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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
OSG
2776
DELISTED
Overseas Shipholding Group Inc.
OSG
$638K ﹤0.01%
384,197
-457,040
-54% -$1.16M
WHD icon
2777
Cactus
WHD
$3.69B
$636K ﹤0.01%
23,215
+14,031
+153% +$459K
BSET icon
2778
Bassett Furniture
BSET
$171M
$635K ﹤0.01%
31,687
+2,493
+9% +$50.5K
KNSA icon
2779
Kiniksa Pharmaceuticals
KNSA
$6.11B
$634K ﹤0.01%
22,565
-1,357
-6% -$28.3K
ORN icon
2780
Orion Group Holdings
ORN
$485M
$634K ﹤0.01%
147,769
+43,678
+42% +$220K
REI icon
2781
Ring Energy
REI
$287M
$634K ﹤0.01%
124,739
+53,755
+76% +$382K
HZO icon
2782
MarineMax
HZO
$782M
$630K ﹤0.01%
34,432
+6,913
+25% +$144K
DGII icon
2783
Digi International
DGII
$2.53B
$629K ﹤0.01%
62,365
+297
+0.5% +$3.44K
ACIA
2784
DELISTED
Acacia Communications Inc
ACIA
$628K ﹤0.01%
16,515
+2,436
+17% +$98.4K
YORW icon
2785
York Water
YORW
$517M
$626K ﹤0.01%
19,536
-462
-2% -$14.8K
ORC
2786
Orchid Island Capital
ORC
$1.31B
$624K ﹤0.01%
19,527
+3,735
+24% +$124K
PCSB
2787
DELISTED
PCSB Financial Corporation
PCSB
$624K ﹤0.01%
31,894
+4,456
+16% +$87.1K
HRTG icon
2788
Heritage Insurance Holdings
HRTG
$905M
$621K ﹤0.01%
42,156
-14,589
-26% -$217K
BRY
2789
DELISTED
Berry Corp
BRY
$618K ﹤0.01%
+70,600
New +$948K
CCRN
2790
DELISTED
Cross Country Healthcare
CCRN
$617K ﹤0.01%
84,188
-29
-0% -$243
OSUR icon
2791
OraSure Technologies
OSUR
$277M
$614K ﹤0.01%
52,543
-9,512
-15% -$126K
SCTL
2792
DELISTED
Societal CDMO, Inc. Common Stock
SCTL
$613K ﹤0.01%
96,316
+320
+0.3% +$2K
ALDR
2793
DELISTED
Alder Biopharmaceuticals
ALDR
$612K ﹤0.01%
59,717
-2,622
-4% -$33.6K
AROW icon
2794
Arrow Financial
AROW
$664M
$610K ﹤0.01%
22,067
-1,649
-7% -$49K
OSBC icon
2795
Old Second Bancorp
OSBC
$1.3B
$609K ﹤0.01%
46,850
-9,005
-16% -$127K
AVP
2796
DELISTED
Avon Products, Inc.
AVP
$608K ﹤0.01%
400,242
-56,098
-12% -$107K
UCFC
2797
DELISTED
United Community Financial Corp
UCFC
$607K ﹤0.01%
68,552
-3,386
-5% -$31.1K
WRD
2798
DELISTED
WildHorse Resource Development
WRD
$604K ﹤0.01%
42,774
-2,115
-5% -$41.7K
ONCE
2799
DELISTED
Spark Therapeutics, Inc. Common Stock
ONCE
$599K ﹤0.01%
15,298
+4,994
+48% +$217K
FRGI
2800
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
$597K ﹤0.01%
38,494
-5,496
-12% -$120K
110 111
112
113 114

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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.