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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
DAKT icon
2751
Daktronics
DAKT
$953M
$672K ﹤0.01%
90,800
+43,416
+92% +$338K
HCM icon
2752
HUTCHMED
HCM
$1.93B
$670K ﹤0.01%
+29,028
New +$902K
WHG icon
2753
Westwood Holdings Group
WHG
$187M
$669K ﹤0.01%
19,676
+9,037
+85% +$371K
IMPV
2754
DELISTED
Imperva, Inc.
IMPV
$669K ﹤0.01%
12,007
+1,100
+10% +$59.7K
CZNC icon
2755
Citizens & Northern Corp
CZNC
$450M
$668K ﹤0.01%
25,272
-834
-3% -$21.6K
GPRO icon
2756
GoPro
GPRO
$125M
$667K ﹤0.01%
157,309
-14,422
-8% -$80.7K
IDT icon
2757
IDT Corp
IDT
$1.69B
$665K ﹤0.01%
107,439
+33,792
+46% +$241K
PYX
2758
DELISTED
Pyxus International, Inc.
PYX
$664K ﹤0.01%
55,977
+20,058
+56% +$420K
PIM
2759
Franklin Master Intermediate Income Trust
PIM
$149M
$663K ﹤0.01%
156,060
-10,094
-6% -$44.5K
SRCE icon
2760
1st Source
SRCE
$2.18B
$662K ﹤0.01%
16,421
-28,469
-63% -$1.33M
PRMW
2761
DELISTED
Primo Water Corporation
PRMW
$661K ﹤0.01%
47,407
+12,804
+37% +$188K
EBSB
2762
DELISTED
Meridian Bancorp, Inc.
EBSB
$660K ﹤0.01%
46,107
+19,970
+76% +$315K
NNBR icon
2763
NN Inc
NNBR
$261M
$656K ﹤0.01%
97,717
+79,896
+448% +$767K
PFF icon
2764
iShares Preferred and Income Securities ETF
PFF
$13.2B
$656K ﹤0.01%
+19,172
New +$679K
DHT icon
2765
DHT Holdings
DHT
$2.99B
$655K ﹤0.01%
167,087
+12,355
+8% +$57.3K
LQDA icon
2766
Liquidia Corp
LQDA
$7.72B
$655K ﹤0.01%
30,239
-2,326
-7% -$54.4K
TSEM icon
2767
Tower Semiconductor
TSEM
$22.9B
$653K ﹤0.01%
44,282
-1,725
-4% -$28.7K
GASS icon
2768
StealthGas
GASS
$329M
$652K ﹤0.01%
236,284
-2,400
-1% -$8.04K
AQUA
2769
DELISTED
Evoqua Water Technologies Corp. Common Stock
AQUA
$652K ﹤0.01%
+67,883
New +$783K
ECOM
2770
DELISTED
CHANNELADVISOR CORPORATION
ECOM
$649K ﹤0.01%
57,200
-5,925
-9% -$66.5K
BBSI icon
2771
Barrett Business Services
BBSI
$1.01B
$648K ﹤0.01%
45,284
+32,052
+242% +$518K
OSPN icon
2772
OneSpan
OSPN
$572M
$645K ﹤0.01%
49,841
+980
+2% +$15.9K
ARWR icon
2773
Arrowhead Research
ARWR
$12.1B
$642K ﹤0.01%
51,656
-880
-2% -$12K
AOSL icon
2774
Alpha and Omega Semiconductor
AOSL
$863M
$638K ﹤0.01%
62,629
-2,976
-5% -$30.7K
CNOB icon
2775
Center Bancorp
CNOB
$1.66B
$638K ﹤0.01%
34,555
+1,303
+4% +$26.7K
109 110
111
112 113

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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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ACI
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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.