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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
IMGN
2676
DELISTED
Immunogen Inc
IMGN
$830K ﹤0.01%
172,847
+34,738
+25% +$211K
CII icon
2677
BlackRock Enhanced Captial and Income Fund
CII
$980M
$822K ﹤0.01%
58,358
-1,549
-3% -$23.9K
AGYS icon
2678
Agilysys
AGYS
$3.12B
$821K ﹤0.01%
57,262
+14,917
+35% +$234K
UMH
2679
UMH Properties
UMH
$1.34B
$818K ﹤0.01%
69,120
-21,507
-24% -$291K
NOMD icon
2680
Nomad Foods
NOMD
$1.7B
$816K ﹤0.01%
48,832
+2,189
+5% +$41.6K
RDNT icon
2681
RadNet
RDNT
$4.97B
$816K ﹤0.01%
80,279
-32,125
-29% -$436K
SMHI icon
2682
SEACOR Marine Holdings
SMHI
$216M
$810K ﹤0.01%
68,853
-11,117
-14% -$197K
INFN
2683
DELISTED
Infinera Corporation Common Stock
INFN
$805K ﹤0.01%
201,859
-39,736
-16% -$199K
QADA
2684
DELISTED
QAD Inc.
QADA
$802K ﹤0.01%
20,403
+1,629
+9% +$71.2K
UPLD icon
2685
Upland Software
UPLD
$14.4M
$800K ﹤0.01%
2,942
-1,003
-25% -$301K
TACO
2686
DELISTED
Del Taco Restaurants, Inc. Common Stock
TACO
$800K ﹤0.01%
80,032
+52,094
+186% +$562K
PETX
2687
DELISTED
Aratana Therapeutics, Inc.
PETX
$799K ﹤0.01%
130,395
+50,703
+64% +$309K
CRR
2688
DELISTED
Carbo Ceramics Inc.
CRR
$793K ﹤0.01%
228,001
+78,249
+52% +$391K
CIVI
2689
DELISTED
Civitas Resources
CIVI
$792K ﹤0.01%
38,297
-61,868
-62% -$1.63M
KREF
2690
KKR Real Estate Finance Trust
KREF
$471M
$790K ﹤0.01%
41,259
+27,793
+206% +$548K
HPR
2691
DELISTED
HighPoint Resources Corporation
HPR
$790K ﹤0.01%
6,346
-389
-6% -$71.7K
IWS icon
2692
iShares Russell Mid-Cap Value ETF
IWS
$15.8B
$787K ﹤0.01%
10,303
-1,537
-13% -$129K
NHTC icon
2693
Natural Health Trends
NHTC
$15.6M
$787K ﹤0.01%
42,539
-6,399
-13% -$141K
EWA icon
2694
iShares MSCI Australia ETF
EWA
$1.39B
$785K ﹤0.01%
40,762
-3,568
-8% -$73.2K
RYTM icon
2695
Rhythm Pharmaceuticals
RYTM
$7.41B
$785K ﹤0.01%
29,199
-4,746
-14% -$131K
VT icon
2696
Vanguard Total World Stock ETF
VT
$76.3B
$783K ﹤0.01%
+11,959
New +$837K
EFT
2697
Eaton Vance Floating-Rate Income Trust
EFT
$284M
$782K ﹤0.01%
+61,757
New +$842K
HTB
2698
HomeTrust Bancshares
HTB
$856M
$782K ﹤0.01%
29,872
-507
-2% -$13.5K
BRS
2699
DELISTED
Bristow Group, Inc.
BRS
$782K ﹤0.01%
321,638
+54,147
+20% +$410K
JHMM icon
2700
John Hancock Multifactor Mid Cap ETF
JHMM
$5.96B
$781K ﹤0.01%
+25,662
New +$854K
106 107
108
109 110

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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.