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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
WUBA
1726
DELISTED
58.com Inc
WUBA
$4.19M ﹤0.01%
77,363
-9,481
-11% -$578K
CADE
1727
DELISTED
Cadence Bank
CADE
$4.18M ﹤0.01%
159,865
+15,918
+11% +$463K
VRS
1728
DELISTED
Verso Corporation
VRS
$4.16M ﹤0.01%
185,629
-44,197
-19% -$1.19M
TIVO
1729
DELISTED
Tivo Inc
TIVO
$4.16M ﹤0.01%
441,845
-29,250
-6% -$316K
MTSI icon
1730
MACOM Technology Solutions
MTSI
$18B
$4.15M ﹤0.01%
286,099
+37,862
+15% +$611K
BRSL
1731
Brightstar Lottery PLC
BRSL
$1.91B
$4.14M ﹤0.01%
282,683
+54,871
+24% +$907K
AL
1732
DELISTED
Air Lease Corp
AL
$4.13M ﹤0.01%
136,695
-16,443
-11% -$627K
GMED icon
1733
Globus Medical
GMED
$11.1B
$4.13M ﹤0.01%
95,418
-14,378
-13% -$717K
TIER
1734
DELISTED
TIER REIT, Inc.
TIER
$4.12M ﹤0.01%
199,835
+50,076
+33% +$1.12M
CORE
1735
DELISTED
Core Mark Holding Co., Inc.
CORE
$4.12M ﹤0.01%
177,055
+33,108
+23% +$1.01M
ICFI icon
1736
ICF International
ICFI
$1.5B
$4.12M ﹤0.01%
63,540
-16,225
-20% -$1.14M
BECN
1737
DELISTED
Beacon Roofing Supply, Inc.
BECN
$4.12M ﹤0.01%
129,738
+26,013
+25% +$803K
INXN
1738
DELISTED
Interxion Holding N.V.
INXN
$4.11M ﹤0.01%
75,846
-31,530
-29% -$1.89M
BTG icon
1739
B2Gold
BTG
$5.1B
$4.1M ﹤0.01%
1,404,467
+477,379
+51% +$1.24M
MKSI icon
1740
MKS Inc
MKSI
$18.1B
$4.09M ﹤0.01%
63,342
-11,162
-15% -$807K
AIR icon
1741
AAR Corp
AIR
$5.49B
$4.07M ﹤0.01%
108,893
-29,172
-21% -$1.28M
AMPH icon
1742
Amphastar Pharmaceuticals
AMPH
$909M
$4.06M ﹤0.01%
203,827
+88,021
+76% +$1.74M
SCSC icon
1743
Scansource
SCSC
$1.19B
$4.05M ﹤0.01%
117,949
-5,110
-4% -$192K
NXGN
1744
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
$4.05M ﹤0.01%
267,381
+4,680
+2% +$80.3K
SSTK icon
1745
Shutterstock
SSTK
$213M
$4.05M ﹤0.01%
112,378
-13,673
-11% -$558K
RVT icon
1746
Royce Value Trust
RVT
$2.21B
$4.05M ﹤0.01%
342,867
+121,342
+55% +$1.68M
KGC icon
1747
Kinross Gold
KGC
$28.3B
$4.04M ﹤0.01%
1,246,979
+463,089
+59% +$1.3M
SSB icon
1748
SouthState Bank Corp
SSB
$10.3B
$4.04M ﹤0.01%
67,309
-11,619
-15% -$807K
AZTA icon
1749
Azenta
AZTA
$1.33B
$4.03M ﹤0.01%
154,101
+5,808
+4% +$170K
INDB icon
1750
Independent Bank
INDB
$4.07B
$4.03M ﹤0.01%
57,320
+7,385
+15% +$573K
68 69
70
71 72

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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.