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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
CDXS icon
2551
Codexis
CDXS
$161M
$1.08M ﹤0.01%
64,654
+44,541
+221% +$769K
UBNK
2552
DELISTED
United Financial Bancorp, Inc.
UBNK
$1.08M ﹤0.01%
73,435
-104,911
-59% -$1.66M
GSAH.U
2553
DELISTED
GS Acquisition Holdings Corp. Units, each consisting of one share of Class A common stock and one-th
GSAH.U
$1.08M ﹤0.01%
105,000
+27,000
+35% +$279K
FHB icon
2554
First Hawaiian
FHB
$3.42B
$1.07M ﹤0.01%
47,731
+1,913
+4% +$47.3K
BMA icon
2555
Banco Macro
BMA
$5.81B
$1.07M ﹤0.01%
24,142
-2,031
-8% -$85.5K
PRIM icon
2556
Primoris Services
PRIM
$4.28B
$1.06M ﹤0.01%
55,619
+7,590
+16% +$170K
TRTX
2557
TPG RE Finance Trust
TRTX
$660M
$1.06M ﹤0.01%
58,066
+38,309
+194% +$750K
TBHC
2558
DELISTED
The Brand House Collective
TBHC
$1.06M ﹤0.01%
111,089
+7,595
+7% +$73.8K
RVNC
2559
DELISTED
Revance Therapeutics, Inc.
RVNC
$1.06M ﹤0.01%
52,618
+5,784
+12% +$127K
BPMC
2560
DELISTED
Blueprint Medicines
BPMC
$1.05M ﹤0.01%
19,563
-16,243
-45% -$987K
EEMS icon
2561
iShares MSCI Emerging Markets Small-Cap ETF
EEMS
$350M
$1.05M ﹤0.01%
25,239
-1,740
-6% -$74.2K
VCO
2562
DELISTED
Vina Concha Y Toro 50 Shrs
VCO
$1.05M ﹤0.01%
26,701
– –
CIO
2563
DELISTED
City Office REIT
CIO
$1.05M ﹤0.01%
102,652
-201,915
-66% -$2.26M
TGH
2564
DELISTED
Textainer Group Holdings limited
TGH
$1.05M ﹤0.01%
105,662
+1,376
+1% +$15.3K
FBNC icon
2565
First Bancorp
FBNC
$2.66B
$1.05M ﹤0.01%
32,172
-3,525
-10% -$132K
GBDC icon
2566
Golub Capital BDC
GBDC
$3.38B
$1.05M ﹤0.01%
65,076
+16,467
+34% +$293K
PATK icon
2567
Patrick Industries
PATK
$2.91B
$1.05M ﹤0.01%
53,097
-8,384
-14% -$238K
SGMO
2568
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
$1.05M ﹤0.01%
91,233
-19,118
-17% -$237K
CLS icon
2569
Celestica
CLS
$40.3B
$1.04M ﹤0.01%
119,112
+7,281
+7% +$72.9K
ANIP icon
2570
ANI Pharmaceuticals
ANIP
$1.84B
$1.04M ﹤0.01%
23,185
+2,541
+12% +$133K
FOF icon
2571
Cohen & Steers Closed End Opportunity Fund
FOF
$374M
$1.04M ﹤0.01%
93,789
+61,059
+187% +$711K
VLGEA icon
2572
Village Super Market
VLGEA
$645M
$1.04M ﹤0.01%
38,910
-10,087
-21% -$263K
CWH icon
2573
Camping World
CWH
$399M
$1.04M ﹤0.01%
90,294
+10,148
+13% +$180K
CMRX
2574
DELISTED
Chimerix, Inc.
CMRX
$1.03M ﹤0.01%
401,805
+170,218
+74% +$570K
COHU icon
2575
Cohu
COHU
$2B
$1.03M ﹤0.01%
64,196
+5,887
+10% +$112K
101 102
103
104 105

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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.