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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
CATO icon
2026
Cato Corp
CATO
$65.7M
$2.73M ﹤0.01%
191,620
-24,724
-11% -$426K
WMC
2027
DELISTED
Western Asset Mortgage Capital Corporation
WMC
$2.73M ﹤0.01%
32,781
+10,081
+44% +$987K
CVON
2028
DELISTED
ConvergeOne Holdings, Inc. Class A Common Stock
CVON
$2.73M ﹤0.01%
220,447
-19,166
-8% -$211K
STBA icon
2029
S&T Bancorp
STBA
$1.9B
$2.73M ﹤0.01%
72,062
+1,834
+3% +$73.9K
CWST icon
2030
Casella Waste Systems
CWST
$5.76B
$2.72M ﹤0.01%
95,612
+19,639
+26% +$596K
LABL
2031
DELISTED
Multi-Color Corp
LABL
$2.72M ﹤0.01%
77,539
+10,810
+16% +$512K
KAI icon
2032
Kadant
KAI
$3.58B
$2.71M ﹤0.01%
33,313
-2,901
-8% -$272K
RAD
2033
DELISTED
Rite Aid Corporation
RAD
$2.71M ﹤0.01%
191,318
-18,583
-9% -$392K
MFL
2034
DELISTED
BLACKROCK MUNIHOLDINGS INVESTMENT QUALITY FUND
MFL
$2.71M ﹤0.01%
212,560
+76,736
+56% +$936K
ECHO
2035
DELISTED
Echo Global Logistics, Inc.
ECHO
$2.7M ﹤0.01%
132,883
-16,932
-11% -$422K
AVTA
2036
DELISTED
Avantax, Inc. Common Stock
AVTA
$2.69M ﹤0.01%
101,126
-10,175
-9% -$312K
DNR
2037
DELISTED
Denbury Resources, Inc.
DNR
$2.69M ﹤0.01%
1,573,270
-21,002
-1% -$72.3K
AROC icon
2038
Archrock
AROC
$6.16B
$2.69M ﹤0.01%
359,076
+99,814
+38% +$1.01M
TDAY
2039
USA Today Co
TDAY
$1.29B
$2.69M ﹤0.01%
232,452
+55,526
+31% +$775K
MSTR icon
2040
Strategy Inc
MSTR
$34.1B
$2.68M ﹤0.01%
209,860
-45,540
-18% -$577K
ZNH
2041
DELISTED
China Southern Airlines Company Limited
ZNH
$2.67M ﹤0.01%
88,017
+5,984
+7% +$184K
MLNX
2042
DELISTED
Mellanox Technologies, Ltd.
MLNX
$2.67M ﹤0.01%
28,914
-8,183
-22% -$695K
SIR
2043
DELISTED
SELECT INCOME REIT
SIR
$2.67M ﹤0.01%
362,198
-445,072
-55% -$3.74M
SNR
2044
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
$2.67M ﹤0.01%
646,752
+273,277
+73% +$1.44M
ESRT icon
2045
Empire State Realty Trust
ESRT
$1B
$2.66M ﹤0.01%
186,732
-29,448
-14% -$461K
UNFI icon
2046
United Natural Foods
UNFI
$3.04B
$2.65M ﹤0.01%
250,637
+41,134
+20% +$865K
CTRE icon
2047
CareTrust REIT
CTRE
$10B
$2.65M ﹤0.01%
143,403
+16,220
+13% +$302K
KOS icon
2048
Kosmos Energy
KOS
$1.47B
$2.64M ﹤0.01%
648,598
+345,287
+114% +$2.13M
HAFC icon
2049
Hanmi Financial
HAFC
$935M
$2.64M ﹤0.01%
133,801
-52,052
-28% -$1.11M
SMP icon
2050
Standard Motor Products
SMP
$902M
$2.62M ﹤0.01%
54,182
+4,191
+8% +$208K
80 81
82
83 84

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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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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.