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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
WSBF icon
2226
Waterstone Financial
WSBF
$369M
$2.03M ﹤0.01%
120,982
-19,560
-14% -$324K
TCMD icon
2227
Tactile Systems Technology
TCMD
$623M
$2.03M ﹤0.01%
44,511
-2,107
-5% -$122K
BANC icon
2228
Banc of California
BANC
$2.97B
$2.02M ﹤0.01%
151,807
-5,577
-4% -$90.6K
QUAD icon
2229
Quad
QUAD
$499M
$2.01M ﹤0.01%
163,457
+10,054
+7% +$162K
RNST icon
2230
Renasant Corp
RNST
$4.01B
$2.01M ﹤0.01%
66,716
+20,255
+44% +$710K
CRMT icon
2231
America's Car Mart
CRMT
$25.2M
$2.01M ﹤0.01%
27,749
-6,691
-19% -$492K
AUY
2232
DELISTED
Yamana Gold, Inc.
AUY
$2M ﹤0.01%
848,192
+70,650
+9% +$165K
ACR
2233
ACRES Commercial Realty
ACR
$132M
$2M ﹤0.01%
66,460
+8,980
+16% +$292K
FORR icon
2234
Forrester Research
FORR
$195M
$2M ﹤0.01%
44,700
+1,856
+4% +$79.2K
AMRX icon
2235
Amneal Pharmaceuticals
AMRX
$6.07B
$2M ﹤0.01%
147,623
-42,026
-22% -$757K
PSDO
2236
DELISTED
Presidio, Inc. Common Stock
PSDO
$2M ﹤0.01%
152,961
+4,506
+3% +$62.4K
GLUU
2237
DELISTED
Glu Mobile Inc.
GLUU
$1.99M ﹤0.01%
246,780
-87,247
-26% -$620K
IWN icon
2238
iShares Russell 2000 Value ETF
IWN
$14.4B
$1.99M ﹤0.01%
18,504
-3,646
-16% -$439K
SBCF icon
2239
Seacoast Banking Corp of Florida
SBCF
$3.33B
$1.98M ﹤0.01%
76,232
+11,203
+17% +$300K
THD icon
2240
iShares MSCI Thailand ETF
THD
$362M
$1.98M ﹤0.01%
23,908
-3,067
-11% -$266K
VCEL icon
2241
Vericel Corp
VCEL
$2.35B
$1.98M ﹤0.01%
113,768
+96,732
+568% +$1.45M
RGP icon
2242
Resources Connection
RGP
$137M
$1.98M ﹤0.01%
139,069
-8,857
-6% -$143K
ASTE icon
2243
Astec Industries
ASTE
$1.18B
$1.97M ﹤0.01%
65,309
+27,481
+73% +$1.04M
PZZA icon
2244
Papa John's
PZZA
$1B
$1.97M ﹤0.01%
49,450
-7,262
-13% -$366K
CPL
2245
DELISTED
CPFL Energia S.A.
CPL
$1.96M ﹤0.01%
132,438
-38,911
-23% -$530K
SWBI icon
2246
Smith & Wesson
SWBI
$652M
$1.96M ﹤0.01%
198,224
+106,066
+115% +$1.1M
AGIO icon
2247
Agios Pharmaceuticals
AGIO
$2.1B
$1.95M ﹤0.01%
42,328
+4,035
+11% +$249K
LTHM
2248
DELISTED
Livent Corporation
LTHM
$1.94M ﹤0.01%
+140,847
New +$2.3M
NMIH icon
2249
NMI Holdings
NMIH
$3.38B
$1.94M ﹤0.01%
108,806
+24,068
+28% +$468K
EGHT icon
2250
8x8 Inc
EGHT
$269M
$1.94M ﹤0.01%
107,380
+2,277
+2% +$41.9K
88 89
90
91 92

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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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ACI
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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.