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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
SGRY icon
3201
Surgery Partners
SGRY
$1.98B
$163K ﹤0.01%
+16,615
New +$223K
NTRA icon
3202
Natera
NTRA
$37B
$162K ﹤0.01%
11,631
-45,651
-80% -$834K
PZN
3203
DELISTED
Pzena Investment Management, Inc. Class A
PZN
$160K ﹤0.01%
18,511
-295
-2% -$2.86K
VSLR
3204
DELISTED
VIVINT SOLAR, INC.
VSLR
$160K ﹤0.01%
42,055
+22,047
+110% +$114K
IMH
3205
DELISTED
Impac Mortgage Holdings Inc.
IMH
$160K ﹤0.01%
+42,332
New +$208K
EMWP
3206
DELISTED
Eros Media World PLC
EMWP
$159K ﹤0.01%
959
-851
-47% -$166K
IAU icon
3207
iShares Gold Trust
IAU
$63.4B
$158K ﹤0.01%
6,448
-292
-4% -$6.88K
LILA icon
3208
Liberty Latin America Class A
LILA
$1.57B
$158K ﹤0.01%
17,058
-83
-0.5% -$959
CWCO icon
3209
Consolidated Water Co
CWCO
$472M
$157K ﹤0.01%
13,472
-383
-3% -$4.8K
CTLP
3210
DELISTED
Cantaloupe
CTLP
$155K ﹤0.01%
39,968
-50,542
-56% -$265K
LFVN icon
3211
LifeVantage
LFVN
$80.4M
$153K ﹤0.01%
+11,612
New +$139K
ARQ icon
3212
Arq
ARQ
$85.4M
$153K ﹤0.01%
14,481
-4,254
-23% -$44.1K
INAP
3213
DELISTED
Internap Corporation
INAP
$153K ﹤0.01%
36,893
+937
+3% +$6.95K
CRD.B icon
3214
Crawford & Co Class B
CRD.B
$496M
$152K ﹤0.01%
16,866
+5,306
+46% +$48.2K
SHBI icon
3215
Shore Bancshares
SHBI
$800M
$152K ﹤0.01%
+10,461
New +$168K
CSTE icon
3216
Caesarstone
CSTE
$75.7M
$151K ﹤0.01%
11,153
-40,349
-78% -$628K
AXAS
3217
DELISTED
Abraxas Petroleum Corp
AXAS
$151K ﹤0.01%
6,946
-19,219
-73% -$670K
ENPH icon
3218
Enphase Energy
ENPH
$5.01B
$150K ﹤0.01%
+31,701
New +$161K
SCPH
3219
DELISTED
scPharmaceuticals
SCPH
$150K ﹤0.01%
39,774
+6,421
+19% +$30.2K
MCBC
3220
DELISTED
Macatawa Bank Corp
MCBC
$150K ﹤0.01%
15,580
+1,219
+8% +$12.7K
GOGO icon
3221
Gogo Inc
GOGO
$540M
$149K ﹤0.01%
49,682
-22,873
-32% -$114K
LBRT icon
3222
Liberty Energy
LBRT
$2.75B
$148K ﹤0.01%
11,448
-19,991
-64% -$363K
RPT
3223
Rithm Property Trust
RPT
$92.3M
$148K ﹤0.01%
2,119
-1,217
-36% -$91.5K
MXWL
3224
DELISTED
Maxwell Technologies Inc
MXWL
$148K ﹤0.01%
71,572
+51,917
+264% +$140K
HALL
3225
DELISTED
Hallmark Financial Services, Inc.
HALL
$146K ﹤0.01%
+1,364
New +$149K
127 128
129
130 131

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NIPH
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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.