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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
MOBL
3051
DELISTED
MobileIron, Inc.
MOBL
$297K ﹤0.01%
+64,742
New +$303K
DBVT
3052
DBV Technologies
DBVT
$823M
$295K ﹤0.01%
4,593
+316
+7% +$50.9K
LIND icon
3053
Lindblad Expeditions
LIND
$1.84B
$295K ﹤0.01%
21,885
+7,753
+55% +$103K
AXIA.PR
3054
DELISTED
AXIA Energia American Depositary Shares Preferred Class B1
AXIA.PR
$294K ﹤0.01%
40,881
+4,962
+14% +$34.2K
HOME
3055
DELISTED
At Home Group Inc.
HOME
$294K ﹤0.01%
15,755
+546
+4% +$13.9K
CUTR
3056
DELISTED
Cutera, Inc.
CUTR
$293K ﹤0.01%
17,187
+7,715
+81% +$157K
GAIA icon
3057
Gaia
GAIA
$48.1M
$292K ﹤0.01%
+28,232
New +$372K
AAMI
3058
Acadian Asset Management
AAMI
$2.95B
$291K ﹤0.01%
27,211
-7,615
-22% -$91.6K
CETV
3059
DELISTED
Central European Media Enterprises Ltd
CETV
$291K ﹤0.01%
104,498
-11,656
-10% -$38.4K
GORO icon
3060
Goldgroup Mining Inc.
GORO
$162M
$290K ﹤0.01%
72,474
-36,247
-33% -$163K
VSEC icon
3061
VSE Corp
VSEC
$5.64B
$288K ﹤0.01%
9,642
+1,357
+16% +$40.8K
ZIXI
3062
DELISTED
Zix Corporation
ZIXI
$287K ﹤0.01%
50,081
+32,548
+186% +$194K
SNAP icon
3063
Snap
SNAP
$7.6B
$284K ﹤0.01%
+51,532
New +$335K
BGFV
3064
DELISTED
Big 5 Sporting Goods
BGFV
$283K ﹤0.01%
109,083
+9,582
+10% +$38.1K
OSB
3065
DELISTED
Norbord Inc.
OSB
$283K ﹤0.01%
10,632
+3,033
+40% +$82.6K
RBB icon
3066
RBB Bancorp
RBB
$451M
$282K ﹤0.01%
16,033
+6,494
+68% +$139K
TTSH
3067
DELISTED
Tile Shop Holdings
TTSH
$281K ﹤0.01%
51,200
+4,883
+11% +$29.9K
PIR
3068
DELISTED
Pier 1 Imports, Inc.
PIR
$280K ﹤0.01%
45,747
+22
+0% +$602
HBM icon
3069
Hudbay
HBM
$9.96B
$279K ﹤0.01%
59,009
+3,595
+6% +$16.9K
HMY icon
3070
Harmony Gold Mining
HMY
$9.92B
$279K ﹤0.01%
155,804
+14,749
+10% +$25.9K
SPAB icon
3071
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.78B
$279K ﹤0.01%
10,000
– –
AMNB
3072
DELISTED
American National Bankshares Inc
AMNB
$277K ﹤0.01%
9,449
-1,290
-12% -$45.3K
PRMW
3073
DELISTED
Primo Water Corporation
PRMW
$276K ﹤0.01%
19,672
-18,381
-48% -$281K
IJT icon
3074
iShares S&P Small-Cap 600 Growth ETF
IJT
$8.25B
$275K ﹤0.01%
3,412
-7,532
-69% -$671K
DGRO icon
3075
iShares Core Dividend Growth ETF
DGRO
$42.8B
$274K ﹤0.01%
8,246
+908
+12% +$31.9K
121 122
123
124 125

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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.