
294,194
-33,349
-10% -$569K
AR icon
1588
Antero Resources
AR
$10.9B
$4.97M ﹤0.01%
529,198
+332,276
+169% +$4.91M
DCH
1589
Dauch Corp
DCH
$1.31B
$4.96M ﹤0.01%
447,117
+53,817
+14% +$720K
MGEE icon
1590
MGE Energy Inc
MGEE
$3.08B
$4.95M ﹤0.01%
82,507
-9,164
-10% -$584K
PAC icon
1591
Grupo Aeroportuario del Pacifico
PAC
$13B
$4.94M ﹤0.01%
60,530
-540
-0.9% -$45.5K
EPAC icon
1592
Enerpac Tool Group
EPAC
$1.85B
$4.93M ﹤0.01%
234,877
+2,143
+0.9% +$52.2K
SBNY
1593
DELISTED
Signature Bank
SBNY
$4.93M ﹤0.01%
47,909
+4,287
+10% +$482K
NCI
1594
DELISTED
Navigant Consulting, Inc.
NCI
$4.92M ﹤0.01%
204,651
+37,604
+23% +$860K
ACWX icon
1595
iShares MSCI ACWI ex US ETF
ACWX
$11.2B
$4.92M ﹤0.01%
117,237
+111,364
+1,896% +$4.91M
DLX icon
1596
Deluxe
DLX
$1.26B
$4.91M ﹤0.01%
127,823
+17,622
+16% +$841K
CATY icon
1597
Cathay General Bancorp
CATY
$4.24B
$4.91M ﹤0.01%
146,501
+15,449
+12% +$585K
SHOP icon
1598
Shopify
SHOP
$168B
$4.91M ﹤0.01%
354,790
+100,610
+40% +$1.42M
BHE icon
1599
Benchmark Electronics
BHE
$2.63B
$4.91M ﹤0.01%
231,801
-9,732
-4% -$224K
ATHM icon
1600
Autohome
ATHM
$2.61B
$4.91M ﹤0.01%
62,755
+9,072
+17% +$685K
62 63
64
65 66

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MCM
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PSUF
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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.