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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
GWRS icon
3026
Global Water Resources
GWRS
$211M
$323K ﹤0.01%
31,832
-623
-2% -$6.51K
NETI
3027
DELISTED
Eneti Inc.
NETI
$321K ﹤0.01%
6,254
-7,758
-55% -$443K
ALNT icon
3028
Allient
ALNT
$1.47B
$320K ﹤0.01%
10,734
-950
-8% -$29.2K
SPWR
3029
DELISTED
SunPower Corporation Common Stock
SPWR
$320K ﹤0.01%
98,227
-30,224
-24% -$126K
ECH icon
3030
iShares MSCI Chile ETF
ECH
$1.01B
$319K ﹤0.01%
7,700
-70
-0.9% -$3K
BLW icon
3031
BlackRock Limited Duration Income Trust
BLW
$492M
$318K ﹤0.01%
23,790
+721
+3% +$10.2K
NINE
3032
DELISTED
Nine Energy Service
NINE
$318K ﹤0.01%
14,099
+208
+1% +$6.34K
FNWB icon
3033
First Northwest Bancorp
FNWB
$112M
$317K ﹤0.01%
21,347
+3,440
+19% +$52.1K
XRN
3034
Chiron Real Estate Inc
XRN
$540M
$317K ﹤0.01%
7,128
+1,957
+38% +$89.9K
CHMI
3035
Cherry Hill Mortgage Investment Corp
CHMI
$82.3M
$316K ﹤0.01%
18,030
+4,634
+35% +$84.6K
ATRS
3036
DELISTED
Antares Pharma, Inc.
ATRS
$316K ﹤0.01%
116,326
+105,187
+944% +$346K
WAAS
3037
DELISTED
AquaVenture Holdings Limited
WAAS
$316K ﹤0.01%
+16,710
New +$302K
MBIN icon
3038
Merchants Bancorp
MBIN
$2.22B
$311K ﹤0.01%
23,363
+4,382
+23% +$65.8K
NGS icon
3039
Natural Gas Services Group
NGS
$469M
$308K ﹤0.01%
+18,727
New +$359K
MRLN
3040
DELISTED
Marlin Business Services Corp
MRLN
$308K ﹤0.01%
13,807
+3,453
+33% +$88.8K
OTE
3041
DELISTED
HELLENIC TELECOMM ORG ADS(RP1/
OTE
$308K ﹤0.01%
57,230
-3,161
-5% -$17K
FDN icon
3042
First Trust Dow Jones Internet Index Fund ETF
FDN
$4.92B
$306K ﹤0.01%
2,621
-1,032
-28% -$128K
MNTV
3043
DELISTED
Momentive Global Inc. Common Stock
MNTV
$306K ﹤0.01%
24,934
+8,197
+49% +$102K
FSV icon
3044
FirstService
FSV
$6.45B
$304K ﹤0.01%
4,445
-8,491
-66% -$635K
ZEPP
3045
Zepp Health
ZEPP
$71.4M
$304K ﹤0.01%
+7,723
New +$303K
IVE icon
3046
iShares S&P 500 Value ETF
IVE
$49.1B
$303K ﹤0.01%
+2,995
New +$328K
RC
3047
Ready Capital
RC
$265M
$303K ﹤0.01%
21,893
+9,114
+71% +$137K
MBWM icon
3048
Mercantile Bank Corp
MBWM
$1.01B
$302K ﹤0.01%
10,686
-22,524
-68% -$699K
SIGA icon
3049
SIGA Technologies
SIGA
$222M
$301K ﹤0.01%
+38,095
New +$218K
CIA icon
3050
Citizens
CIA
$248M
$297K ﹤0.01%
39,439
+24,696
+168% +$194K
120 121
122
123 124

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MCM
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PSUF
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IA
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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.