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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
KLXE icon
2451
KLX Energy Services
KLXE
$41.5M
$1.36M ﹤0.01%
11,572
+2,126
+23% +$295K
YZC
2452
DELISTED
Yanzhou Coal Mining
YZC
$1.35M ﹤0.01%
170,347
-6,928
-4% -$55K
SD icon
2453
SandRidge Energy
SD
$485M
$1.35M ﹤0.01%
177,697
+91,119
+105% +$881K
JRVR icon
2454
James River Group Holdings
JRVR
$222M
$1.35M ﹤0.01%
36,846
-2,626
-7% -$100K
KRNY icon
2455
Kearny Financial
KRNY
$607M
$1.34M ﹤0.01%
104,580
-24,452
-19% -$318K
SFBS
2456
ServisFirst Bancshares
SFBS
$4.92B
$1.34M ﹤0.01%
42,054
-3,504
-8% -$126K
BEST
2457
DELISTED
BEST Inc. American Depositary Shares, each representing twenty (20) Class A Ordinary Shares
BEST
$1.34M ﹤0.01%
16,305
+11,797
+262% +$1.23M
ROCC
2458
DELISTED
Ranger Oil Corporation Class A Common Stock
ROCC
$1.34M ﹤0.01%
24,794
+14,107
+132% +$919K
BANF icon
2459
BancFirst
BANF
$3.89B
$1.33M ﹤0.01%
26,711
+1,489
+6% +$82.9K
FLWS icon
2460
1-800-Flowers.com
FLWS
$254M
$1.33M ﹤0.01%
108,960
-11,852
-10% -$142K
PARR icon
2461
Par Pacific Holdings
PARR
$3.97B
$1.33M ﹤0.01%
94,024
+4,153
+5% +$70.8K
FOE
2462
DELISTED
Ferro Corporation
FOE
$1.33M ﹤0.01%
84,613
-3,392
-4% -$61.9K
LCI
2463
DELISTED
Lannett Company, Inc.
LCI
$1.32M ﹤0.01%
66,559
-26,546
-29% -$505K
OMAD.U
2464
DELISTED
One Madison Corporation
OMAD.U
$1.31M ﹤0.01%
126,482
– –
CDR
2465
DELISTED
Cedar Realty Trust, Inc
CDR
$1.31M ﹤0.01%
63,407
-19,869
-24% -$481K
CADE
2466
DELISTED
Cadence Bancorporation
CADE
$1.31M ﹤0.01%
77,972
+27,603
+55% +$585K
GOOD
2467
Gladstone Commercial Corp
GOOD
$627M
$1.3M ﹤0.01%
72,849
+13,075
+22% +$245K
ALG icon
2468
Alamo Group
ALG
$2B
$1.28M ﹤0.01%
16,509
-371
-2% -$30.9K
WT icon
2469
WisdomTree
WT
$2.97B
$1.27M ﹤0.01%
191,695
-17,037
-8% -$124K
CSFL
2470
DELISTED
CenterState Bank Corporation Common Stock
CSFL
$1.27M ﹤0.01%
60,584
-10,599
-15% -$257K
NWLI
2471
DELISTED
National Western Life Group, Inc. Class A
NWLI
$1.27M ﹤0.01%
4,229
-4,189
-50% -$1.23M
SDY icon
2472
State Street SPDR S&P Dividend ETF
SDY
$22.3B
$1.26M ﹤0.01%
14,094
-520
-4% -$49K
DXPE icon
2473
DXP Enterprises
DXPE
$2.49B
$1.25M ﹤0.01%
45,075
+17,503
+63% +$620K
PNNT
2474
Pennant Park Investment Corp
PNNT
$221M
$1.25M ﹤0.01%
196,913
-13,321
-6% -$94.7K
KNL
2475
DELISTED
Knoll, Inc.
KNL
$1.25M ﹤0.01%
76,106
-3,264
-4% -$63.8K
97 98
99
100 101

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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.