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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
GRC icon
2901
Gorman-Rupp
GRC
$2.19B
$466K ﹤0.01%
14,391
+197
+1% +$6.58K
TVRD
2902
Tvardi Therapeutics
TVRD
$22.7M
$464K ﹤0.01%
991
+59
+6% +$38.1K
UUUU icon
2903
Energy Fuels
UUUU
$2.81B
$462K ﹤0.01%
161,971
+42,563
+36% +$137K
IIIN icon
2904
Insteel Industries
IIIN
$630M
$461K ﹤0.01%
18,973
-194,562
-91% -$5.41M
XLK icon
2905
State Street Technology Select Sector SPDR ETF
XLK
$112B
$460K ﹤0.01%
14,832
-36,172
-71% -$1.22M
CWEN.A
2906
DELISTED
Clearway Energy Class A
CWEN.A
$459K ﹤0.01%
27,151
-4,240
-14% -$78.3K
TCS
2907
DELISTED
THE CONTAINER STORE GROUP, INC.
TCS
$459K ﹤0.01%
6,415
-183
-3% -$19.2K
CNR
2908
DELISTED
Cornerstone Building Brands, Inc.
CNR
$456K ﹤0.01%
62,949
+31,469
+100% +$377K
CERS icon
2909
Cerus
CERS
$587M
$455K ﹤0.01%
89,684
-9,263
-9% -$53.8K
RDUS
2910
DELISTED
Radius Health, Inc.
RDUS
$455K ﹤0.01%
27,602
+11,596
+72% +$195K
USMV icon
2911
iShares MSCI USA Min Vol Factor ETF
USMV
$23.7B
$454K ﹤0.01%
8,666
-20,687
-70% -$1.14M
CVNA icon
2912
Carvana
CVNA
$46.6B
$451K ﹤0.01%
68,930
-519,860
-88% -$4.38M
TWI icon
2913
Titan International
TWI
$528M
$450K ﹤0.01%
96,466
-12,291
-11% -$79.7K
GIFI
2914
DELISTED
Gulf Island Fabrication
GIFI
$448K ﹤0.01%
62,032
+9,385
+18% +$79.1K
DCPH
2915
DELISTED
Deciphera Pharmaceuticals, Inc. Common Stock
DCPH
$447K ﹤0.01%
21,319
-22,060
-51% -$542K
EEX
2916
DELISTED
Emerald Holding
EEX
$444K ﹤0.01%
+35,948
New +$466K
CSIQ icon
2917
Canadian Solar
CSIQ
$921M
$443K ﹤0.01%
30,917
+14,834
+92% +$224K
SPWH icon
2918
Sportsman's Warehouse
SPWH
$44.9M
$443K ﹤0.01%
101,064
-6,187
-6% -$30.1K
MTW icon
2919
Manitowoc
MTW
$528M
$442K ﹤0.01%
29,926
-4,092
-12% -$76.4K
RMT
2920
Royce Micro-Cap Trust
RMT
$732M
$441K ﹤0.01%
59,476
+34,497
+138% +$296K
SMTA
2921
DELISTED
Spirit MTA REIT Common Shares of Beneficial Interest
SMTA
$441K ﹤0.01%
61,889
-77,105
-55% -$781K
BAS
2922
DELISTED
Basis Energy Services, Inc.
BAS
$441K ﹤0.01%
114,827
+39,394
+52% +$289K
LASR icon
2923
nLIGHT
LASR
$3.54B
$440K ﹤0.01%
24,767
+14,987
+153% +$284K
MPAA icon
2924
Motorcar Parts of America
MPAA
$268M
$440K ﹤0.01%
26,471
-11,128
-30% -$212K
QTTB icon
2925
Q32 Bio
QTTB
$449M
$440K ﹤0.01%
1,092
-251
-19% -$94.9K
115 116
117
118 119

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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.