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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
NP
1951
DELISTED
Neenah, Inc. Common Stock
NP
$3.05M ﹤0.01%
51,750
-9,509
-16% -$688K
XLI icon
1952
State Street Industrial Select Sector SPDR ETF
XLI
$32.2B
$3.05M ﹤0.01%
47,321
-15,849
-25% -$1.12M
MSD
1953
Morgan Stanley Emerging Markets Debt Fund
MSD
$146M
$3.05M ﹤0.01%
370,208
-616
-0.2% -$5.19K
EHTH icon
1954
eHealth
EHTH
$41.9M
$3.04M ﹤0.01%
79,226
-4,267
-5% -$144K
JOYY
1955
JOYY Inc
JOYY
$3.73B
$3.04M ﹤0.01%
50,737
-2,432
-5% -$158K
HVT icon
1956
Haverty Furniture Companies
HVT
$418M
$3.03M ﹤0.01%
161,544
-27,048
-14% -$556K
MEOH icon
1957
Methanex
MEOH
$4.23B
$3.02M ﹤0.01%
62,727
+9,578
+18% +$598K
UA icon
1958
Under Armour Class C
UA
$2.95B
$3.01M ﹤0.01%
185,972
-27,149
-13% -$514K
OEC icon
1959
Orion
OEC
$403M
$3M ﹤0.01%
118,714
+4,415
+4% +$115K
PLAB icon
1960
Photronics
PLAB
$1.65B
$3M ﹤0.01%
309,908
+67,473
+28% +$649K
SCHV
1961
Schwab US Large-Cap Value ETF
SCHV
$15.6B
$3M ﹤0.01%
+182,361
New +$3.23M
NEWR
1962
DELISTED
New Relic, Inc.
NEWR
$3M ﹤0.01%
36,985
-10,135
-22% -$854K
FSP
1963
Franklin Street Properties
FSP
$49.8M
$2.99M ﹤0.01%
480,391
-46,561
-9% -$342K
JHG
1964
DELISTED
Janus Henderson
JHG
$2.99M ﹤0.01%
144,404
+2,331
+2% +$53.5K
WNC icon
1965
Wabash National
WNC
$504M
$2.99M ﹤0.01%
228,631
-22,307
-9% -$329K
CHU
1966
DELISTED
China Unicom (HONG KONG) Limited
CHU
$2.99M ﹤0.01%
280,441
+11,029
+4% +$123K
BPFH
1967
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
$2.98M ﹤0.01%
282,337
+89,758
+47% +$1.13M
TLRD
1968
DELISTED
Tailored Brands, Inc.
TLRD
$2.98M ﹤0.01%
218,775
-5,074
-2% -$105K
HLX icon
1969
Helix Energy Solutions
HLX
$1.34B
$2.98M ﹤0.01%
551,165
+105,544
+24% +$860K
QIWI
1970
DELISTED
QIWI PLC
QIWI
$2.98M ﹤0.01%
210,853
-79,568
-27% -$1.07M
SITE icon
1971
SiteOne Landscape Supply
SITE
$4.16B
$2.98M ﹤0.01%
53,896
-8,892
-14% -$558K
AMAG
1972
DELISTED
AMAG Pharmaceuticals
AMAG
$2.98M ﹤0.01%
195,917
-121,031
-38% -$2.31M
KW
1973
DELISTED
Kennedy-Wilson Holdings
KW
$2.98M ﹤0.01%
163,714
+64,150
+64% +$1.23M
OIS icon
1974
Oil States International
OIS
$466M
$2.98M ﹤0.01%
208,300
+19,870
+11% +$457K
IOSP icon
1975
Innospec
IOSP
$2.09B
$2.97M ﹤0.01%
48,040
+4,795
+11% +$330K
77 78
79
80 81

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MCM
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PSUF
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SCC
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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.