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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
BF.A icon
2151
Brown-Forman Class A
BF.A
$13.7B
$2.27M ﹤0.01%
47,949
+4,399
+10% +$210K
LNN icon
2152
Lindsay Corp
LNN
$1.14B
$2.27M ﹤0.01%
23,629
+4,004
+20% +$390K
TVTX icon
2153
Travere Therapeutics
TVTX
$5.27B
$2.27M ﹤0.01%
100,345
-1,813
-2% -$45.1K
BUSE icon
2154
First Busey Corp
BUSE
$2.62B
$2.27M ﹤0.01%
92,511
+4,788
+5% +$132K
RAVN
2155
DELISTED
Raven Industries Inc
RAVN
$2.27M ﹤0.01%
62,693
+3,772
+6% +$157K
XLRN
2156
DELISTED
Acceleron Pharma
XLRN
$2.27M ﹤0.01%
52,023
+778
+2% +$38.9K
PETS icon
2157
PetMed Express
PETS
$42.5M
$2.27M ﹤0.01%
97,368
+48,135
+98% +$1.28M
TYPE
2158
DELISTED
Monotype Imaging Holdings Inc.
TYPE
$2.26M ﹤0.01%
145,435
+44,227
+44% +$787K
NXRT
2159
NexPoint Residential Trust
NXRT
$691M
$2.25M ﹤0.01%
64,161
+15,553
+32% +$540K
GCP
2160
DELISTED
GCP Applied Technologies Inc.
GCP
$2.25M ﹤0.01%
91,548
+2,621
+3% +$67.4K
MRC
2161
DELISTED
MRC Global
MRC
$2.25M ﹤0.01%
183,768
+8,511
+5% +$135K
HL icon
2162
Hecla Mining
HL
$9.49B
$2.24M ﹤0.01%
950,483
-58,802
-6% -$150K
CUB
2163
DELISTED
Cubic Corporation
CUB
$2.24M ﹤0.01%
41,733
-38
-0.1% -$2.4K
OPB
2164
DELISTED
Opus Bank Common Stock
OPB
$2.24M ﹤0.01%
114,487
+43,334
+61% +$924K
DAI
2165
DELISTED
DAIMLER AG
DAI
$2.24M ﹤0.01%
42,442
-10,115
-19% -$534K
SMPL icon
2166
Simply Good Foods
SMPL
$924M
$2.24M ﹤0.01%
118,371
+38,030
+47% +$718K
WOR icon
2167
Worthington Enterprises
WOR
$2.76B
$2.24M ﹤0.01%
104,144
-9,996
-9% -$249K
NE
2168
DELISTED
Noble Corporation
NE
$2.24M ﹤0.01%
853,414
-124,987
-13% -$593K
KRA
2169
DELISTED
Kraton Corporation
KRA
$2.23M ﹤0.01%
102,339
+16,323
+19% +$478K
VGT icon
2170
Vanguard Information Technology ETF
VGT
$134B
$2.23M ﹤0.01%
106,904
-55,632
-34% -$1.26M
SAGE
2171
DELISTED
Sage Therapeutics
SAGE
$2.22M ﹤0.01%
23,208
+598
+3% +$68.4K
WSBC icon
2172
WesBanco
WSBC
$4.03B
$2.21M ﹤0.01%
60,350
+5,368
+10% +$219K
SAIL
2173
DELISTED
SailPoint Technologies Holdings, Inc. Common Stock
SAIL
$2.21M ﹤0.01%
94,229
+2,982
+3% +$76.5K
CKH
2174
DELISTED
Seacor Holdings Inc.
CKH
$2.21M ﹤0.01%
59,823
+5,027
+9% +$222K
JCP
2175
DELISTED
J.C. Penney Company, Inc.
JCP
$2.21M ﹤0.01%
2,122,705
-200,394
-9% -$281K
85 86
87
88 89

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AF
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MCM
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PSUF
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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.