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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
TDW icon
2301
Tidewater
TDW
$3.67B
$1.76M ﹤0.01%
92,064
+4,868
+6% +$127K
HLNE icon
2302
Hamilton Lane
HLNE
$3.83B
$1.76M ﹤0.01%
47,540
+2,472
+5% +$92.4K
EGL
2303
DELISTED
Engility Holdings, Inc.
EGL
$1.76M ﹤0.01%
61,692
+2,507
+4% +$78.1K
FORM icon
2304
FormFactor
FORM
$6.77B
$1.75M ﹤0.01%
124,466
+38,353
+45% +$535K
RBCAA icon
2305
Republic Bancorp
RBCAA
$1.98B
$1.75M ﹤0.01%
45,311
-1,833
-4% -$78.8K
MOMO
2306
Hello Group
MOMO
$878M
$1.75M ﹤0.01%
73,794
-6,586
-8% -$207K
RMR icon
2307
The RMR Group
RMR
$337M
$1.75M ﹤0.01%
33,027
+1,335
+4% +$94.3K
PAHC icon
2308
Phibro Animal Health
PAHC
$1.49B
$1.75M ﹤0.01%
54,444
-56,327
-51% -$2.13M
PMM
2309
Franklin Managed Municipal Income Trust
PMM
$272M
$1.75M ﹤0.01%
260,445
-156,873
-38% -$1.07M
COLL icon
2310
Collegium Pharmaceutical
COLL
$1.17B
$1.75M ﹤0.01%
101,862
+12,558
+14% +$215K
LION
2311
DELISTED
Fidelity Southern Corporation
LION
$1.75M ﹤0.01%
67,059
-16,472
-20% -$388K
AKS
2312
DELISTED
AK Steel Holding Corp
AKS
$1.74M ﹤0.01%
772,998
+300,214
+63% +$1.08M
TILE icon
2313
Interface
TILE
$1.95B
$1.74M ﹤0.01%
121,799
+598
+0.5% +$10.3K
ZUMZ icon
2314
Zumiez
ZUMZ
$339M
$1.73M ﹤0.01%
90,400
-4,243
-4% -$89.8K
GOLF icon
2315
Acushnet Holdings
GOLF
$6B
$1.73M ﹤0.01%
82,137
+6,651
+9% +$159K
PCTY icon
2316
Paylocity
PCTY
$7.78B
$1.73M ﹤0.01%
28,753
-3,155
-10% -$202K
PRK icon
2317
Park National Corp
PRK
$3.85B
$1.73M ﹤0.01%
20,354
+90
+0.4% +$8.36K
NVTR
2318
DELISTED
Nuvectra Corporation Common Stock
NVTR
$1.72M ﹤0.01%
105,359
+26,323
+33% +$503K
TOWN icon
2319
Towne Bank
TOWN
$3.54B
$1.72M ﹤0.01%
71,698
+20,601
+40% +$566K
PEI
2320
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
$1.72M ﹤0.01%
19,257
-979
-5% -$122K
INF
2321
DELISTED
BROOKFIELD GLOBAL LISTED INFRASTRUCTURE INCOME FUND INC.
INF
$1.72M ﹤0.01%
169,283
+125
+0.1% +$1.41K
FF icon
2322
Future Fuel
FF
$209M
$1.71M ﹤0.01%
108,082
-54,153
-33% -$901K
ADTN icon
2323
Adtran
ADTN
$697M
$1.71M ﹤0.01%
159,150
-12,369
-7% -$169K
VIG icon
2324
Vanguard Dividend Appreciation ETF
VIG
$112B
$1.71M ﹤0.01%
17,423
+4,370
+33% +$456K
HWKN icon
2325
Hawkins
HWKN
$2.91B
$1.71M ﹤0.01%
83,328
+32,588
+64% +$634K
91 92
93
94 95

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MCM
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PSUF
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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.