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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
VIPS icon
1851
Vipshop
VIPS
$7.26B
$3.46M ﹤0.01%
633,916
+265,843
+72% +$1.43M
NUVA
1852
DELISTED
NuVasive, Inc.
NUVA
$3.46M ﹤0.01%
69,831
-4,026
-5% -$242K
UCB
1853
United Community Banks
UCB
$4.26B
$3.46M ﹤0.01%
161,236
-41,105
-20% -$1.01M
IMKTA icon
1854
Ingles Markets
IMKTA
$1.72B
$3.46M ﹤0.01%
126,993
-27,427
-18% -$846K
LGIH icon
1855
LGI Homes
LGIH
$1.35B
$3.45M ﹤0.01%
76,374
-25,364
-25% -$1.07M
CALY
1856
Callaway Golf Company
CALY
$3.28B
$3.45M ﹤0.01%
225,271
-119,302
-35% -$2.39M
MLI icon
1857
Mueller Industries
MLI
$14.5B
$3.44M ﹤0.01%
589,068
-60,784
-9% -$377K
LCII icon
1858
LCI Industries
LCII
$2.59B
$3.44M ﹤0.01%
51,484
-34,339
-40% -$2.5M
TIMB icon
1859
TIM SA
TIMB
$9.1B
$3.43M ﹤0.01%
223,583
-72,091
-24% -$1.11M
NRE
1860
DELISTED
NorthStar Realty Europe Corp.
NRE
$3.42M ﹤0.01%
235,322
+1,157
+0.5% +$17.1K
CPF icon
1861
Central Pacific Financial
CPF
$1.02B
$3.42M ﹤0.01%
140,413
-14,567
-9% -$384K
MMT
1862
Aberdeen Multi-Market Income Fund
MMT
$237M
$3.42M ﹤0.01%
667,620
-85,474
-11% -$453K
NGVC icon
1863
Vitamin Cottage Natural Grocers
NGVC
$760M
$3.42M ﹤0.01%
222,931
+54,504
+32% +$963K
PDLI
1864
DELISTED
PDL BioPharma, Inc.
PDLI
$3.42M ﹤0.01%
1,178,156
-17,300
-1% -$47.5K
MTCH icon
1865
Match Group
MTCH
$9.19B
$3.41M ﹤0.01%
79,648
-30,456
-28% -$1.4M
MCR
1866
DELISTED
MFS Charter Income Trust
MCR
$3.4M ﹤0.01%
464,394
-56,481
-11% -$419K
WMK icon
1867
Weis Markets
WMK
$1.92B
$3.4M ﹤0.01%
71,240
+18,373
+35% +$832K
FNDE icon
1868
Schwab Fundamental Emerging Markets Large Company Index ETF
FNDE
$9.46B
$3.4M ﹤0.01%
131,699
-207,877
-61% -$5.63M
MDB icon
1869
MongoDB
MDB
$25.8B
$3.4M ﹤0.01%
40,622
+27,788
+217% +$2.14M
HSII
1870
DELISTED
Heidrick & Struggles
HSII
$3.4M ﹤0.01%
108,925
+50,887
+88% +$1.67M
NTRI
1871
DELISTED
NutriSystem, Inc.
NTRI
$3.39M ﹤0.01%
77,255
+1,224
+2% +$46.2K
GLOB icon
1872
Globant
GLOB
$1.65B
$3.38M ﹤0.01%
60,012
-18,081
-23% -$969K
SHOE
1873
Shoe Station Group
SHOE
$424M
$3.38M ﹤0.01%
201,644
+34,934
+21% +$648K
AJRD
1874
DELISTED
Aerojet Rocketdyne Holdings
AJRD
$3.36M ﹤0.01%
95,303
+13,576
+17% +$462K
FTAI icon
1875
FTAI Aviation
FTAI
$20.2B
$3.36M ﹤0.01%
274,128
-27,070
-9% -$377K
73 74
75
76 77

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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.