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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
GOOS
2926
Canada Goose Holdings
GOOS
$884M
$439K ﹤0.01%
10,033
-34,404
-77% -$1.92M
OMER icon
2927
Omeros
OMER
$801M
$435K ﹤0.01%
39,072
+11,670
+43% +$164K
PFBC icon
2928
Preferred Bank
PFBC
$1.26B
$435K ﹤0.01%
10,030
+6,101
+155% +$312K
ROKU icon
2929
Roku
ROKU
$21.3B
$435K ﹤0.01%
14,209
-20,727
-59% -$977K
SBOW
2930
DELISTED
SilverBow Resources, Inc.
SBOW
$434K ﹤0.01%
18,362
+2,099
+13% +$54.1K
BKCC
2931
DELISTED
BlackRock Capital Investment Corporation
BKCC
$434K ﹤0.01%
81,994
– –
NC icon
2932
NACCO Industries
NC
$359M
$429K ﹤0.01%
12,660
-61
-0.5% -$2.01K
TALO icon
2933
Talos Energy
TALO
$2.34B
$427K ﹤0.01%
26,183
+3,208
+14% +$75.8K
ALCO icon
2934
Alico
ALCO
$286M
$424K ﹤0.01%
14,378
+1,483
+12% +$48.6K
HOLI
2935
DELISTED
Hollsys Automation Technologies INTERNATIONAL, LTD. COMMON (British Virgin Island)
HOLI
$424K ﹤0.01%
24,192
+3,691
+18% +$70.4K
TA
2936
DELISTED
TravelCenters of America LLC
TA
$423K ﹤0.01%
22,497
– –
KBAL
2937
DELISTED
Kimball International
KBAL
$422K ﹤0.01%
29,712
-34,727
-54% -$543K
IBTX
2938
DELISTED
Independent Bank Group, Inc.
IBTX
$422K ﹤0.01%
9,219
-2,721
-23% -$155K
TBNK
2939
DELISTED
Territorial Bancorp Inc.
TBNK
$420K ﹤0.01%
16,167
-3,681
-19% -$102K
PCYO icon
2940
Pure Cycle
PCYO
$265M
$419K ﹤0.01%
42,205
+11,925
+39% +$121K
ERF
2941
DELISTED
Enerplus Corporation
ERF
$419K ﹤0.01%
54,056
-6,254
-10% -$60.9K
EARN
2942
Ellington Residential Mortgage REIT
EARN
$167M
$418K ﹤0.01%
40,906
-6,230
-13% -$67.4K
ZGNX
2943
DELISTED
Zogenix, Inc.
ZGNX
$418K ﹤0.01%
11,459
-18,428
-62% -$754K
QUOT
2944
DELISTED
Quotient Technology Inc
QUOT
$416K ﹤0.01%
38,923
+12,629
+48% +$158K
MEN
2945
DELISTED
Blackrock Muni Enhanced Fund, Inc.
MEN
$415K ﹤0.01%
41,944
-29,842
-42% -$294K
TSC
2946
DELISTED
TriState Capital Holdings, Inc.
TSC
$414K ﹤0.01%
21,262
-9,263
-30% -$225K
CSS
2947
DELISTED
CSS Industries, Inc.
CSS
$413K ﹤0.01%
46,016
-6,239
-12% -$75.2K
PCMI
2948
DELISTED
PCM, Inc
PCMI
$413K ﹤0.01%
23,429
+5,915
+34% +$108K
NYRT
2949
DELISTED
New York REIT, Inc.
NYRT
$411K ﹤0.01%
28,956
+1,101
+4% +$17K
TRVG
2950
trivago
TRVG
$391M
$409K ﹤0.01%
14,535
+6,837
+89% +$203K
116 117
118
119 120

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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.