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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
INN
2101
Summit Hotel Properties
INN
$763M
$2.48M ﹤0.01%
254,548
+27,675
+12% +$314K
KYNB
2102
Kyntra Bio
KYNB
$27.7M
$2.47M ﹤0.01%
2,136
+735
+52% +$826K
WSR
2103
DELISTED
Whitestone REIT
WSR
$2.47M ﹤0.01%
201,531
+59,681
+42% +$809K
WIRE
2104
DELISTED
Encore Wire Corp
WIRE
$2.46M ﹤0.01%
49,001
+4,249
+9% +$202K
LXFT
2105
DELISTED
Luxoft Holding, Inc.
LXFT
$2.46M ﹤0.01%
80,838
-13,235
-14% -$495K
XLV icon
2106
State Street Health Care Select Sector SPDR ETF
XLV
$42.9B
$2.45M ﹤0.01%
28,360
-18,532
-40% -$1.68M
AERI
2107
DELISTED
Aerie Pharmaceuticals
AERI
$2.45M ﹤0.01%
67,888
-1,147
-2% -$53.8K
ALEX
2108
DELISTED
Alexander & Baldwin
ALEX
$2.44M ﹤0.01%
132,527
+14,048
+12% +$283K
CMRE icon
2109
Costamare
CMRE
$1.85B
$2.43M ﹤0.01%
554,436
+56,763
+11% +$300K
DCOM
2110
DELISTED
Dime Community Bancshares
DCOM
$2.43M ﹤0.01%
143,135
-5,982
-4% -$102K
CORT icon
2111
Corcept Therapeutics
CORT
$9.97B
$2.42M ﹤0.01%
181,379
+29,395
+19% +$389K
TRST
2112
Trustco Bank Corp NY
TRST
$952M
$2.42M ﹤0.01%
70,653
-23,749
-25% -$899K
BCC icon
2113
Boise Cascade
BCC
$2.73B
$2.42M ﹤0.01%
101,499
-37,252
-27% -$1.07M
TR icon
2114
Tootsie Roll Industries
TR
$2.98B
$2.42M ﹤0.01%
91,834
+32,429
+55% +$828K
SXC icon
2115
SunCoke Energy
SXC
$794M
$2.42M ﹤0.01%
282,973
+15,847
+6% +$162K
CTS icon
2116
CTS Corp
CTS
$1.76B
$2.41M ﹤0.01%
93,236
-12,810
-12% -$363K
ANGO icon
2117
AngioDynamics
ANGO
$604M
$2.41M ﹤0.01%
119,864
-1,006
-0.8% -$20.8K
EZPW icon
2118
Ezcorp Inc
EZPW
$1.79B
$2.41M ﹤0.01%
311,430
-2,580
-0.8% -$24.4K
EGOV
2119
DELISTED
NIC Inc
EGOV
$2.4M ﹤0.01%
192,687
+48,920
+34% +$653K
RGS icon
2120
Regis Corp
RGS
$68.2M
$2.39M ﹤0.01%
7,062
-212
-3% -$75.7K
SMI
2121
DELISTED
Semiconductor Manufacturing Intl
SMI
$2.38M ﹤0.01%
556,784
+33,782
+6% +$151K
LOXO
2122
DELISTED
Loxo Oncology, Inc
LOXO
$2.38M ﹤0.01%
17,008
-4,711
-22% -$715K
VOOG icon
2123
Vanguard S&P 500 Growth ETF
VOOG
$24.7B
$2.38M ﹤0.01%
105,744
-43,416
-29% -$1.05M
VICI icon
2124
VICI Properties
VICI
$29.9B
$2.38M ﹤0.01%
126,637
+51,726
+69% +$1.09M
EMLP icon
2125
First Trust North American Energy Infrastructure Fund
EMLP
$4.11B
$2.38M ﹤0.01%
110,744
-10,239
-8% -$235K
83 84
85
86 87

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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.