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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
FSD
2701
DELISTED
FIRST TRUST HIGH INCOME LONG/SHORT FUND
FSD
$778K ﹤0.01%
58,552
+17,316
+42% +$241K
GLO
2702
Clough Global Opportunities Fund
GLO
$246M
$777K ﹤0.01%
94,437
-4,020
-4% -$38.1K
CTT
2703
DELISTED
CATCHMARK TIMBER TRUST, INC.
CTT
$776K ﹤0.01%
109,285
-42,588
-28% -$380K
EAF icon
2704
GrafTech
EAF
$200M
$774K ﹤0.01%
6,766
+5,205
+333% +$795K
QTNA
2705
DELISTED
Quantenna Communications, Inc. Common Stock
QTNA
$774K ﹤0.01%
53,969
-4,017
-7% -$63.8K
BMRC icon
2706
Bank of Marin Bancorp
BMRC
$471M
$772K ﹤0.01%
18,716
-10,024
-35% -$410K
FBK icon
2707
FB Financial Corp
FBK
$2.98B
$772K ﹤0.01%
22,058
+14,818
+205% +$543K
ALDX icon
2708
Aldeyra Therapeutics
ALDX
$95.3M
$770K ﹤0.01%
92,816
+15,298
+20% +$157K
EGRX
2709
DELISTED
Eagle Pharmaceuticals, Inc.
EGRX
$770K ﹤0.01%
19,107
+4,896
+34% +$252K
BSV icon
2710
Vanguard Short-Term Bond ETF
BSV
$44.7B
$769K ﹤0.01%
9,790
– –
LPG icon
2711
Dorian LPG
LPG
$1.9B
$767K ﹤0.01%
131,512
-3,172
-2% -$23K
ONIT
2712
Onity Group
ONIT
$341M
$762K ﹤0.01%
37,917
-3,990
-10% -$164K
TTI icon
2713
TETRA Technologies
TTI
$1.07B
$757K ﹤0.01%
450,892
+61,191
+16% +$170K
XLB icon
2714
State Street Materials Select Sector SPDR ETF
XLB
$8.82B
$752K ﹤0.01%
29,772
-7,564
-20% -$202K
MAXR
2715
DELISTED
Maxar Technologies Inc. Common Stock
MAXR
$750K ﹤0.01%
62,746
+32,004
+104% +$651K
HTBK
2716
DELISTED
Heritage Commerce
HTBK
$746K ﹤0.01%
65,776
+36,653
+126% +$509K
TRUP icon
2717
Trupanion
TRUP
$1.11B
$746K ﹤0.01%
29,293
-1,978
-6% -$53.2K
ARTNA icon
2718
Artesian Resources
ARTNA
$361M
$743K ﹤0.01%
21,294
-1,526
-7% -$55K
MQT
2719
DELISTED
BlackRock MuniYield Quality Fund II
MQT
$743K ﹤0.01%
+64,992
New +$741K
IWP icon
2720
iShares Russell Mid-Cap Growth ETF
IWP
$19.6B
$741K ﹤0.01%
13,038
+2,754
+27% +$168K
REV
2721
DELISTED
Revlon, Inc.
REV
$740K ﹤0.01%
29,389
+2,400
+9% +$59.2K
NXTM
2722
DELISTED
NxStage Medical Inc.
NXTM
$736K ﹤0.01%
25,712
-1,860
-7% -$52.8K
OPCH icon
2723
Option Care Health
OPCH
$3.53B
$735K ﹤0.01%
51,485
+1,176
+2% +$15.5K
CEVA icon
2724
CEVA Inc
CEVA
$883M
$734K ﹤0.01%
33,232
+6,426
+24% +$161K
MX
2725
DELISTED
METSO CRP ADS (REP 1 SHS)
MX
$732K ﹤0.01%
115,321
-4,042
-3% -$25.7K
107 108
109
110 111

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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.