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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
BSRR icon
3126
Sierra Bancorp
BSRR
$538M
$233K ﹤0.01%
9,694
-1,022
-10% -$27.4K
VB icon
3127
Vanguard Small-Cap ETF
VB
$79.9B
$232K ﹤0.01%
1,761
-1,684
-49% -$245K
OOMA icon
3128
Ooma
OOMA
$571M
$231K ﹤0.01%
16,658
-9,868
-37% -$143K
TK icon
3129
Teekay
TK
$974M
$231K ﹤0.01%
69,041
-96,192
-58% -$527K
SAFE
3130
DELISTED
Safehold Inc.
SAFE
$231K ﹤0.01%
12,260
+1,994
+19% +$36.7K
HAPN
3131
Happen Inc
HAPN
$2.16B
$230K ﹤0.01%
17,521
-6,239
-26% -$103K
PGC icon
3132
Peapack-Gladstone Financial
PGC
$833M
$230K ﹤0.01%
9,151
-12,047
-57% -$332K
PGEN icon
3133
Precigen
PGEN
$1.93B
$229K ﹤0.01%
34,940
-22,034
-39% -$247K
XLP icon
3134
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.3B
$228K ﹤0.01%
4,481
-14,153
-76% -$768K
ITRN icon
3135
Ituran Location and Control
ITRN
$1.09B
$225K ﹤0.01%
7,012
-5,581
-44% -$188K
PMBC
3136
DELISTED
Pacific Mercantile Bancorp
PMBC
$225K ﹤0.01%
31,468
+9,229
+41% +$74K
WTBA icon
3137
West Bancorporation
WTBA
$472M
$224K ﹤0.01%
11,737
+2,432
+26% +$51.4K
BCML icon
3138
BayCom
BCML
$333M
$223K ﹤0.01%
+9,647
New +$230K
HURC icon
3139
Hurco Companies Inc
HURC
$133M
$222K ﹤0.01%
6,223
+873
+16% +$34.9K
MTUM icon
3140
iShares MSCI USA Momentum Factor ETF
MTUM
$25.2B
$221K ﹤0.01%
+2,200
New +$236K
TPB icon
3141
Turning Point Brands
TPB
$1.52B
$221K ﹤0.01%
8,116
+972
+14% +$34.2K
PS
3142
DELISTED
Pluralsight, Inc. Class A Common Stock
PS
$221K ﹤0.01%
+9,383
New +$216K
ERII icon
3143
Energy Recovery
ERII
$439M
$220K ﹤0.01%
32,741
+8,152
+33% +$64.2K
ATE
3144
DELISTED
Advantest Corp
ATE
$220K ﹤0.01%
10,608
-1,041
-9% -$21.6K
ASPS icon
3145
Altisource Portfolio Solutions
ASPS
$62.7M
$219K ﹤0.01%
1,218
+33
+3% +$6.64K
ATEN icon
3146
A10 Networks
ATEN
$2.41B
$219K ﹤0.01%
+35,166
New +$213K
CCNE icon
3147
CNB Financial Corp
CCNE
$1.02B
$219K ﹤0.01%
+9,540
New +$247K
MCB icon
3148
Metropolitan Bank Holding Corp
MCB
$1.13B
$218K ﹤0.01%
7,053
+1,537
+28% +$56.7K
BOJA
3149
DELISTED
Bojangles', Inc. Common Stock
BOJA
$217K ﹤0.01%
13,503
-2,023
-13% -$32.4K
PRTK
3150
DELISTED
Paratek Pharmaceuticals, Inc.
PRTK
$215K ﹤0.01%
41,896
+22,601
+117% +$172K
124 125
126
127 128

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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.