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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
BFH icon
1001
Bread Financial
BFH
$4.31B
$11.8M 0.01%
98,665
-43,599
-31% -$6.84M
DBI icon
1002
Designer Brands
DBI
$325M
$11.8M 0.01%
478,407
-7,921
-2% -$213K
VEEV icon
1003
Veeva Systems
VEEV
$32.9B
$11.8M 0.01%
132,023
+23,759
+22% +$2.17M
SLM icon
1004
SLM Corp
SLM
$4.75B
$11.8M 0.01%
1,417,765
-66,664
-4% -$663K
STL
1005
DELISTED
Sterling Bancorp
STL
$11.8M 0.01%
712,787
+121,715
+21% +$2.27M
IIM icon
1006
Invesco Value Municipal Income Trust
IIM
$590M
$11.8M 0.01%
870,179
-188,567
-18% -$2.53M
CDK
1007
DELISTED
CDK Global, Inc.
CDK
$11.7M 0.01%
244,715
-10,347
-4% -$546K
TI
1008
DELISTED
Telecom Italia
TI
$11.7M 0.01%
2,103,796
+943,584
+81% +$5.66M
JAZZ icon
1009
Jazz Pharmaceuticals
JAZZ
$16.3B
$11.7M 0.01%
94,169
-3,176
-3% -$471K
JBLU icon
1010
JetBlue
JBLU
$2.29B
$11.6M 0.01%
725,234
+45,330
+7% +$790K
CHK
1011
DELISTED
Chesapeake Energy Corporation
CHK
$11.6M 0.01%
27,681
+1,122
+4% +$772K
FAF icon
1012
First American
FAF
$8.01B
$11.6M 0.01%
259,341
-7,962
-3% -$369K
LOGM
1013
DELISTED
LogMein, Inc.
LOGM
$11.6M 0.01%
141,703
-9,813
-6% -$828K
VTA
1014
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
$11.6M 0.01%
1,125,266
+160,404
+17% +$1.75M
X
1015
DELISTED
US Steel
X
$11.5M 0.01%
632,445
-110,943
-15% -$2.78M
PTC icon
1016
PTC
PTC
$14.8B
$11.5M 0.01%
138,907
+8,581
+7% +$754K
ENSG icon
1017
The Ensign Group
ENSG
$10.5B
$11.5M 0.01%
316,888
+64,143
+25% +$2.5M
HWM icon
1018
Howmet Aerospace
HWM
$115B
$11.5M 0.01%
887,321
-35,885
-4% -$561K
VYX icon
1019
NCR Voyix
VYX
$1.18B
$11.4M 0.01%
806,946
+123,855
+18% +$1.94M
TMX
1020
DELISTED
Terminix Global Holdings, Inc.
TMX
$11.4M 0.01%
310,991
+43,039
+16% +$1.79M
TMIC
1021
DELISTED
TREND MICRO INC SPONS ADR-NEW
TMIC
$11.4M 0.01%
211,250
-1,418
-0.7% -$76.5K
AIF
1022
DELISTED
Apollo Tactical Income Fund Inc.
AIF
$11.4M 0.01%
825,850
-62,559
-7% -$925K
HCSG icon
1023
Healthcare Services Group
HCSG
$1.58B
$11.4M 0.01%
282,955
+32,011
+13% +$1.35M
TDK
1024
DELISTED
TDK CORP AMER DEP SH
TDK
$11.4M 0.01%
161,166
-22,067
-12% -$1.55M
PINC
1025
DELISTED
Premier
PINC
$11.4M 0.01%
303,913
-37,165
-11% -$1.54M
39 40
41
42 43

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AF
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MCM
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PSUF
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IA
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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.