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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
ANIK icon
2851
Anika Therapeutics
ANIK
$204M
$528K ﹤0.01%
15,723
-16,276
-51% -$587K
NVEE
2852
DELISTED
NV5 Global
NVEE
$526K ﹤0.01%
34,768
-49,568
-59% -$919K
CRCM
2853
DELISTED
CARE.COM, INC.
CRCM
$525K ﹤0.01%
27,212
-938
-3% -$17K
EPOL icon
2854
iShares MSCI Poland ETF
EPOL
$675M
$524K ﹤0.01%
22,738
-513
-2% -$11.7K
VNTR
2855
DELISTED
Venator Materials PLC
VNTR
$522K ﹤0.01%
124,668
+34,929
+39% +$226K
EWM icon
2856
iShares MSCI Malaysia ETF
EWM
$309M
$521K ﹤0.01%
17,496
-21,325
-55% -$646K
LXU icon
2857
LSB Industries
LXU
$829M
$521K ﹤0.01%
122,737
+5,853
+5% +$34.4K
CYTK icon
2858
Cytokinetics
CYTK
$10.9B
$519K ﹤0.01%
82,054
+21,024
+34% +$154K
OXFD
2859
DELISTED
Oxford Immunotec Global PLC Ordinary Shares
OXFD
$516K ﹤0.01%
+40,398
New +$613K
ZEUS
2860
DELISTED
Olympic Steel
ZEUS
$513K ﹤0.01%
35,949
-8,044
-18% -$146K
CVEO icon
2861
Civeo
CVEO
$373M
$512K ﹤0.01%
29,857
-2,471
-8% -$72.9K
VPG icon
2862
Vishay Precision Group
VPG
$1.19B
$512K ﹤0.01%
16,930
-10,414
-38% -$342K
TBPH icon
2863
Theravance Biopharma
TBPH
$875M
$511K ﹤0.01%
19,982
+4,659
+30% +$126K
MB
2864
DELISTED
MINDBODY, Inc. Class A Common Stock
MB
$511K ﹤0.01%
14,037
-3,552
-20% -$108K
PHX
2865
DELISTED
PHX Minerals
PHX
$510K ﹤0.01%
32,933
+4,596
+16% +$77.9K
ORTX
2866
DELISTED
Orchard Therapeutics plc American Depositary Shares
ORTX
$510K ﹤0.01%
+3,242
New +$483K
SXCP
2867
DELISTED
SunCoke Energy Partners, L.P.
SXCP
$510K ﹤0.01%
47,939
-600
-1% -$7.95K
CASH icon
2868
Pathward Financial
CASH
$1.87B
$509K ﹤0.01%
26,259
+4,959
+23% +$116K
NMFC icon
2869
New Mountain Finance
NMFC
$665M
$509K ﹤0.01%
+40,467
New +$535K
PKOH icon
2870
Park-Ohio Holdings
PKOH
$564M
$508K ﹤0.01%
16,544
-6,588
-28% -$230K
IRWD icon
2871
Ironwood Pharmaceuticals
IRWD
$630M
$506K ﹤0.01%
58,370
-32,120
-35% -$369K
IJK icon
2872
iShares S&P Mid-Cap 400 Growth ETF
IJK
$10.8B
$505K ﹤0.01%
10,564
-2,144
-17% -$112K
FCT
2873
First Trust Senior Floating Rate Income Fund II
FCT
$251M
$503K ﹤0.01%
+44,887
New +$536K
MGNX icon
2874
MacroGenics
MGNX
$242M
$503K ﹤0.01%
39,594
+19,154
+94% +$321K
PENG
2875
Penguin Solutions Inc
PENG
$2.41B
$503K ﹤0.01%
33,866
+11,912
+54% +$180K
113 114
115
116 117

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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.