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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
ORBC
2201
DELISTED
ORBCOMM, Inc.
ORBC
$2.11M ﹤0.01%
255,969
+194,034
+313% +$1.81M
NIHD
2202
DELISTED
NII Holdings, Inc. Common Stock
NIHD
$2.11M ﹤0.01%
478,656
+168,798
+54% +$934K
FRO icon
2203
Frontline
FRO
$8.57B
$2.11M ﹤0.01%
381,022
+70,413
+23% +$460K
NBHC icon
2204
National Bank Holdings
NBHC
$1.9B
$2.11M ﹤0.01%
68,221
-4,158
-6% -$144K
FFG
2205
DELISTED
FBL Financial Group
FFG
$2.1M ﹤0.01%
31,939
+1,295
+4% +$90.7K
WSFS icon
2206
WSFS Financial
WSFS
$4.17B
$2.09M ﹤0.01%
55,102
-3,070
-5% -$129K
FND icon
2207
Floor & Decor
FND
$5.99B
$2.09M ﹤0.01%
80,550
+49,313
+158% +$1.44M
SBSI icon
2208
Southside Bancshares
SBSI
$966M
$2.08M ﹤0.01%
65,658
+1,593
+2% +$51.8K
TDOC icon
2209
Teladoc Health
TDOC
$1.66B
$2.08M ﹤0.01%
41,990
-29,320
-41% -$1.79M
AXIA
2210
AXIA Energia
AXIA
$22.9B
$2.08M ﹤0.01%
413,342
-9,058
-2% -$43.1K
CDE icon
2211
Coeur Mining
CDE
$14.6B
$2.07M ﹤0.01%
463,815
+106,107
+30% +$501K
QTWO icon
2212
Q2 Holdings
QTWO
$3.81B
$2.07M ﹤0.01%
41,791
-22,509
-35% -$1.15M
FIT
2213
DELISTED
Fitbit, Inc. Class A common stock
FIT
$2.07M ﹤0.01%
416,703
+67,902
+19% +$350K
LTXB
2214
DELISTED
LegacyTexas Financial Group Inc
LTXB
$2.07M ﹤0.01%
64,380
-8,960
-12% -$342K
SPHD icon
2215
Invesco S&P 500 High Dividend Low Volatility ETF
SPHD
$3.43B
$2.06M ﹤0.01%
+54,033
New +$2.18M
I
2216
DELISTED
INTELSAT S. A.
I
$2.06M ﹤0.01%
96,485
+21,901
+29% +$592K
MSGN
2217
DELISTED
MSG Networks Inc.
MSGN
$2.06M ﹤0.01%
87,583
+3,728
+4% +$95.2K
UNT
2218
DELISTED
UNIT Corporation
UNT
$2.06M ﹤0.01%
144,451
-214
-0.1% -$4.62K
BZH icon
2219
Beazer Homes USA
BZH
$889M
$2.06M ﹤0.01%
217,341
-17,037
-7% -$169K
ECPG icon
2220
Encore Capital Group
ECPG
$2.06B
$2.05M ﹤0.01%
87,239
+15,420
+21% +$414K
MHO icon
2221
M/I Homes
MHO
$3.93B
$2.05M ﹤0.01%
97,352
+1,587
+2% +$36.6K
NSLR
2222
Neostellar Capital Corp
NSLR
$260M
$2.04M ﹤0.01%
465,793
– –
LPSN icon
2223
LivePerson
LPSN
$22.4M
$2.03M ﹤0.01%
7,190
-4,347
-38% -$1.34M
EBIX
2224
DELISTED
Ebix Inc
EBIX
$2.03M ﹤0.01%
47,752
+8,184
+21% +$436K
LAUR icon
2225
Laureate Education
LAUR
$5.37B
$2.03M ﹤0.01%
133,174
+5,061
+4% +$75.8K
87 88
89
90 91

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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.