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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
ANGI icon
2976
Angi Inc
ANGI
$240M
$378K ﹤0.01%
2,354
+444
+23% +$80.5K
BBN icon
2977
BlackRock Taxable Municipal Bond Trust
BBN
$971M
$378K ﹤0.01%
+17,963
New +$366K
ALTR
2978
DELISTED
Altair Engineering Inc
ALTR
$376K ﹤0.01%
13,620
-51,680
-79% -$1.7M
CYOU
2979
DELISTED
Changyou.com Limited American Depositary Share
CYOU
$375K ﹤0.01%
20,511
-31,360
-60% -$519K
NOG icon
2980
Northern Oil and Gas
NOG
$2.21B
$373K ﹤0.01%
16,511
-6,866
-29% -$202K
GDP
2981
DELISTED
Goodrich Petroleum Corporation Common Stock
GDP
$373K ﹤0.01%
27,617
-4,869
-15% -$68.6K
SND icon
2982
Smart Sand
SND
$203M
$372K ﹤0.01%
167,551
+132,618
+380% +$418K
NSTG
2983
DELISTED
NanoString Technologies, Inc.
NSTG
$372K ﹤0.01%
25,082
+1,269
+5% +$20.1K
EVRI
2984
DELISTED
Everi Holdings
EVRI
$370K ﹤0.01%
71,834
-30,062
-30% -$205K
LEN.B icon
2985
Lennar Class B
LEN.B
$20.1B
$370K ﹤0.01%
12,427
-10,684
-46% -$351K
CARO
2986
DELISTED
Carolina Financial Corp.
CARO
$369K ﹤0.01%
12,472
-4,734
-28% -$157K
MERC icon
2987
Mercer International
MERC
$44.7M
$368K ﹤0.01%
35,204
+8,201
+30% +$114K
ZAGG
2988
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
$368K ﹤0.01%
37,652
-14,479
-28% -$163K
NXEO
2989
DELISTED
Nexeo Solutions, Inc. Common Stock
NXEO
$368K ﹤0.01%
42,850
-9,136
-18% -$92.2K
MBB icon
2990
iShares MBS ETF
MBB
$39.1B
$367K ﹤0.01%
3,506
+6
+0.2% +$617
ENT
2991
DELISTED
Global Eagle Entertainment Inc.
ENT
$367K ﹤0.01%
6,575
+2,426
+58% +$149K
GLDD
2992
DELISTED
Great Lakes Dredge & Dock
GLDD
$366K ﹤0.01%
55,358
+39,688
+253% +$259K
PBYI icon
2993
Puma Biotechnology
PBYI
$407M
$364K ﹤0.01%
17,906
-30,223
-63% -$907K
GTS
2994
DELISTED
Triple-S Management Corporation
GTS
$364K ﹤0.01%
22,010
-48,192
-69% -$835K
EVT icon
2995
Eaton Vance Tax-Advantaged Dividend Income Fund
EVT
$2.08B
$362K ﹤0.01%
19,043
-2
-0% -$44
CRNT icon
2996
Ceragon Networks
CRNT
$197M
$360K ﹤0.01%
95,231
+7,414
+8% +$28.1K
CECO icon
2997
Ceco Environmental
CECO
$4.31B
$359K ﹤0.01%
53,132
-6,396
-11% -$49K
TEI
2998
Templeton Emerging Markets Income Fund
TEI
$310M
$359K ﹤0.01%
+37,280
New +$359K
DSPG
2999
DELISTED
DSP Group Inc
DSPG
$359K ﹤0.01%
32,009
-3,513
-10% -$41K
STGW icon
3000
Stagwell
STGW
$1.92B
$358K ﹤0.01%
137,111
+18,730
+16% +$53.3K
118 119
120
121 122

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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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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.