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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
HIO
901
Western Asset High Income Opportunity Fund
HIO
$334M
$13.7M 0.01%
3,119,847
+78,757
+3% +$358K
ATR icon
902
AptarGroup
ATR
$8.51B
$13.6M 0.01%
145,045
-6,688
-4% -$681K
R icon
903
Ryder
R
$10.3B
$13.6M 0.01%
282,655
+32,927
+13% +$1.89M
CAR icon
904
Avis
CAR
$5.78B
$13.6M 0.01%
603,940
+64,161
+12% +$1.86M
AMED
905
DELISTED
Amedisys
AMED
$13.6M 0.01%
115,922
+16,122
+16% +$1.9M
HZNP
906
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$13.6M 0.01%
694,635
+34,919
+5% +$684K
RGLD icon
907
Royal Gold
RGLD
$17.1B
$13.6M 0.01%
158,295
+44,165
+39% +$3.4M
SCI icon
908
Service Corp International
SCI
$11.4B
$13.6M 0.01%
336,695
+41,767
+14% +$1.81M
TER icon
909
Teradyne
TER
$52.4B
$13.5M 0.01%
429,725
-24,229
-5% -$822K
HTZ
910
DELISTED
Hertz Global Holdings, Inc.
HTZ
$13.5M 0.01%
1,136,070
+165,744
+17% +$2.33M
NGVT icon
911
Ingevity
NGVT
$2.59B
$13.5M 0.01%
160,750
-24,285
-13% -$2.2M
MDU icon
912
MDU Resources
MDU
$4.37B
$13.5M 0.01%
1,483,826
+99,691
+7% +$973K
FCF icon
913
First Commonwealth Financial
FCF
$2.12B
$13.4M 0.01%
1,111,070
+84,289
+8% +$1.16M
JEF icon
914
Jefferies Financial Group
JEF
$13B
$13.4M 0.01%
859,338
+263,147
+44% +$4.82M
PDCO
915
DELISTED
Patterson Companies, Inc.
PDCO
$13.3M 0.01%
677,469
-58,006
-8% -$1.35M
ISD
916
PGIM High Yield Bond Fund
ISD
$418M
$13.3M 0.01%
1,020,514
+122,446
+14% +$1.66M
SRPT icon
917
Sarepta Therapeutics
SRPT
$1.68B
$13.3M 0.01%
121,773
-9,388
-7% -$1.17M
CFR icon
918
Cullen/Frost Bankers
CFR
$10.3B
$13.3M 0.01%
150,850
+33,708
+29% +$3.28M
TWO
919
Two Harbors Investment
TWO
$1.27B
$13.3M 0.01%
258,080
+58,663
+29% +$3.34M
GNW icon
920
Genworth Financial
GNW
$3.79B
$13.2M 0.01%
2,842,638
+225,278
+9% +$972K
SLG icon
921
SL Green Realty
SLG
$3.83B
$13.2M 0.01%
172,555
-22,180
-11% -$1.96M
SKYW icon
922
Skywest
SKYW
$4.37B
$13.2M 0.01%
297,000
-12,890
-4% -$666K
ET icon
923
Energy Transfer Partners
ET
$68.5B
$13.2M 0.01%
+999,407
New +$15.2M
CEO
924
DELISTED
CNOOC Limited
CEO
$13.2M 0.01%
86,583
-7,920
-8% -$1.35M
STRA icon
925
Strategic Education
STRA
$1.78B
$13.2M 0.01%
116,306
-17,628
-13% -$2.25M
35 36
37
38 39

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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.