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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
HOFT icon
3401
Hooker Furnishings Corp
HOFT
$153M
– –
-6,991
Closed -$236K
IBRX icon
3402
ImmunityBio
IBRX
$7.61B
– –
-27,185
Closed -$101K
IVLU icon
3403
iShares MSCI Intl Value Factor ETF
IVLU
$4.36B
– –
-11,759
Closed -$299K
IVOO icon
3404
Vanguard S&P Mid-Cap 400 ETF
IVOO
$3.77B
– –
-3,374
Closed -$229K
IWC icon
3405
iShares Micro-Cap ETF
IWC
$1.45B
– –
-2,312
Closed -$246K
JNK icon
3406
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.06B
– –
-33,585
Closed -$3.63M
JPI
3407
DELISTED
Nuveen Preferred Securities & Income Opportunities Fund
JPI
– –
-43,584
Closed -$989K
LYTS icon
3408
LSI Industries
LYTS
$857M
– –
-13,954
Closed -$64K
MDGL icon
3409
Madrigal Pharmaceuticals
MDGL
$12.8B
– –
-4,560
Closed -$976K
MDXG icon
3410
MiMedx Group
MDXG
$630M
– –
-174,438
Closed -$1.08M
NTLA icon
3411
Intellia Therapeutics
NTLA
$1.56B
– –
-14,466
Closed -$414K
NVG icon
3412
Nuveen AMT-Free Municipal Credit Income Fund
NVG
$2.67B
– –
-266,648
Closed -$3.88M
ORGO icon
3413
Organogenesis Holdings
ORGO
$322M
– –
-95,000
Closed -$962K
PHO icon
3414
Invesco Water Resources ETF
PHO
$1.97B
– –
-8,102
Closed -$258K
PJT icon
3415
PJT Partners
PJT
$4.5B
– –
-7,985
Closed -$418K
PPT
3416
Franklin Premier Income Trust
PPT
$324M
– –
-26,240
Closed -$138K
PROV icon
3417
Provident Financial
PROV
$109M
– –
-12,603
Closed -$231K
QCRH icon
3418
QCR Holdings
QCRH
$1.68B
– –
-16,142
Closed -$659K
QMCO icon
3419
Quantum Corp
QMCO
$441M
– –
-2,859
Closed -$137K
RCKY icon
3420
Rocky Brands
RCKY
$311M
– –
-46,066
Closed -$1.3M
RDVT icon
3421
Red Violet
RDVT
$880M
– –
-10,860
Closed -$71K
RDVY icon
3422
First Trust Rising Dividend Achievers ETF
RDVY
$24.7B
– –
-6,354
Closed -$201K
RICK icon
3423
RCI Hospitality Holdings
RICK
$202M
– –
-32,352
Closed -$958K
RILY icon
3424
BRC Group Holdings
RILY
$282M
– –
-10,623
Closed -$241K
RNGR icon
3425
Ranger Energy Services
RNGR
$371M
– –
-17,858
Closed -$150K
135 136
137
138 139

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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.