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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
CHX
1601
DELISTED
ChampionX
CHX
$4.91M ﹤0.01%
181,197
-52,292
-22% -$1.92M
BHK icon
1602
BlackRock Core Bond Trust
BHK
$644M
$4.91M ﹤0.01%
402,088
-52,227
-11% -$642K
AEIS icon
1603
Advanced Energy
AEIS
$10.2B
$4.89M ﹤0.01%
114,014
+31,030
+37% +$1.38M
FTR
1604
DELISTED
Frontier Communications Corp.
FTR
$4.89M ﹤0.01%
2,056,489
+536,464
+35% +$2.27M
RDC
1605
DELISTED
Rowan Companies Plc
RDC
$4.89M ﹤0.01%
583,055
+71,800
+14% +$1.06M
EPC icon
1606
Edgewell Personal Care
EPC
$1.31B
$4.89M ﹤0.01%
130,923
-75,543
-37% -$3.3M
KELYA icon
1607
Kelly Services Class A
KELYA
$562M
$4.88M ﹤0.01%
238,517
+41,205
+21% +$917K
DOC
1608
DELISTED
PHYSICIANS REALTY TRUST
DOC
$4.88M ﹤0.01%
304,727
+8,394
+3% +$141K
PRFT
1609
DELISTED
Perficient Inc
PRFT
$4.88M ﹤0.01%
219,333
-36,883
-14% -$905K
CHGG icon
1610
Chegg
CHGG
$119M
$4.88M ﹤0.01%
171,590
-20,103
-10% -$541K
AGS
1611
DELISTED
PlayAGS
AGS
$4.87M ﹤0.01%
211,827
+7,357
+4% +$175K
ATH
1612
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
$4.87M ﹤0.01%
122,216
+30,335
+33% +$1.37M
APAM icon
1613
Artisan Partners
APAM
$2.91B
$4.85M ﹤0.01%
219,455
+588
+0.3% +$15.7K
FLOW
1614
DELISTED
SPX FLOW, Inc.
FLOW
$4.85M ﹤0.01%
159,463
+1,358
+0.9% +$51.2K
BID
1615
DELISTED
Sotheby's
BID
$4.82M ﹤0.01%
121,329
+10,922
+10% +$445K
THO icon
1616
Thor Industries
THO
$4.04B
$4.81M ﹤0.01%
92,569
-14,101
-13% -$955K
WIFI
1617
DELISTED
Boingo Wireless, Inc.
WIFI
$4.81M ﹤0.01%
233,984
-81,374
-26% -$2.17M
CHSP
1618
DELISTED
Chesapeake Lodging Trust
CHSP
$4.81M ﹤0.01%
197,562
+43,285
+28% +$1.25M
VISN
1619
Vistance Networks Inc
VISN
$2.61B
$4.79M ﹤0.01%
292,527
+91,337
+45% +$1.94M
EIG icon
1620
Employers Holdings
EIG
$910M
$4.79M ﹤0.01%
114,195
-13,949
-11% -$612K
BIT icon
1621
BlackRock Multi-Sector Income Trust
BIT
$693M
$4.79M ﹤0.01%
311,914
-128,574
-29% -$2.09M
TMHC
1622
DELISTED
Taylor Morrison
TMHC
$4.78M ﹤0.01%
300,478
+48,335
+19% +$789K
TSRO
1623
DELISTED
TESARO, Inc.
TSRO
$4.77M ﹤0.01%
64,206
-14,767
-19% -$710K
NBTB icon
1624
NBT Bancorp
NBTB
$2.83B
$4.76M ﹤0.01%
137,672
+4,811
+4% +$177K
SAIC icon
1625
Saic
SAIC
$5.08B
$4.76M ﹤0.01%
74,721
-7,103
-9% -$495K
63 64
65
66 67

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MCM
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PSUF
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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.