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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
GMS
2526
DELISTED
GMS Inc
GMS
$1.13M ﹤0.01%
75,831
+44,573
+143% +$783K
MWA icon
2527
Mueller Water Products
MWA
$4.05B
$1.13M ﹤0.01%
123,797
-3,011
-2% -$31.6K
IRS
2528
IRSA Inversiones y Representaciones
IRS
$1.3B
$1.13M ﹤0.01%
85,226
-9,160
-10% -$124K
RCM
2529
DELISTED
R1 RCM Inc. Common Stock
RCM
$1.13M ﹤0.01%
141,519
+42,712
+43% +$369K
DS
2530
DELISTED
Drive Shack Inc.
DS
$1.12M ﹤0.01%
286,684
-9,485
-3% -$46.8K
VSI
2531
DELISTED
Vitamin Shoppe Inc.
VSI
$1.12M ﹤0.01%
237,054
+56,788
+32% +$426K
IMMU
2532
DELISTED
Immunomedics Inc
IMMU
$1.12M ﹤0.01%
78,631
-69,794
-47% -$1.39M
DSGX icon
2533
Descartes Systems
DSGX
$6.48B
$1.12M ﹤0.01%
42,315
+3,199
+8% +$93.6K
SCHH icon
2534
Schwab US REIT ETF
SCHH
$11.7B
$1.12M ﹤0.01%
58,190
-20,168
-26% -$412K
JCAP
2535
DELISTED
Jernigan Capital, Inc.
JCAP
$1.12M ﹤0.01%
56,526
+341
+0.6% +$6.94K
KANG
2536
DELISTED
iKang Healthcare Group, Inc.
KANG
$1.12M ﹤0.01%
54,865
+29
+0.1% +$516
ATCO
2537
DELISTED
Atlas Corp.
ATCO
$1.11M ﹤0.01%
142,450
+18,644
+15% +$162K
ADUS icon
2538
Addus HomeCare
ADUS
$2.23B
$1.11M ﹤0.01%
16,375
+9,068
+124% +$620K
HSTM icon
2539
HealthStream
HSTM
$843M
$1.11M ﹤0.01%
45,986
+15,438
+51% +$400K
TG icon
2540
Tredegar Corp
TG
$263M
$1.11M ﹤0.01%
69,976
+5,235
+8% +$93.5K
ZS icon
2541
Zscaler
ZS
$24.5B
$1.1M ﹤0.01%
+28,184
New +$1.06M
FPE icon
2542
First Trust Preferred Securities and Income ETF
FPE
$6.33B
$1.1M ﹤0.01%
61,354
+408
+0.7% +$7.57K
DOMO icon
2543
Domo
DOMO
$170M
$1.1M ﹤0.01%
55,998
+16,889
+43% +$298K
PGNX
2544
DELISTED
Progenics Pharmaceuticals Inc
PGNX
$1.1M ﹤0.01%
260,838
+122,343
+88% +$623K
TTGT icon
2545
TechTarget
TTGT
$323M
$1.09M ﹤0.01%
89,518
+61,946
+225% +$1.02M
ASRT
2546
DELISTED
Assertio
ASRT
$1.09M ﹤0.01%
5,040
+164
+3% +$49.2K
LBAI
2547
DELISTED
Lakeland Bancorp Inc
LBAI
$1.09M ﹤0.01%
73,599
+44,104
+150% +$712K
HNGR
2548
DELISTED
Hanger Inc.
HNGR
$1.09M ﹤0.01%
+57,490
New +$1.11M
INSP icon
2549
Inspire Medical Systems
INSP
$1.5B
$1.09M ﹤0.01%
25,721
+230
+0.9% +$9.78K
SCHD icon
2550
Schwab US Dividend Equity ETF
SCHD
$104B
$1.09M ﹤0.01%
+69,378
New +$1.16M
100 101
102
103 104

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NIPH
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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
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ACI
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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.