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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
WVE icon
2501
Wave Life Sciences
WVE
$1.13B
$1.18M ﹤0.01%
28,065
+788
+3% +$35K
NVRO
2502
DELISTED
NEVRO CORP.
NVRO
$1.17M ﹤0.01%
30,132
+72
+0.2% +$3.2K
MYE icon
2503
Myers Industries
MYE
$1.26B
$1.17M ﹤0.01%
77,451
+10,962
+16% +$180K
OPY icon
2504
Oppenheimer Holdings
OPY
$1.2B
$1.17M ﹤0.01%
45,731
-21,166
-32% -$606K
RETA
2505
DELISTED
Reata Pharmaceuticals, Inc. Class A Common Stock
RETA
$1.17M ﹤0.01%
20,769
+955
+5% +$58.3K
EPM icon
2506
Evolution Petroleum
EPM
$131M
$1.16M ﹤0.01%
169,689
+11,948
+8% +$112K
VRTS icon
2507
Virtus Investment Partners
VRTS
$1.14B
$1.16M ﹤0.01%
14,563
+3,480
+31% +$338K
RGNX icon
2508
Regenxbio
RGNX
$615M
$1.16M ﹤0.01%
27,566
-651
-2% -$38.2K
SSYS icon
2509
Stratasys
SSYS
$690M
$1.16M ﹤0.01%
64,167
-33,195
-34% -$694K
XLU icon
2510
State Street Utilities Select Sector SPDR ETF
XLU
$23.4B
$1.16M ﹤0.01%
43,634
-356
-0.8% -$9.67K
LNTH icon
2511
Lantheus
LNTH
$6.68B
$1.15M ﹤0.01%
73,651
-56,832
-44% -$870K
AXGN icon
2512
Axogen
AXGN
$2.19B
$1.15M ﹤0.01%
56,303
+13,877
+33% +$434K
TPCO
2513
DELISTED
Tribune Publishing Company Common Stock
TPCO
$1.15M ﹤0.01%
101,326
+31,965
+46% +$463K
ETJ
2514
Eaton Vance Risk-Managed Diversified Equity Income Fund
ETJ
$563M
$1.15M ﹤0.01%
141,328
-70,094
-33% -$641K
WGO icon
2515
Winnebago Industries
WGO
$908M
$1.15M ﹤0.01%
47,389
-19,866
-30% -$527K
ACH
2516
DELISTED
Alum Corp of China Ltd
ACH
$1.14M ﹤0.01%
145,903
-111,072
-43% -$1.04M
IWO icon
2517
iShares Russell 2000 Growth ETF
IWO
$14.4B
$1.14M ﹤0.01%
6,782
-698
-9% -$130K
PEGA icon
2518
Pegasystems
PEGA
$4.85B
$1.14M ﹤0.01%
47,554
-18,194
-28% -$477K
BOOT icon
2519
Boot Barn
BOOT
$4.81B
$1.14M ﹤0.01%
66,677
-3,127
-4% -$71.9K
ELAN icon
2520
Elanco Animal Health
ELAN
$12.7B
$1.13M ﹤0.01%
+35,940
New +$1.18M
MTUS icon
2521
Metallus
MTUS
$879M
$1.13M ﹤0.01%
129,368
-5,792
-4% -$66.5K
VNE
2522
DELISTED
Veoneer, Inc.
VNE
$1.13M ﹤0.01%
47,997
-33,570
-41% -$1.18M
ATEX icon
2523
Anterix
ATEX
$1.78B
$1.13M ﹤0.01%
30,202
+18,786
+165% +$734K
SEB icon
2524
Seaboard Corp
SEB
$4.36B
$1.13M ﹤0.01%
319
+111
+53% +$409K
FIZZ icon
2525
National Beverage
FIZZ
$3.05B
$1.13M ﹤0.01%
31,434
-11,830
-27% -$545K
99 100
101
102 103

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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.