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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
TGS icon
2376
Transportadora de Gas del Sur
TGS
$4.44B
$1.55M ﹤0.01%
107,289
-10,082
-9% -$143K
ATRC icon
2377
AtriCure
ATRC
$2.02B
$1.55M ﹤0.01%
50,519
+5,927
+13% +$185K
EMB icon
2378
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
$1.55M ﹤0.01%
14,875
+815
+6% +$85.2K
VRNS icon
2379
Varonis Systems
VRNS
$5.13B
$1.55M ﹤0.01%
87,681
-68,400
-44% -$1.35M
VIRT icon
2380
Virtu Financial
VIRT
$5.11B
$1.54M ﹤0.01%
59,973
+11,652
+24% +$281K
CORR
2381
DELISTED
CorEnergy Infrastructure Trust, Inc.
CORR
$1.54M ﹤0.01%
46,665
+13,959
+43% +$499K
XOG
2382
DELISTED
Extraction Oil & Gas, Inc. Common Stock
XOG
$1.54M ﹤0.01%
358,982
+250,146
+230% +$1.86M
EXTN
2383
DELISTED
Exterran Corporation
EXTN
$1.54M ﹤0.01%
86,844
-4,864
-5% -$109K
OPK icon
2384
Opko Health
OPK
$1.23B
$1.53M ﹤0.01%
509,565
+59,709
+13% +$202K
PSMT icon
2385
Pricesmart
PSMT
$5.9B
$1.53M ﹤0.01%
25,931
-3,311
-11% -$228K
KTOS icon
2386
Kratos Defense & Security Solutions
KTOS
$9.12B
$1.53M ﹤0.01%
108,361
-25,736
-19% -$355K
DOCU
2387
DocuSign
DOCU
$10.7B
$1.52M ﹤0.01%
+38,037
New +$1.6M
PKE icon
2388
Park Aerospace
PKE
$747M
$1.52M ﹤0.01%
84,327
+7,927
+10% +$143K
HLIO icon
2389
Helios Technologies
HLIO
$2.56B
$1.52M ﹤0.01%
45,886
+19,531
+74% +$826K
RVI
2390
DELISTED
Retail Value Inc. Common Shares
RVI
$1.52M ﹤0.01%
647,847
+126,691
+24% +$332K
PR
2391
Permian Resources
PR
$16.5B
$1.52M ﹤0.01%
137,608
-17,997
-12% -$309K
GFF icon
2392
Griffon
GFF
$4.29B
$1.51M ﹤0.01%
144,641
+29,096
+25% +$370K
VV icon
2393
Vanguard Large-Cap ETF
VV
$52B
$1.51M ﹤0.01%
13,151
+11,550
+721% +$1.43M
TAST
2394
DELISTED
Carrols Restaurant Group, Inc.
TAST
$1.51M ﹤0.01%
153,321
+34,562
+29% +$413K
RMBS icon
2395
Rambus
RMBS
$9.49B
$1.51M ﹤0.01%
196,413
+29,868
+18% +$260K
NEXA icon
2396
Nexa Resources
NEXA
$1.64B
$1.5M ﹤0.01%
126,282
+33,132
+36% +$404K
SOHU
2397
Sohu.com
SOHU
$346M
$1.5M ﹤0.01%
86,122
-25,999
-23% -$495K
WK icon
2398
Workiva
WK
$3.28B
$1.5M ﹤0.01%
41,729
+28,193
+208% +$991K
WLH
2399
DELISTED
WILLIAM LYON HOMES
WLH
$1.5M ﹤0.01%
139,918
+72,335
+107% +$924K
SBLK icon
2400
Star Bulk Carriers
SBLK
$3.12B
$1.5M ﹤0.01%
163,615
-428
-0.3% -$4.68K
94 95
96
97 98

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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.