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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
COOP
2176
DELISTED
Mr. Cooper
COOP
$2.2M ﹤0.01%
188,883
+126,836
+204% +$1.81M
BFYT
2177
DELISTED
Benefytt Technologies, Inc. Class A Common Stock
BFYT
$2.2M ﹤0.01%
82,213
+21,412
+35% +$859K
NUAN
2178
DELISTED
Nuance Communications, Inc.
NUAN
$2.19M ﹤0.01%
191,621
-73,620
-28% -$1.03M
ZTO icon
2179
ZTO Express
ZTO
$18.2B
$2.19M ﹤0.01%
138,319
+18,564
+16% +$299K
MSEX icon
2180
Middlesex Water
MSEX
$1.07B
$2.18M ﹤0.01%
40,929
+597
+1% +$29.4K
PGTI
2181
DELISTED
PGT, Inc.
PGTI
$2.18M ﹤0.01%
137,794
+4,140
+3% +$80.1K
XLY icon
2182
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.7B
$2.18M ﹤0.01%
43,992
-41,214
-48% -$2.18M
DDD icon
2183
3D Systems Corp
DDD
$405M
$2.17M ﹤0.01%
213,647
-44,140
-17% -$605K
SRI icon
2184
Stoneridge
SRI
$200M
$2.17M ﹤0.01%
87,980
-16,058
-15% -$408K
TRHC
2185
DELISTED
Tabula Rasa HealthCare, Inc. Common Stock
TRHC
$2.17M ﹤0.01%
34,025
+4,974
+17% +$352K
BB icon
2186
BlackBerry
BB
$4.58B
$2.17M ﹤0.01%
304,968
+15,753
+5% +$139K
NTUS
2187
DELISTED
Natus Medical Inc
NTUS
$2.17M ﹤0.01%
63,713
+4,606
+8% +$150K
CSR
2188
Centerspace
CSR
$952M
$2.15M ﹤0.01%
43,916
+8,458
+24% +$452K
ATSG
2189
DELISTED
Air Transport Services Group
ATSG
$2.15M ﹤0.01%
94,412
-21,289
-18% -$419K
TI.A
2190
DELISTED
Telecom Italia 10 Svg
TI.A
$2.15M ﹤0.01%
440,544
+219,374
+99% +$1.13M
BLDR icon
2191
Builders FirstSource
BLDR
$7.29B
$2.15M ﹤0.01%
196,993
-15,449
-7% -$194K
MRTN icon
2192
Marten Transport
MRTN
$1.22B
$2.15M ﹤0.01%
198,971
+11,295
+6% +$141K
TARO
2193
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
$2.15M ﹤0.01%
25,340
-18,366
-42% -$1.77M
ABR icon
2194
Arbor Realty Trust
ABR
$977M
$2.14M ﹤0.01%
212,748
+46,621
+28% +$542K
CGW icon
2195
Invesco S&P Global Water Index ETF
CGW
$1.05B
$2.13M ﹤0.01%
68,323
+3,410
+5% +$112K
HCI icon
2196
HCI Group
HCI
$2.34B
$2.12M ﹤0.01%
41,803
+4,774
+13% +$234K
MEI icon
2197
Methode Electronics
MEI
$458M
$2.12M ﹤0.01%
91,074
+11,774
+15% +$332K
TTEC icon
2198
TTEC Holdings
TTEC
$124M
$2.12M ﹤0.01%
74,251
+23,641
+47% +$627K
TOWR
2199
DELISTED
Tower International, Inc.
TOWR
$2.12M ﹤0.01%
88,890
-15,966
-15% -$438K
MMYT icon
2200
MakeMyTrip
MMYT
$5.38B
$2.11M ﹤0.01%
86,896
+54
+0.1% +$1.3K
86 87
88
89 90

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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.