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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
IRTC icon
2076
iRhythm Holdings
IRTC
$4.02B
$2.55M ﹤0.01%
36,644
+2,676
+8% +$203K
SAH icon
2077
Sonic Automotive
SAH
$3.56B
$2.55M ﹤0.01%
185,039
+4,856
+3% +$80.7K
CVE icon
2078
Cenovus Energy
CVE
$54.2B
$2.54M ﹤0.01%
361,763
-264,375
-42% -$2.18M
HCCI
2079
DELISTED
Heritage-Crystal Clean, Inc.
HCCI
$2.54M ﹤0.01%
110,200
-15,950
-13% -$375K
TU icon
2080
Telus
TU
$17.4B
$2.54M ﹤0.01%
152,962
-24,990
-14% -$435K
CNR
2081
Core Natural Resources Inc
CNR
$3.93B
$2.54M ﹤0.01%
79,928
-33,296
-29% -$1.22M
CDNA icon
2082
CareDx
CDNA
$1.83B
$2.53M ﹤0.01%
100,776
+25,784
+34% +$662K
ENOV icon
2083
Enovis
ENOV
$1.74B
$2.53M ﹤0.01%
70,249
-24,890
-26% -$1.16M
MQY icon
2084
BlackRock MuniYield Quality Fund
MQY
$812M
$2.52M ﹤0.01%
194,522
+139,334
+252% +$1.81M
UVSP icon
2085
Univest Financial
UVSP
$1.23B
$2.52M ﹤0.01%
117,077
-7,357
-6% -$179K
VSTO
2086
DELISTED
Vista Outdoor Inc.
VSTO
$2.52M ﹤0.01%
222,495
+17,697
+9% +$232K
MGP
2087
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
$2.52M ﹤0.01%
95,378
+22,560
+31% +$630K
MCRN
2088
DELISTED
Milacron Holdings Corp.
MCRN
$2.51M ﹤0.01%
211,203
-26,798
-11% -$403K
MTL
2089
DELISTED
Mechel PAO American Depository Shares, each representing two ordinary shares (ADSs)
MTL
$2.51M ﹤0.01%
1,267,919
+121
+0% +$327
SPN
2090
DELISTED
Superior Energy Services, Inc.
SPN
$2.51M ﹤0.01%
74,935
+26,598
+55% +$1.85M
WSC icon
2091
WillScot Mobile Mini Holdings
WSC
$4.37B
$2.5M ﹤0.01%
265,152
+27,653
+12% +$392K
VREX icon
2092
Varex Imaging
VREX
$462M
$2.5M ﹤0.01%
105,450
+18,545
+21% +$471K
ENTA icon
2093
Enanta Pharmaceuticals
ENTA
$362M
$2.49M ﹤0.01%
35,197
+5,860
+20% +$449K
POLY
2094
DELISTED
Plantronics, Inc.
POLY
$2.49M ﹤0.01%
75,281
-15,282
-17% -$755K
NVCR icon
2095
NovoCure
NVCR
$1.76B
$2.49M ﹤0.01%
74,416
-16,992
-19% -$621K
BRG
2096
DELISTED
Bluerock Residential Growth REIT, Inc.
BRG
$2.48M ﹤0.01%
275,518
+10,037
+4% +$92.7K
AVX
2097
DELISTED
AVX Corporation
AVX
$2.48M ﹤0.01%
162,945
+8,988
+6% +$145K
HFWA icon
2098
Heritage Financial
HFWA
$1.22B
$2.48M ﹤0.01%
83,568
+10,660
+15% +$349K
VET icon
2099
Vermilion Energy
VET
$1.66B
$2.48M ﹤0.01%
117,799
+35,922
+44% +$933K
RUTH
2100
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
$2.48M ﹤0.01%
109,055
-1,746
-2% -$46.1K
82 83
84
85 86

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MCM
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PSUF
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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.