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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
ENV
1526
DELISTED
ENVESTNET, INC.
ENV
$5.36M 0.01%
108,989
-7,616
-7% -$408K
ACHC icon
1527
Acadia Healthcare
ACHC
$3.01B
$5.36M 0.01%
208,365
-53,705
-20% -$1.86M
ANAT
1528
DELISTED
American National Group, Inc. Common Stock
ANAT
$5.35M 0.01%
42,076
+2,390
+6% +$297K
AVNT icon
1529
Avient
AVNT
$3.41B
$5.35M 0.01%
187,162
-48,870
-21% -$1.64M
NHC icon
1530
National Healthcare
NHC
$3.61B
$5.34M 0.01%
68,131
-8,818
-11% -$690K
GRA
1531
DELISTED
W.R. Grace & Co.
GRA
$5.34M 0.01%
82,318
-13,311
-14% -$861K
MED icon
1532
Medifast
MED
$108M
$5.34M 0.01%
42,712
-12,005
-22% -$2.05M
AXE
1533
DELISTED
Anixter International Inc
AXE
$5.34M 0.01%
98,311
-2,181
-2% -$137K
ALGT icon
1534
Allegiant Air
ALGT
$2.73B
$5.34M 0.01%
53,262
+12,476
+31% +$1.49M
IBOC icon
1535
International Bancshares
IBOC
$4.83B
$5.32M 0.01%
154,769
+2,144
+1% +$82.5K
BDC icon
1536
Belden
BDC
$4.09B
$5.32M 0.01%
127,437
+15,997
+14% +$870K
SM icon
1537
SM Energy
SM
$7.11B
$5.31M 0.01%
342,912
+107,558
+46% +$2.49M
PLXS icon
1538
Plexus
PLXS
$6.69B
$5.3M 0.01%
103,785
-8,975
-8% -$505K
BRC icon
1539
Brady Corp
BRC
$4.6B
$5.3M 0.01%
121,901
+18,171
+18% +$757K
TBI
1540
Trueblue
TBI
$235M
$5.29M 0.01%
237,830
+10,447
+5% +$251K
RPT
1541
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
$5.29M 0.01%
442,731
+222,687
+101% +$2.94M
CUBE icon
1542
CubeSmart
CUBE
$9.62B
$5.28M 0.01%
184,064
+25,842
+16% +$759K
VRNT
1543
DELISTED
Verint Systems
VRNT
$5.28M 0.01%
244,967
+4,537
+2% +$104K
BERY
1544
DELISTED
Berry Global Group, Inc.
BERY
$5.27M 0.01%
120,766
+922
+0.8% +$39.4K
NPO icon
1545
Enpro
NPO
$6.63B
$5.27M 0.01%
87,677
+13,394
+18% +$888K
SGI
1546
Somnigroup International
SGI
$15.2B
$5.26M 0.01%
507,908
+44,988
+10% +$539K
ASR icon
1547
Grupo Aeroportuario del Sureste
ASR
$8.14B
$5.25M 0.01%
34,855
-2,775
-7% -$449K
KBH icon
1548
KB Home
KBH
$3.54B
$5.24M 0.01%
274,564
+20,908
+8% +$429K
SCHL icon
1549
Scholastic
SCHL
$766M
$5.24M 0.01%
130,241
+15,029
+13% +$653K
AVNS icon
1550
Avanos Medical
AVNS
$5.23M 0.01%
116,779
-78,345
-40% -$4.1M
60 61
62
63 64

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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.