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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
UEIC icon
2801
Universal Electronics
UEIC
$58.1M
$596K ﹤0.01%
23,566
-19,888
-46% -$644K
ALBO
2802
DELISTED
Albireo Pharma Inc
ALBO
$594K ﹤0.01%
24,216
-6,223
-20% -$164K
CIGI icon
2803
Colliers International
CIGI
$5.29B
$593K ﹤0.01%
10,767
-486
-4% -$30.9K
DERM
2804
DELISTED
Dermira, Inc.
DERM
$593K ﹤0.01%
82,491
-24,932
-23% -$273K
HBNC icon
2805
Horizon Bancorp
HBNC
$1.07B
$592K ﹤0.01%
37,519
-83
-0.2% -$1.42K
MCFT icon
2806
MasterCraft Boat Holdings
MCFT
$609M
$591K ﹤0.01%
31,589
+10,239
+48% +$285K
CIVI
2807
DELISTED
Civitas Solutions, Inc.
CIVI
$591K ﹤0.01%
33,774
-21,873
-39% -$327K
CASS icon
2808
Cass Information Systems
CASS
$718M
$589K ﹤0.01%
11,138
+2,616
+31% +$141K
JOE icon
2809
St. Joe Company
JOE
$3.6B
$588K ﹤0.01%
44,647
-16,332
-27% -$244K
HSKA
2810
DELISTED
Heska Corp
HSKA
$586K ﹤0.01%
6,803
-188
-3% -$18.5K
YELL
2811
DELISTED
Yellow Corporation Common Stock
YELL
$585K ﹤0.01%
185,785
-207,582
-53% -$1.32M
ERC
2812
Allspring Multi-Sector Income Fund
ERC
$254M
$582K ﹤0.01%
52,461
-158,503
-75% -$1.83M
HASI icon
2813
Hannon Armstrong Sustainable Infrastructure Capital
HASI
$4.98B
$582K ﹤0.01%
30,542
-20
-0.1% -$431
HABT
2814
DELISTED
The Habit Restaurants, Inc. - Class A
HABT
$581K ﹤0.01%
55,319
+32,948
+147% +$443K
DSI icon
2815
iShares MSCI KLD 400 Social ETF
DSI
$5.18B
$579K ﹤0.01%
12,450
+4,448
+56% +$220K
HK
2816
DELISTED
Halcon Resources Corporation
HK
$578K ﹤0.01%
340,281
+185,283
+120% +$579K
HCKT icon
2817
Hackett Group
HCKT
$270M
$573K ﹤0.01%
35,768
-5,699
-14% -$106K
CSII
2818
DELISTED
Cardiovascular Systems, Inc.
CSII
$573K ﹤0.01%
20,117
+8,396
+72% +$267K
ACIC icon
2819
American Coastal Insurance
ACIC
$529M
$571K ﹤0.01%
34,379
+2,401
+8% +$45.7K
MSBI icon
2820
Midland States Bancorp
MSBI
$706M
$571K ﹤0.01%
25,567
+11,934
+88% +$311K
RYZ
2821
Ryerson Holding Corp
RYZ
$1.6B
$570K ﹤0.01%
89,950
+11,201
+14% +$96.8K
CENT icon
2822
Central Garden & Pet Co
CENT
$2.79B
$567K ﹤0.01%
20,560
-45,981
-69% -$1.21M
YEXT icon
2823
Yext
YEXT
$569M
$567K ﹤0.01%
38,165
-82,088
-68% -$1.45M
OPTN
2824
DELISTED
OptiNose
OPTN
$561K ﹤0.01%
6,027
+838
+16% +$120K
AAIC
2825
DELISTED
Arlington Asset Investment Corp.
AAIC
$560K ﹤0.01%
77,329
+36,698
+90% +$308K
111 112
113
114 115

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MCM
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PSUF
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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.