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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
CARG icon
2401
CarGurus
CARG
$3.35B
$1.49M ﹤0.01%
44,254
+34,135
+337% +$1.37M
MGU
2402
DELISTED
Macquarie Global Infrastructure Total Return Fund, Inc.
MGU
$1.49M ﹤0.01%
79,197
-1,820
-2% -$36.5K
PRTY
2403
DELISTED
Party City Holdco Inc.
PRTY
$1.49M ﹤0.01%
149,115
+78,654
+112% +$855K
PFSI icon
2404
PennyMac Financial
PFSI
$4.44B
$1.49M ﹤0.01%
69,900
-7,892
-10% -$162K
PLOW icon
2405
Douglas Dynamics
PLOW
$1.01B
$1.48M ﹤0.01%
41,252
-3,926
-9% -$154K
EGIO
2406
DELISTED
Edgio, Inc. Common Stock
EGIO
$1.48M ﹤0.01%
15,770
+1,431
+10% +$210K
OCFC icon
2407
OceanFirst Financial
OCFC
$1.73B
$1.47M ﹤0.01%
65,377
+28,460
+77% +$713K
NHS
2408
Neuberger High Yield Strategies Fund Inc
NHS
$250M
$1.47M ﹤0.01%
151,745
-53,497
-26% -$552K
TCBK icon
2409
TriCo Bancshares
TCBK
$1.85B
$1.46M ﹤0.01%
43,316
-10,953
-20% -$394K
JBSS icon
2410
John B. Sanfilippo & Son
JBSS
$991M
$1.46M ﹤0.01%
26,285
+12,397
+89% +$801K
PTCT icon
2411
PTC Therapeutics
PTCT
$6.21B
$1.46M ﹤0.01%
42,420
+16,029
+61% +$576K
PFC
2412
DELISTED
Premier Financial Corp. Common Stock
PFC
$1.46M ﹤0.01%
59,351
-85,901
-59% -$2.32M
P
2413
Everpure Inc
P
$23.7B
$1.45M ﹤0.01%
90,402
-13,576
-13% -$267K
NPKI
2414
NPK International
NPKI
$1.07B
$1.45M ﹤0.01%
210,769
+11,360
+6% +$92.6K
AMBA icon
2415
Ambarella
AMBA
$2.91B
$1.44M ﹤0.01%
41,181
+7,188
+21% +$255K
MBUU icon
2416
Malibu Boats
MBUU
$549M
$1.44M ﹤0.01%
41,294
-4,052
-9% -$178K
AQN icon
2417
Algonquin Power & Utilities
AQN
$4.71B
$1.44M ﹤0.01%
+142,894
New +$1.47M
CRAI icon
2418
CRA International
CRAI
$1.23B
$1.44M ﹤0.01%
33,725
-864
-2% -$38.8K
FFH
2419
DELISTED
FAIRFAX FINL HLDGS LTD SUB VTG
FFH
$1.43M ﹤0.01%
3,256
-320
-9% -$141K
SRDX
2420
DELISTED
Surmodics
SRDX
$1.43M ﹤0.01%
30,309
+2,889
+11% +$173K
DEA
2421
Easterly Government Properties
DEA
$1.18B
$1.43M ﹤0.01%
36,504
-9,823
-21% -$437K
APTI
2422
DELISTED
Apptio, Inc. Class A Common Stock
APTI
$1.43M ﹤0.01%
37,704
-26,648
-41% -$901K
THFF icon
2423
First Financial Corp
THFF
$942M
$1.43M ﹤0.01%
35,495
-5,044
-12% -$232K
ONDK
2424
DELISTED
On Deck Capital, Inc.
ONDK
$1.42M ﹤0.01%
241,081
+170,319
+241% +$1.21M
REX icon
2425
REX American Resources
REX
$1.38B
$1.42M ﹤0.01%
125,022
-33,024
-21% -$388K
95 96
97
98 99

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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.