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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
EXPR
1901
DELISTED
Express, Inc.
EXPR
$3.25M ﹤0.01%
31,794
-10,758
-25% -$1.66M
EWT icon
1902
iShares MSCI Taiwan ETF
EWT
$9.13B
$3.25M ﹤0.01%
102,734
-619
-0.6% -$20.6K
HEI.A icon
1903
HEICO Corp Class A
HEI.A
$36B
$3.25M ﹤0.01%
51,517
+17,844
+53% +$1.2M
CYH icon
1904
Community Health Systems
CYH
$382M
$3.24M ﹤0.01%
1,148,732
-30,579
-3% -$105K
INGN icon
1905
Inogen
INGN
$174M
$3.23M ﹤0.01%
26,051
-17,382
-40% -$2.86M
TPH
1906
DELISTED
Tri Pointe Homes
TPH
$3.23M ﹤0.01%
295,893
+1,270
+0.4% +$15K
VNDA icon
1907
Vanda Pharmaceuticals
VNDA
$304M
$3.23M ﹤0.01%
123,721
+101,431
+455% +$2.38M
DIA icon
1908
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
$3.23M ﹤0.01%
13,829
-637
-4% -$159K
SXI icon
1909
Standex International
SXI
$3.33B
$3.22M ﹤0.01%
47,990
+1,298
+3% +$109K
CENX icon
1910
Century Aluminum
CENX
$4.22B
$3.22M ﹤0.01%
440,202
+170,945
+63% +$1.55M
AGM icon
1911
Federal Agricultural Mortgage
AGM
$2.32B
$3.22M ﹤0.01%
53,203
-1,196
-2% -$79.3K
PLUS icon
1912
ePlus
PLUS
$2.43B
$3.21M ﹤0.01%
90,200
+1,218
+1% +$49.1K
COHR icon
1913
Coherent
COHR
$43.4B
$3.21M ﹤0.01%
98,822
+186
+0.2% +$6.94K
UBA
1914
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
$3.21M ﹤0.01%
166,765
+2,973
+2% +$60K
PTLA
1915
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
$3.2M ﹤0.01%
164,126
+62,735
+62% +$1.29M
ATNI icon
1916
ATN International
ATNI
$365M
$3.2M ﹤0.01%
44,732
+5,099
+13% +$398K
AWF
1917
AllianceBernstein Global High Income Fund
AWF
$869M
$3.2M ﹤0.01%
303,920
-51,602
-15% -$569K
CTLT
1918
DELISTED
CATALENT, INC.
CTLT
$3.19M ﹤0.01%
102,161
-18,585
-15% -$717K
BOX icon
1919
Box
BOX
$4.49B
$3.18M ﹤0.01%
188,455
-1,101
-0.6% -$20.3K
CMO
1920
DELISTED
Capstead Mortgage Corp.
CMO
$3.18M ﹤0.01%
476,290
+30,977
+7% +$229K
HIFR
1921
DELISTED
InfraREIT, Inc.
HIFR
$3.18M ﹤0.01%
151,085
-12,900
-8% -$275K
TISI icon
1922
Team
TISI
$80.6M
$3.17M ﹤0.01%
21,607
+1,443
+7% +$263K
KLIC icon
1923
Kulicke & Soffa
KLIC
$4.34B
$3.16M ﹤0.01%
156,038
+13,060
+9% +$271K
MGRC icon
1924
McGrath RentCorp
MGRC
$2.87B
$3.15M ﹤0.01%
61,165
+8,838
+17% +$455K
QNST icon
1925
QuinStreet
QNST
$927M
$3.14M ﹤0.01%
193,323
+84,741
+78% +$1.27M
75 76
77
78 79

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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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.