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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
GHM icon
2576
Graham Corp
GHM
$1.17B
$1.03M ﹤0.01%
45,079
+2,152
+5% +$53.2K
PSXP
2577
DELISTED
PHILLIPS 66 PARTNERS LP
PSXP
$1.03M ﹤0.01%
+24,467
New +$1.19M
TPGH.U
2578
DELISTED
TPG Pace Holdings Corp. Units, each consisting of one Class A ordinary share, $.0001 par value, and
TPGH.U
$1.03M ﹤0.01%
97,429
– –
KNM
2579
DELISTED
KONAMI CORPORATION ADS (1 SH COM STK)
KNM
$1.03M ﹤0.01%
23,809
-729
-3% -$31.4K
SPPI
2580
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
$1.02M ﹤0.01%
117,006
-9,864
-8% -$126K
AT
2581
DELISTED
Atlantic Power Corporation
AT
$1.02M ﹤0.01%
472,103
+138,707
+42% +$300K
FET icon
2582
Forum Energy Technologies
FET
$593M
$1.02M ﹤0.01%
12,377
+5,609
+83% +$847K
MCRI icon
2583
Monarch Casino & Resort
MCRI
$2.2B
$1.02M ﹤0.01%
26,765
-2,830
-10% -$115K
LE icon
2584
Lands' End
LE
$389M
$1.02M ﹤0.01%
71,508
-20,170
-22% -$327K
PETQ
2585
DELISTED
PetIQ, Inc. Class A Common Stock
PETQ
$1.01M ﹤0.01%
43,172
+11,579
+37% +$357K
GKOS icon
2586
Glaukos
GKOS
$8.89B
$1.01M ﹤0.01%
17,991
+11,354
+171% +$683K
AFI
2587
DELISTED
Armstrong Flooring, Inc.
AFI
$1M ﹤0.01%
84,716
-21
-0% -$323
ABCB icon
2588
Ameris Bancorp
ABCB
$5.9B
$998K ﹤0.01%
31,498
-2,426
-7% -$98.9K
STAA icon
2589
STAAR Surgical
STAA
$1.13B
$994K ﹤0.01%
31,149
+6,863
+28% +$267K
UFI icon
2590
UNIFI
UFI
$121M
$992K ﹤0.01%
43,440
+6,946
+19% +$175K
MNTA
2591
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
$992K ﹤0.01%
89,882
+5,123
+6% +$71.3K
OLP
2592
One Liberty Properties
OLP
$547M
$990K ﹤0.01%
40,868
-22,520
-36% -$583K
FRA icon
2593
BlackRock Floating Rate Income Strategies Fund
FRA
$381M
$981K ﹤0.01%
+82,397
New +$1.06M
TITN icon
2594
Titan Machinery
TITN
$458M
$981K ﹤0.01%
74,573
+12,914
+21% +$192K
MGI
2595
DELISTED
MoneyGram International, Inc. New
MGI
$979K ﹤0.01%
489,549
+271,080
+124% +$872K
FDT icon
2596
First Trust Developed Markets ex-US AlphaDEX Fund
FDT
$1.25B
$976K ﹤0.01%
19,907
+9,123
+85% +$480K
SUP
2597
DELISTED
Superior Industries International
SUP
$975K ﹤0.01%
202,654
+134,338
+197% +$1.25M
CHCT
2598
Community Healthcare Trust
CHCT
$543M
$974K ﹤0.01%
33,769
+4,484
+15% +$133K
MIME
2599
DELISTED
Mimecast Limited
MIME
$974K ﹤0.01%
28,965
+18,642
+181% +$651K
HRTX icon
2600
Heron Therapeutics
HRTX
$92M
$973K ﹤0.01%
37,512
-33,643
-47% -$925K
102 103
104
105 106

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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.