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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
SLP icon
3101
Simulations Plus
SLP
$371M
$252K ﹤0.01%
12,688
+2,751
+28% +$54.3K
TCDA
3102
DELISTED
Tricida, Inc. Common Stock
TCDA
$252K ﹤0.01%
+10,706
New +$308K
TRK
3103
DELISTED
Speedway Motorsports, Inc.
TRK
$252K ﹤0.01%
15,505
-833
-5% -$13.7K
FMNB icon
3104
Farmers National Banc Corp
FMNB
$909M
$249K ﹤0.01%
19,538
+8,816
+82% +$119K
NVGS icon
3105
Navigator Holdings
NVGS
$1.34B
$249K ﹤0.01%
26,509
+11,966
+82% +$138K
BHB icon
3106
Bar Harbor Bankshares
BHB
$659M
$248K ﹤0.01%
+11,042
New +$275K
REET icon
3107
iShares Global REIT ETF
REET
$5.16B
$248K ﹤0.01%
10,579
-281
-3% -$6.92K
BOOM icon
3108
DMC Global
BOOM
$117M
$245K ﹤0.01%
6,989
+665
+11% +$24.2K
NVEC icon
3109
NVE Corp
NVEC
$568M
$245K ﹤0.01%
2,797
-1,938
-41% -$175K
PRTA icon
3110
Prothena Corp
PRTA
$455M
$244K ﹤0.01%
23,666
+7,513
+47% +$89.3K
VATE icon
3111
INNOVATE Corp
VATE
$116M
$243K ﹤0.01%
9,215
-1,012
-10% -$42.7K
CVIA
3112
DELISTED
Covia Holdings Corporation Common Stock
CVIA
$243K ﹤0.01%
70,972
-954
-1% -$5.75K
RARX
3113
DELISTED
Ra Pharmaceuticals, Inc. Common Stock
RARX
$243K ﹤0.01%
13,369
+2,145
+19% +$33.7K
FVD icon
3114
First Trust Value Line Dividend Fund
FVD
$8.32B
$242K ﹤0.01%
+8,339
New +$256K
INST
3115
DELISTED
Instructure, Inc.
INST
$240K ﹤0.01%
6,387
-6,631
-51% -$234K
LAB icon
3116
Standard BioTools
LAB
$303M
$237K ﹤0.01%
27,470
-5,355
-16% -$41.7K
MPX
3117
DELISTED
Marine Products Corp
MPX
$236K ﹤0.01%
+13,930
New +$290K
NM
3118
DELISTED
Navios Maritime Holdings Inc.
NM
$236K ﹤0.01%
86,169
-26,112
-23% -$116K
EZU icon
3119
iShare MSCI Eurozone ETF
EZU
$9.45B
$235K ﹤0.01%
6,697
+1,059
+19% +$39.5K
BW icon
3120
Babcock & Wilcox
BW
$1.4B
$234K ﹤0.01%
60,003
-40,723
-40% -$362K
DVAX
3121
DELISTED
Dynavax Technologies
DVAX
$234K ﹤0.01%
25,581
-23,674
-48% -$262K
VTWO icon
3122
Vanguard Russell 2000 ETF
VTWO
$17.4B
$234K ﹤0.01%
4,352
+1,086
+33% +$65.1K
WATT icon
3123
Energous
WATT
$78.7M
$234K ﹤0.01%
67
+7
+12% +$34.1K
NEX
3124
DELISTED
NexTier Oilfield Solutions Inc.
NEX
$234K ﹤0.01%
28,647
-11,608
-29% -$130K
ADMS
3125
DELISTED
Adamas Pharmaceuticals
ADMS
$234K ﹤0.01%
27,411
-15,548
-36% -$202K
123 124
125
126 127

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MCM
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PSUF
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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.