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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
APVO icon
3376
Aptevo Therapeutics
APVO
$5.41M
– –
0
– -$52K
AXTI icon
3377
AXT Inc
AXTI
$3.08B
– –
-12,219
Closed -$87K
BGSF icon
3378
BGSF Inc
BGSF
$56.3M
– –
-7,541
Closed -$205K
BH icon
3379
Biglari Holdings Class B
BH
$1.17B
– –
-2,833
Closed -$514K
BTO
3380
John Hancock Financial Opportunities Fund
BTO
$801M
– –
-5,646
Closed -$209K
CLLS
3381
Cellectis
CLLS
$286M
– –
-13,081
Closed -$369K
CODI icon
3382
Compass Diversified
CODI
$751M
– –
-18,855
Closed -$342K
CVLG icon
3383
Covenant Logistics
CVLG
$1.1B
– –
-62,446
Closed -$907K
CYD icon
3384
China Yuchai International
CYD
$1.75B
– –
-10,296
Closed -$178K
DBX icon
3385
PUT
Dropbox
DBX
$7.15B
– –
-4,000
Closed -$2.86M
DCOM icon
3386
Dime Commercial Bancshares
DCOM
$1.77B
– –
-11,574
Closed -$384K
DHX icon
3387
DHI Group
DHX
$166M
– –
-12,193
Closed -$26K
DRRX
3388
DELISTED
DURECT Corp
DRRX
– –
-7,222
Closed -$79K
EGAN icon
3389
eGain
EGAN
$186M
– –
-60,995
Closed -$494K
EVG
3390
Eaton Vance Short Duration Diversified Income Fund
EVG
$142M
– –
-15,016
Closed -$194K
FBIO icon
3391
Fortress Biotech
FBIO
$109M
– –
-4,273
Closed -$103K
FDIS icon
3392
Fidelity MSCI Consumer Discretionary Index ETF
FDIS
$1.61B
– –
-63,786
Closed -$2.9M
FTEC icon
3393
Fidelity MSCI Information Technology Index ETF
FTEC
$19.6B
– –
-72,003
Closed -$4.34M
GABC icon
3394
German American Bancorp
GABC
$1.83B
– –
-9,968
Closed -$352K
GAM
3395
General American Investors Company
GAM
$1.54B
– –
-9,882
Closed -$365K
GDEN
3396
DELISTED
Golden Entertainment
GDEN
– –
-12,650
Closed -$304K
GLD icon
3397
SPDR Gold Trust
GLD
$132B
– –
-2,213
Closed -$250K
GLIN icon
3398
VanEck India Growth Leaders ETF
GLIN
$95.3M
– –
-15,300
Closed -$613K
B
3399
Barrick Mining
B
$62.1B
– –
-812,197
Closed -$9M
HEDJ icon
3400
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.82B
– –
-34,860
Closed -$1.1M
134 135
136
137 138

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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.