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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
BLUE
2051
DELISTED
bluebird bio
BLUE
$2.62M ﹤0.01%
2,040
+23
+1% +$35.3K
ALKS icon
2052
Alkermes
ALKS
$8.11B
$2.62M ﹤0.01%
88,770
-1,627
-2% -$60K
HIBB
2053
DELISTED
Hibbett, Inc. Common Stock
HIBB
$2.62M ﹤0.01%
183,186
-121,054
-40% -$2.06M
VSAT icon
2054
Viasat
VSAT
$9.67B
$2.62M ﹤0.01%
44,416
-20,536
-32% -$1.33M
BRW
2055
Saba Capital Income & Opportunities Fund
BRW
$335M
$2.61M ﹤0.01%
+290,918
New +$2.77M
SP
2056
DELISTED
SP Plus Corporation
SP
$2.61M ﹤0.01%
88,357
-68,603
-44% -$2.13M
HUBG icon
2057
HUB Group
HUBG
$2.92B
$2.61M ﹤0.01%
140,596
+25,970
+23% +$557K
BYM
2058
DELISTED
BlackRock Municipal Income Quality Trust
BYM
$2.6M ﹤0.01%
208,237
+77,509
+59% +$966K
PEN icon
2059
Penumbra
PEN
$12.6B
$2.6M ﹤0.01%
21,266
+3,931
+23% +$526K
ACRE
2060
Ares Commercial Real Estate
ACRE
$247M
$2.59M ﹤0.01%
198,782
+36,377
+22% +$509K
FSS icon
2061
Federal Signal
FSS
$6.82B
$2.59M ﹤0.01%
130,091
+4,096
+3% +$93.3K
MOV icon
2062
Movado Group
MOV
$840M
$2.59M ﹤0.01%
81,819
+9,153
+13% +$338K
VONG icon
2063
Vanguard Russell 1000 Growth ETF
VONG
$41.2B
$2.59M ﹤0.01%
76,932
-38,464
-33% -$1.39M
SAFE
2064
Safehold
SAFE
$1.17B
$2.59M ﹤0.01%
57,925
-16,716
-22% -$846K
MTSC
2065
DELISTED
MTS Systems Corp
MTSC
$2.58M ﹤0.01%
64,377
+10,433
+19% +$503K
UHT
2066
Universal Health Realty Income Trust
UHT
$621M
$2.58M ﹤0.01%
42,073
+4,720
+13% +$320K
QDEL icon
2067
QuidelOrtho
QDEL
$1.13B
$2.58M ﹤0.01%
52,768
-10,112
-16% -$604K
ARCH
2068
DELISTED
Arch Resources, Inc.
ARCH
$2.57M ﹤0.01%
31,013
-2,080
-6% -$185K
AWP
2069
abrdn Global Premier Properties Fund
AWP
$376M
$2.57M ﹤0.01%
172,013
-22,035
-11% -$362K
AY
2070
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
$2.57M ﹤0.01%
131,046
+30,726
+31% +$609K
AMSF icon
2071
AMERISAFE
AMSF
$562M
$2.56M ﹤0.01%
45,110
+6,313
+16% +$394K
SWCH
2072
DELISTED
Switch, Inc. Class A Common Stock
SWCH
$2.56M ﹤0.01%
365,323
+70,089
+24% +$584K
PDCE
2073
DELISTED
PDC Energy, Inc.
PDCE
$2.56M ﹤0.01%
85,884
-29,265
-25% -$1.18M
EFII
2074
DELISTED
Electronics for Imaging
EFII
$2.55M ﹤0.01%
102,928
-17,443
-14% -$503K
CBZ icon
2075
CBIZ
CBZ
$2.95B
$2.55M ﹤0.01%
129,485
-27,418
-17% -$586K
81 82
83
84 85

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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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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.