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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
TBCH
2876
Turtle Beach Corp
TBCH
$257M
$503K ﹤0.01%
35,261
+11,009
+45% +$189K
ELF icon
2877
e.l.f. Beauty
ELF
$4.91B
$501K ﹤0.01%
57,807
+40,216
+229% +$454K
MGPI icon
2878
MGP Ingredients
MGPI
$400M
$501K ﹤0.01%
8,774
-2,159
-20% -$146K
FSB
2879
DELISTED
Franklin Financial Network, Inc.
FSB
$500K ﹤0.01%
18,963
+2,401
+14% +$79.5K
BXC icon
2880
BlueLinx
BXC
$468M
$492K ﹤0.01%
19,904
+12,588
+172% +$309K
PI icon
2881
Impinj
PI
$4.07B
$492K ﹤0.01%
33,822
+25,556
+309% +$501K
OMAB icon
2882
Grupo Aeroportuario Centro Norte
OMAB
$5.22B
$489K ﹤0.01%
12,863
-199
-2% -$8.5K
XERS icon
2883
Xeris Biopharma Holdings
XERS
$1.42B
$489K ﹤0.01%
28,762
-1,161
-4% -$23.3K
FLY
2884
DELISTED
Fly Leasing Limited
FLY
$486K ﹤0.01%
46,055
+16,691
+57% +$213K
IHC
2885
DELISTED
Independence Holding Company
IHC
$484K ﹤0.01%
13,746
-873
-6% -$32.3K
MEET
2886
DELISTED
The Meet Group, Inc. Common Stock
MEET
$483K ﹤0.01%
104,422
-8,833
-8% -$37.7K
PCW
2887
DELISTED
PCCW LIMITED ADS (10 ORD) (NEW)
PCW
$482K ﹤0.01%
84,716
-4,923
-5% -$28K
MGNI icon
2888
Magnite
MGNI
$2.8B
$481K ﹤0.01%
128,872
+20,422
+19% +$78K
MUE
2889
DELISTED
BlackRock MuniHoldings Quality Fund II
MUE
$480K ﹤0.01%
41,842
-40,101
-49% -$466K
CLDR
2890
DELISTED
Cloudera, Inc.
CLDR
$480K ﹤0.01%
43,417
-14,766
-25% -$196K
GWPH
2891
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
$480K ﹤0.01%
4,924
+502
+11% +$65.9K
CO
2892
DELISTED
Global Cord Blood Corporation
CO
$479K ﹤0.01%
74,261
-10,668
-13% -$68.2K
ASUR icon
2893
Asure Software
ASUR
$235M
$478K ﹤0.01%
94,177
+45,316
+93% +$373K
GIC icon
2894
Global Industrial
GIC
$1.39B
$473K ﹤0.01%
19,794
-19,657
-50% -$557K
FNLC icon
2895
First Bancorp
FNLC
$399M
$472K ﹤0.01%
17,946
-1,219
-6% -$33.8K
MRSN
2896
DELISTED
Mersana Therapeutics
MRSN
$472K ﹤0.01%
4,623
+2,038
+79% +$322K
PDFS icon
2897
PDF Solutions
PDFS
$1.87B
$470K ﹤0.01%
55,796
+5,569
+11% +$47.2K
STEW
2898
SRH Total Return Fund
STEW
$1.79B
$467K ﹤0.01%
44,755
+11,847
+36% +$126K
TFIN icon
2899
Triumph Financial Inc
TFIN
$1.81B
$467K ﹤0.01%
15,734
-9,985
-39% -$352K
AXDX
2900
DELISTED
Accelerate Diagnostics
AXDX
$466K ﹤0.01%
4,052
+533
+15% +$79K
114 115
116
117 118

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MCM
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PSUF
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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.