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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
WAIR
2476
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
$1.25M ﹤0.01%
158,590
+2,453
+2% +$24.2K
DLPH
2477
DELISTED
Delphi Technologies PLC Ordinary Shares
DLPH
$1.25M ﹤0.01%
87,458
-63,994
-42% -$1.25M
BNCL
2478
DELISTED
Beneficial Bancorp, Inc.
BNCL
$1.24M ﹤0.01%
86,973
-33,139
-28% -$513K
OPP
2479
RiverNorth/DoubleLine Strategic Opportunity Fund
OPP
$190M
$1.24M ﹤0.01%
77,167
-5,877
-7% -$94.1K
NPTN
2480
DELISTED
NEOPHOTONICS CORP
NPTN
$1.24M ﹤0.01%
190,821
+72,717
+62% +$556K
CHUY
2481
DELISTED
Chuy's Holdings, Inc. Common Stock
CHUY
$1.23M ﹤0.01%
69,350
+30,371
+78% +$685K
BBAR icon
2482
BBVA Argentina
BBAR
$3.85B
$1.22M ﹤0.01%
107,941
+32,916
+44% +$372K
AEGN
2483
DELISTED
Aegion Corp
AEGN
$1.22M ﹤0.01%
74,887
-149,018
-67% -$2.98M
GEOS icon
2484
Geospace Technologies
GEOS
$88.4M
$1.22M ﹤0.01%
118,073
-6,920
-6% -$92.6K
FISI icon
2485
Financial Institutions
FISI
$830M
$1.22M ﹤0.01%
47,262
-54,763
-54% -$1.55M
BHR
2486
Braemar Hotels & Resorts
BHR
$160M
$1.21M ﹤0.01%
137,130
+35,048
+34% +$349K
CWI icon
2487
State Street SPDR MSCI ACWI ex-US ETF
CWI
$2.73B
$1.21M ﹤0.01%
55,218
– –
HEFA icon
2488
iShares Currency Hedged MSCI EAFE ETF
HEFA
$7.51B
$1.21M ﹤0.01%
+46,700
New +$1.3M
VRA icon
2489
Vera Bradley
VRA
$104M
$1.2M ﹤0.01%
140,531
-89,773
-39% -$1.05M
BCX icon
2490
BlackRock Resources & Commodities Strategy Trust
BCX
$891M
$1.2M ﹤0.01%
170,201
+85,437
+101% +$675K
PEBO icon
2491
Peoples Bancorp
PEBO
$1.52B
$1.2M ﹤0.01%
39,879
-18,016
-31% -$600K
HALO icon
2492
Halozyme
HALO
$9.9B
$1.2M ﹤0.01%
81,793
+44,241
+118% +$706K
CTWS
2493
DELISTED
Connecticut Water Service Inc
CTWS
$1.19M ﹤0.01%
17,840
-2,516
-12% -$173K
TRUE
2494
DELISTED
TrueCar
TRUE
$1.19M ﹤0.01%
131,548
+19,959
+18% +$216K
LKFN icon
2495
Lakeland Financial Corp
LKFN
$1.58B
$1.19M ﹤0.01%
29,648
+759
+3% +$33K
HLI icon
2496
Houlihan Lokey
HLI
$10.2B
$1.19M ﹤0.01%
32,334
-9,645
-23% -$393K
TIP icon
2497
iShares TIPS Bond ETF
TIP
$14.5B
$1.19M ﹤0.01%
10,839
-134
-1% -$14.6K
VCYT icon
2498
Veracyte
VCYT
$4.44B
$1.19M ﹤0.01%
+94,387
New +$1.12M
WLFC icon
2499
Willis Lease Finance
WLFC
$1.68B
$1.19M ﹤0.01%
102,921
+7,440
+8% +$88.1K
ONTO icon
2500
Onto Innovation
ONTO
$12B
$1.18M ﹤0.01%
43,176
-11,931
-22% -$368K
98 99
100
101 102

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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.