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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
LILAK icon
2651
Liberty Latin America Class C
LILAK
$1.65B
$881K ﹤0.01%
70,667
+6,831
+11% +$105K
ZG icon
2652
Zillow
ZG
$7.74B
$881K ﹤0.01%
28,040
-30,934
-52% -$1.09M
CMCO icon
2653
Columbus McKinnon
CMCO
$467M
$879K ﹤0.01%
29,158
+5,924
+25% +$201K
PXF icon
2654
Invesco FTSE RAFI Developed Markets ex-US ETF
PXF
$2.83B
$867K ﹤0.01%
+23,100
New +$922K
THR
2655
DELISTED
Thermon Group Holdings
THR
$865K ﹤0.01%
42,638
+1,374
+3% +$31K
BMTC
2656
DELISTED
Bryn Mawr Bank Corp
BMTC
$865K ﹤0.01%
25,145
-977
-4% -$38.6K
OMN
2657
DELISTED
OMNOVA Solutions Inc.
OMN
$865K ﹤0.01%
118,059
+9,235
+8% +$74.4K
SYBT icon
2658
Stock Yards Bancorp
SYBT
$2.52B
$860K ﹤0.01%
26,205
-17,686
-40% -$564K
RPD icon
2659
Rapid7
RPD
$642M
$859K ﹤0.01%
27,582
-2,713
-9% -$88.8K
ZVO
2660
DELISTED
Zovio Inc. Common Stock
ZVO
$859K ﹤0.01%
122,493
+12,138
+11% +$104K
IGD
2661
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$510M
$858K ﹤0.01%
146,401
-95,785
-40% -$625K
APPF icon
2662
AppFolio
APPF
$6.31B
$855K ﹤0.01%
14,441
-10,087
-41% -$612K
BKT icon
2663
BlackRock Income Trust
BKT
$332M
$855K ﹤0.01%
50,542
-11,788
-19% -$200K
ESTC icon
2664
Elastic
ESTC
$6.46B
$854K ﹤0.01%
+11,949
New +$810K
LGTY
2665
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
$852K ﹤0.01%
81,501
+3,687
+5% +$40.7K
SPOT icon
2666
Spotify
SPOT
$105B
$851K ﹤0.01%
7,495
-55
-0.7% -$7.69K
FOLD
2667
DELISTED
Amicus Therapeutics
FOLD
$844K ﹤0.01%
88,101
+7,856
+10% +$86.4K
WASH icon
2668
Washington Trust Bancorp
WASH
$754M
$844K ﹤0.01%
17,749
+281
+2% +$14.4K
BJ icon
2669
BJs Wholesale Club
BJ
$12.4B
$843K ﹤0.01%
38,035
+9,996
+36% +$230K
DBD
2670
DELISTED
Diebold Nixdorf Incorporated
DBD
$842K ﹤0.01%
338,346
+106,543
+46% +$382K
IIPR icon
2671
Innovative Industrial Properties
IIPR
$1.76B
$839K ﹤0.01%
18,493
-892
-5% -$40.9K
DFRG
2672
DELISTED
Del Frisco's Restaurant Group, Inc. Common Stock
DFRG
$836K ﹤0.01%
116,973
-101,541
-46% -$719K
AMSC icon
2673
American Superconductor
AMSC
$1.39B
$835K ﹤0.01%
+74,884
New +$640K
BNED icon
2674
Barnes & Noble Education
BNED
$451M
$831K ﹤0.01%
2,071
-982
-32% -$547K
CALX icon
2675
Calix
CALX
$2.34B
$831K ﹤0.01%
85,221
+39,041
+85% +$340K
105 106
107
108 109

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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.