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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
LORL
2826
DELISTED
Loral Space and Communications, Inc.
LORL
$560K ﹤0.01%
15,025
+1,601
+12% +$68.8K
KEYW
2827
DELISTED
The KEYW Holding Corporation
KEYW
$559K ﹤0.01%
83,498
-15,136
-15% -$128K
JOUT icon
2828
Johnson Outdoors
JOUT
$502M
$557K ﹤0.01%
9,485
-7,681
-45% -$550K
VNOM icon
2829
Viper Energy
VNOM
$8.31B
$557K ﹤0.01%
21,373
+13,886
+185% +$455K
WIN
2830
DELISTED
Windstream Holdings Inc
WIN
$557K ﹤0.01%
266,468
-122,165
-31% -$455K
SNDR icon
2831
Schneider National
SNDR
$6.41B
$556K ﹤0.01%
+29,778
New +$639K
VGSH icon
2832
Vanguard Short-Term Treasury ETF
VGSH
$29.3B
$555K ﹤0.01%
9,236
+40
+0.4% +$2.39K
SENEA icon
2833
Seneca Foods Class A
SENEA
$1.16B
$551K ﹤0.01%
19,538
-910
-4% -$29K
ATRO icon
2834
Astronics
ATRO
$3.36B
$549K ﹤0.01%
21,618
+4,287
+25% +$113K
GTES icon
2835
Gates Industrial Corporation Ltd.
GTES
$6.69B
$546K ﹤0.01%
41,235
-36,277
-47% -$545K
SEND
2836
DELISTED
SendGrid, Inc.
SEND
$546K ﹤0.01%
+12,647
New +$487K
QHC
2837
DELISTED
Quorum Health Corporation
QHC
$545K ﹤0.01%
188,519
-60,893
-24% -$256K
RNET
2838
DELISTED
RigNet, Inc.
RNET
$544K ﹤0.01%
43,048
-2,230
-5% -$37.1K
KOD icon
2839
Kodiak Sciences
KOD
$2.46B
$543K ﹤0.01%
+76,424
New +$677K
FSCT
2840
DELISTED
ForeScout Technologies, Inc. Common Stock
FSCT
$543K ﹤0.01%
+20,889
New +$579K
JAG
2841
DELISTED
Jagged Peak Energy Inc.
JAG
$543K ﹤0.01%
59,561
+28,273
+90% +$339K
FG
2842
DELISTED
FGL Holdings Ordinary Shares
FG
$542K ﹤0.01%
81,346
+34,596
+74% +$269K
IBB icon
2843
iShares Biotechnology ETF
IBB
$9.51B
$541K ﹤0.01%
5,609
+246
+5% +$26.1K
KA
2844
DELISTED
Kineta, Inc. Common Stock
KA
$541K ﹤0.01%
1,193
+958
+408% +$649K
ACBI
2845
DELISTED
Atlantic Capital Bancshares, Inc. Common Stock
ACBI
$538K ﹤0.01%
+32,885
New +$541K
LMAT icon
2846
LeMaitre Vascular
LMAT
$2.34B
$533K ﹤0.01%
22,553
-8,194
-27% -$224K
STNG icon
2847
Scorpio Tankers
STNG
$3.95B
$533K ﹤0.01%
30,264
+6,575
+28% +$122K
LSCC icon
2848
Lattice Semiconductor
LSCC
$16.5B
$532K ﹤0.01%
76,839
+35,422
+86% +$239K
TLYS icon
2849
Tilly's
TLYS
$117M
$532K ﹤0.01%
49,005
-91,152
-65% -$1.35M
AVD icon
2850
American Vanguard Corp
AVD
$74.9M
$531K ﹤0.01%
34,959
+6,665
+24% +$110K
112 113
114
115 116

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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.