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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
ROS
3151
DELISTED
ROSTELEKOM
ROS
$215K ﹤0.01%
35,535
– –
IQ icon
3152
iQIYI
IQ
$1.19B
$214K ﹤0.01%
14,387
+6,427
+81% +$134K
REN
3153
DELISTED
Resolute Energy Corporaton
REN
$214K ﹤0.01%
7,393
-24,184
-77% -$763K
ASND icon
3154
Ascendis Pharma A/S
ASND
$16.6B
$213K ﹤0.01%
+3,402
New +$214K
FTK icon
3155
Flotek Industries
FTK
$881M
$212K ﹤0.01%
32,485
-15,903
-33% -$161K
NKSH icon
3156
National Bankshares
NKSH
$244M
$212K ﹤0.01%
5,808
+341
+6% +$14.6K
FLXN
3157
DELISTED
Flexion Therapeutics, Inc.
FLXN
$211K ﹤0.01%
18,618
+1,923
+12% +$30.1K
KG
3158
Kestrel Group
KG
$70.1M
$210K ﹤0.01%
6,359
-3,098
-33% -$167K
HDP
3159
DELISTED
Hortonworks, Inc.
HDP
$210K ﹤0.01%
14,585
-75,575
-84% -$1.3M
HNRG icon
3160
Hallador Energy
HNRG
$717M
$209K ﹤0.01%
41,305
+17,701
+75% +$104K
MGY icon
3161
Magnolia Oil & Gas
MGY
$5.69B
$209K ﹤0.01%
18,617
-61,146
-77% -$769K
FRAN
3162
DELISTED
Francesca's Holdings Corporation
FRAN
$207K ﹤0.01%
17,735
-20,931
-54% -$610K
SPA
3163
DELISTED
Sparton
SPA
$207K ﹤0.01%
11,402
-12,943
-53% -$190K
MIN
3164
Aberdeen Intermediate Income Fund
MIN
$273M
$206K ﹤0.01%
56,161
-65,668
-54% -$242K
TCPC icon
3165
BlackRock TCP Capital
TCPC
$265M
$205K ﹤0.01%
+15,715
New +$219K
ARNA
3166
DELISTED
Arena Pharmaceuticals Inc
ARNA
$205K ﹤0.01%
+5,272
New +$207K
CLAR icon
3167
Clarus
CLAR
$126M
$204K ﹤0.01%
+20,241
New +$212K
LOGI icon
3168
Logitech
LOGI
$15.5B
$203K ﹤0.01%
6,474
-491
-7% -$17.5K
CMBT
3169
CMB.TECH NV
CMBT
$4.46B
$203K ﹤0.01%
29,224
-14,998
-34% -$128K
FENC icon
3170
Fennec Pharmaceuticals
FENC
$355M
$202K ﹤0.01%
+31,627
New +$221K
PRF icon
3171
Invesco FTSE RAFI US 1000 ETF
PRF
$9.76B
$202K ﹤0.01%
+9,925
New +$220K
LOB icon
3172
Live Oak Bancshares
LOB
$1.95B
$201K ﹤0.01%
13,546
+4,842
+56% +$93.3K
KYN icon
3173
Kayne Anderson Energy Infrastructure Fund
KYN
$2.44B
$200K ﹤0.01%
14,536
-1,479
-9% -$23.7K
GCAP
3174
DELISTED
Gain Capital Holdings, Inc.
GCAP
$200K ﹤0.01%
32,424
+320
+1% +$2.32K
ASC icon
3175
Ardmore Shipping
ASC
$669M
$198K ﹤0.01%
42,368
-37,185
-47% -$232K
125 126
127
128 129

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MCM
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PSUF
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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.