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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
RUSHA icon
1801
Rush Enterprises Class A
RUSHA
$6.34B
$3.74M ﹤0.01%
244,001
+7,569
+3% +$121K
IR icon
1802
Ingersoll Rand
IR
$33.1B
$3.74M ﹤0.01%
182,799
+18,326
+11% +$450K
ASX icon
1803
ASE Group
ASX
$68.3B
$3.73M ﹤0.01%
993,847
-325,662
-25% -$1.29M
SUM
1804
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
$3.73M ﹤0.01%
305,675
+148,451
+94% +$2.05M
OSIS icon
1805
OSI Systems
OSIS
$3.53B
$3.73M ﹤0.01%
50,818
+9,961
+24% +$719K
HIX
1806
Western Asset High Income Fund II
HIX
$347M
$3.72M ﹤0.01%
646,450
+377,755
+141% +$2.29M
GTX icon
1807
Garrett Motion
GTX
$5.39B
$3.71M ﹤0.01%
+301,053
New +$4.09M
ILPT
1808
Industrial Logistics Properties Trust
ILPT
$582M
$3.69M ﹤0.01%
187,833
+164,693
+712% +$3.52M
NOVT icon
1809
Novanta
NOVT
$4.91B
$3.69M ﹤0.01%
58,649
-24,556
-30% -$1.58M
TRNO icon
1810
Terreno Realty
TRNO
$7.58B
$3.69M ﹤0.01%
105,015
+13,211
+14% +$493K
MDR
1811
DELISTED
McDermott International
MDR
$3.68M ﹤0.01%
563,034
+266,059
+90% +$2.81M
JPC icon
1812
Nuveen Preferred & Income Opportunities Fund
JPC
$2.88B
$3.67M ﹤0.01%
440,061
-150,980
-26% -$1.33M
AKR icon
1813
Acadia Realty Trust
AKR
$3.02B
$3.67M ﹤0.01%
154,254
-645
-0.4% -$17.7K
ESNT icon
1814
Essent Group
ESNT
$6.28B
$3.66M ﹤0.01%
107,197
-29,376
-22% -$1.12M
SCHK icon
1815
Schwab 1000 Index ETF
SCHK
$5.59B
$3.66M ﹤0.01%
+298,486
New +$3.95M
UIS icon
1816
Unisys
UIS
$252M
$3.66M ﹤0.01%
314,575
+389
+0.1% +$6.12K
PNFP icon
1817
Pinnacle Financial Partners Inc
PNFP
$15.8B
$3.65M ﹤0.01%
79,189
+11,433
+17% +$606K
HNP
1818
DELISTED
Huaneng Power Intl, Inc.
HNP
$3.65M ﹤0.01%
145,825
-12,808
-8% -$307K
USPH icon
1819
US Physical Therapy
USPH
$1.22B
$3.64M ﹤0.01%
35,535
+10,219
+40% +$1.13M
KBR icon
1820
KBR
KBR
$4.56B
$3.63M ﹤0.01%
239,471
-16,464
-6% -$308K
GHDX
1821
DELISTED
Genomic Health, Inc.
GHDX
$3.63M ﹤0.01%
56,331
+11,008
+24% +$772K
WERN icon
1822
Werner Enterprises
WERN
$2.2B
$3.62M ﹤0.01%
122,599
+15,897
+15% +$518K
ENVA icon
1823
Enova International
ENVA
$6.09B
$3.62M ﹤0.01%
185,829
+29,324
+19% +$668K
MRCY icon
1824
Mercury Systems
MRCY
$5.41B
$3.61M ﹤0.01%
76,284
-40,196
-35% -$1.96M
HTD
1825
John Hancock Tax-Advantaged Dividend Income Fund
HTD
$912M
$3.6M ﹤0.01%
176,447
-19,190
-10% -$423K
71 72
73
74 75

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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.