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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
EVH icon
2276
Evolent Health
EVH
$398M
$1.84M ﹤0.01%
92,076
-61,418
-40% -$1.42M
STBZ
2277
DELISTED
State Bank Financial Corporation. Common Stock
STBZ
$1.83M ﹤0.01%
85,011
+2,614
+3% +$65.2K
VKTX icon
2278
Viking Therapeutics
VKTX
$3.9B
$1.83M ﹤0.01%
239,693
-8,542
-3% -$102K
EXTR icon
2279
Extreme Networks
EXTR
$3.87B
$1.83M ﹤0.01%
299,888
+134,646
+81% +$781K
CBB
2280
DELISTED
Cincinnati Bell Inc.
CBB
$1.83M ﹤0.01%
234,835
-20,797
-8% -$255K
FTDR icon
2281
Frontdoor
FTDR
$5.17B
$1.82M ﹤0.01%
+68,550
New +$2.03M
FSTR icon
2282
Foster
FSTR
$422M
$1.82M ﹤0.01%
114,628
+7,131
+7% +$133K
BMCH
2283
DELISTED
BMC Stock Holdings, Inc
BMCH
$1.82M ﹤0.01%
117,716
+16,334
+16% +$272K
BNFT
2284
DELISTED
Benefitfocus, Inc.
BNFT
$1.81M ﹤0.01%
39,655
+15,297
+63% +$639K
SNEX icon
2285
StoneX
SNEX
$8.8B
$1.81M ﹤0.01%
250,462
+39,361
+19% +$334K
PACB icon
2286
Pacific Biosciences
PACB
$441M
$1.81M ﹤0.01%
244,182
-22,329
-8% -$141K
CJ
2287
DELISTED
C&J Energy Services, Inc.
CJ
$1.81M ﹤0.01%
133,775
-17,462
-12% -$311K
AMC icon
2288
AMC Entertainment Holdings
AMC
$2.37B
$1.8M ﹤0.01%
14,686
-2,378
-14% -$389K
GSBC icon
2289
Great Southern Bancorp
GSBC
$880M
$1.8M ﹤0.01%
39,069
-30,251
-44% -$1.58M
UNVR
2290
DELISTED
Univar Solutions Inc.
UNVR
$1.79M ﹤0.01%
101,055
+74,185
+276% +$1.72M
HLIT icon
2291
Harmonic Inc
HLIT
$1.17B
$1.79M ﹤0.01%
379,629
-13,611
-3% -$74.3K
NPK icon
2292
National Presto Industries
NPK
$876M
$1.79M ﹤0.01%
15,317
-2,663
-15% -$334K
IPHI
2293
DELISTED
INPHI CORPORATION
IPHI
$1.79M ﹤0.01%
55,713
-3,277
-6% -$114K
NIE
2294
Virtus Equity & Convertible Income Fund
NIE
$708M
$1.78M ﹤0.01%
96,151
-6,621
-6% -$134K
RTEC
2295
DELISTED
Rudolph Technologies Inc
RTEC
$1.78M ﹤0.01%
87,026
-12,500
-13% -$254K
HTO
2296
H2O America
HTO
$2.71B
$1.78M ﹤0.01%
31,977
-9,833
-24% -$583K
FCBC icon
2297
First Community Bankshares
FCBC
$911M
$1.78M ﹤0.01%
56,447
-9,826
-15% -$328K
CRESY
2298
Cresud
CRESY
$806M
$1.77M ﹤0.01%
155,890
-2,154
-1% -$23.8K
DVY icon
2299
iShares Select Dividend ETF
DVY
$24.1B
$1.77M ﹤0.01%
19,828
+3,607
+22% +$345K
MXL icon
2300
MaxLinear
MXL
$5.28B
$1.77M ﹤0.01%
100,389
-22,225
-18% -$407K
90 91
92
93 94

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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.