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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
ALRM icon
1676
Alarm.com
ALRM
$2.77B
$4.46M ﹤0.01%
86,037
+17,294
+25% +$836K
TNET icon
1677
TriNet
TNET
$3.28B
$4.46M ﹤0.01%
106,294
-19,704
-16% -$907K
PTR
1678
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
$4.46M ﹤0.01%
72,381
-19,983
-22% -$1.43M
NTGR icon
1679
NETGEAR
NTGR
$623M
$4.45M ﹤0.01%
85,561
+1,900
+2% +$103K
HNI icon
1680
HNI Corp
HNI
$3.09B
$4.45M ﹤0.01%
125,560
+35,498
+39% +$1.35M
HOPE icon
1681
Hope Bancorp
HOPE
$1.8B
$4.45M ﹤0.01%
375,052
-27,154
-7% -$389K
SWN
1682
DELISTED
Southwestern Energy Company
SWN
$4.45M ﹤0.01%
1,304,454
+116,639
+10% +$574K
SSP icon
1683
E.W. Scripps
SSP
$269M
$4.45M ﹤0.01%
282,726
+169,225
+149% +$2.83M
RGEN icon
1684
Repligen
RGEN
$7.02B
$4.45M ﹤0.01%
84,275
+1,154
+1% +$67.7K
WRLD icon
1685
World Acceptance Corp
WRLD
$879M
$4.44M ﹤0.01%
43,444
+1,127
+3% +$116K
CHEF icon
1686
Chefs' Warehouse
CHEF
$4.55B
$4.44M ﹤0.01%
138,871
+48,571
+54% +$1.69M
TBBK icon
1687
The Bancorp
TBBK
$2.81B
$4.43M ﹤0.01%
557,029
+67,408
+14% +$632K
CSGS
1688
DELISTED
CSG Systems International
CSGS
$4.43M ﹤0.01%
139,348
+6,128
+5% +$215K
REGI
1689
DELISTED
Renewable Energy Group, Inc.
REGI
$4.42M ﹤0.01%
171,931
-22,332
-11% -$604K
UNF icon
1690
Unifirst Corp
UNF
$5.47B
$4.42M ﹤0.01%
30,860
-8,781
-22% -$1.31M
CPE
1691
DELISTED
Callon Petroleum Company
CPE
$4.42M ﹤0.01%
68,035
-9,389
-12% -$906K
DMB
1692
BNY Mellon Municipal Bond Infrastructure Fund
DMB
$196M
$4.41M ﹤0.01%
371,508
-94,372
-20% -$1.14M
SPSC icon
1693
SPS Commerce
SPSC
$2.57B
$4.4M ﹤0.01%
106,928
+38,488
+56% +$1.68M
TWOU
1694
DELISTED
2U Inc
TWOU
$4.38M ﹤0.01%
2,938
+70
+2% +$123K
SABA
1695
Saba Capital Income & Opportunities Fund II
SABA
$220M
$4.38M ﹤0.01%
363,214
+46,476
+15% +$568K
GRPN icon
1696
Groupon
GRPN
$1.09B
$4.38M ﹤0.01%
68,395
+24,054
+54% +$1.55M
NNI icon
1697
Nelnet
NNI
$4.94B
$4.36M ﹤0.01%
83,314
-4,356
-5% -$235K
HURN icon
1698
Huron Consulting
HURN
$2.75B
$4.36M ﹤0.01%
84,895
+13,132
+18% +$668K
VEU icon
1699
Vanguard FTSE All-World ex-US ETF
VEU
$65.5B
$4.35M ﹤0.01%
95,429
+35
+0% +$1.68K
SF
1700
Stifel
SF
$12.6B
$4.34M ﹤0.01%
236,030
-61,994
-21% -$1.28M
66 67
68
69 70

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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.