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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
STRL icon
3001
Sterling Infrastructure
STRL
$19.5B
$358K ﹤0.01%
32,841
+3,311
+11% +$40.3K
SIEN
3002
DELISTED
Sientra, Inc.
SIEN
$358K ﹤0.01%
2,813
-9,687
-77% -$1.8M
TLND
3003
DELISTED
Talend S.A. American Depositary Shares
TLND
$357K ﹤0.01%
9,625
+3,582
+59% +$173K
FEM icon
3004
First Trust Emerging Markets AlphaDEX Fund
FEM
$746M
$355K ﹤0.01%
15,570
+1,912
+14% +$44.8K
LDP icon
3005
Cohen & Steers Duration Preferred & Income Fund
LDP
$598M
$354K ﹤0.01%
16,253
-56,668
-78% -$1.26M
FFNW
3006
DELISTED
First Financial Northwest, Inc
FFNW
$354K ﹤0.01%
22,884
+10,663
+87% +$163K
ESTE
3007
DELISTED
Earthstone Energy Inc. Class A Common Stock
ESTE
$354K ﹤0.01%
78,396
+422
+0.5% +$3.19K
RLGT icon
3008
Radiant Logistics
RLGT
$415M
$353K ﹤0.01%
83,008
+64,329
+344% +$338K
BFX
3009
DELISTED
BowFlex Inc.
BFX
$351K ﹤0.01%
32,165
-61,831
-66% -$773K
VTV icon
3010
Vanguard Value ETF
VTV
$189B
$350K ﹤0.01%
+3,572
New +$376K
AAOI icon
3011
Applied Optoelectronics
AAOI
$7.85B
$349K ﹤0.01%
22,650
+6,751
+42% +$136K
BKN
3012
DELISTED
BlackRock Investment Quality Municipal Trust
BKN
$347K ﹤0.01%
26,278
+349
+1% +$4.57K
AMRC icon
3013
Ameresco
AMRC
$1.12B
$346K ﹤0.01%
24,550
+3,504
+17% +$49.4K
POWL icon
3014
Powell Industries
POWL
$7.99B
$346K ﹤0.01%
41,493
-13,518
-25% -$134K
EVC icon
3015
Entravision Communication
EVC
$1.02B
$342K ﹤0.01%
117,513
-111,101
-49% -$435K
SEI
3016
Solaris Energy Infrastructure
SEI
$3.22B
$341K ﹤0.01%
28,238
-7,169
-20% -$102K
EYE icon
3017
National Vision
EYE
$1.66B
$340K ﹤0.01%
+12,061
New +$459K
CTO
3018
CTO Realty Growth
CTO
$744M
$338K ﹤0.01%
23,707
-3,536
-13% -$55.3K
SPP
3019
DELISTED
SAPPI LTD ADS(RP 1 0RD SH)
SPP
$338K ﹤0.01%
63,126
-428
-0.7% -$2.29K
ESSA
3020
DELISTED
ESSA Bancorp
ESSA
$337K ﹤0.01%
21,614
-1,725
-7% -$27.7K
IYH icon
3021
iShares US Healthcare ETF
IYH
$3.38B
$337K ﹤0.01%
+9,320
New +$357K
EB
3022
DELISTED
Eventbrite
EB
$334K ﹤0.01%
12,004
– –
LBY
3023
DELISTED
Libbey, Inc.
LBY
$327K ﹤0.01%
84,187
-10,432
-11% -$67.8K
KODK icon
3024
Kodak
KODK
$788M
$326K ﹤0.01%
127,974
+818
+0.6% +$2.49K
PES
3025
DELISTED
Pioneer Energy Services Corp.
PES
$325K ﹤0.01%
263,920
-39,307
-13% -$97.8K
119 120
121
122 123

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MCM
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PSUF
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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.