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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
MBTF
3251
DELISTED
MBT Financial Corporation
MBTF
$126K ﹤0.01%
13,526
-7,795
-37% -$85.5K
LXRX icon
3252
Lexicon Pharmaceuticals
LXRX
$991M
$124K ﹤0.01%
18,605
-78,951
-81% -$640K
CBAY
3253
DELISTED
Cymabay Therapeutics
CBAY
$123K ﹤0.01%
+15,602
New +$149K
TELL
3254
DELISTED
Tellurian Inc.
TELL
$121K ﹤0.01%
17,410
-382
-2% -$2.95K
CBH
3255
DELISTED
Virtus Convertible & Income 2024 Target Term Fund
CBH
$121K ﹤0.01%
+15,112
New +$131K
SPNS
3256
DELISTED
Sapiens International
SPNS
$120K ﹤0.01%
+10,910
New +$125K
ROSE
3257
DELISTED
Rosehill Resources Inc. Class A
ROSE
$113K ﹤0.01%
50,760
+30,917
+156% +$133K
FTD
3258
DELISTED
FTD Companies, Inc. Common Stock
FTD
$113K ﹤0.01%
76,121
-27,926
-27% -$59.4K
GRBK icon
3259
Green Brick Partners
GRBK
$3.12B
$112K ﹤0.01%
+15,475
New +$136K
GNE icon
3260
Genie Energy
GNE
$378M
$111K ﹤0.01%
18,377
-662
-3% -$4.15K
SRGA
3261
DELISTED
Surgalign Holdings, Inc. Common Stock
SRGA
$111K ﹤0.01%
1,001
+68
+7% +$8.86K
PRPL icon
3262
Purple Innovation
PRPL
$35.8M
$109K ﹤0.01%
739
-254
-26% -$37.4K
AMR
3263
DELISTED
Alta Mesa Resources Inc
AMR
$108K ﹤0.01%
107,644
-12,522
-10% -$31.7K
BCBP icon
3264
BCB Bancorp
BCBP
$179M
$107K ﹤0.01%
+10,245
New +$124K
KEG
3265
DELISTED
Key Energy Services, Inc. Common Stock
KEG
$103K ﹤0.01%
+49,967
New +$365K
SHYF
3266
DELISTED
The Shyft Group
SHYF
$102K ﹤0.01%
14,046
-38,138
-73% -$355K
TAC icon
3267
TransAlta
TAC
$4.25B
$102K ﹤0.01%
24,762
-25,553
-51% -$134K
CURO
3268
DELISTED
CURO Group Holdings Corp.
CURO
$101K ﹤0.01%
10,630
-37,702
-78% -$617K
EPE
3269
DELISTED
EP Energy Corporation
EPE
$101K ﹤0.01%
143,851
-23,038
-14% -$34.4K
OCSL icon
3270
Oaktree Specialty Lending
OCSL
$1.04B
$100K ﹤0.01%
7,852
-1,606
-17% -$22K
DWSN icon
3271
Dawson Geophysical
DWSN
$149M
$99K ﹤0.01%
+29,285
New +$139K
HOV icon
3272
Hovnanian Enterprises
HOV
$782M
$99K ﹤0.01%
5,780
-1,726
-23% -$54.6K
TLGT
3273
DELISTED
Teligent, Inc
TLGT
$99K ﹤0.01%
7,204
-9,076
-56% -$237K
JRS icon
3274
Nuveen Real Estate Income Fund
JRS
$251M
$96K ﹤0.01%
11,296
-551
-5% -$5.06K
IOTS
3275
DELISTED
Adesto Technologies Corp
IOTS
$96K ﹤0.01%
+21,715
New +$104K
129 130
131
132 133

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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.