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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
CAC icon
2326
Camden National
CAC
$977M
$1.7M ﹤0.01%
47,354
-12,398
-21% -$497K
RRR icon
2327
Red Rock Resorts
RRR
$3.87B
$1.7M ﹤0.01%
83,856
+620
+0.7% +$14.6K
SCD
2328
LMP Capital and Income Fund
SCD
$353M
$1.7M ﹤0.01%
159,230
-18,230
-10% -$224K
SPOK icon
2329
Spok Holdings
SPOK
$228M
$1.7M ﹤0.01%
128,223
+25,471
+25% +$367K
VUG icon
2330
Vanguard Growth ETF
VUG
$216B
$1.7M ﹤0.01%
75,936
-3,420
-4% -$82.8K
VICR icon
2331
Vicor
VICR
$8.76B
$1.7M ﹤0.01%
44,941
+11,270
+33% +$412K
ARD
2332
DELISTED
Ardagh Group S.A. Class A Common Shares
ARD
$1.69M ﹤0.01%
152,802
+12,619
+9% +$170K
TROX icon
2333
Tronox
TROX
$981M
$1.69M ﹤0.01%
216,851
+26,481
+14% +$279K
FARO
2334
DELISTED
Faro Technologies
FARO
$1.68M ﹤0.01%
41,279
-686
-2% -$33.3K
CAI
2335
DELISTED
CAI International, Inc.
CAI
$1.67M ﹤0.01%
71,960
+179
+0.2% +$4.07K
ECOL
2336
DELISTED
US Ecology, Inc.
ECOL
$1.67M ﹤0.01%
26,489
+1,567
+6% +$105K
ATRI
2337
DELISTED
Atrion Corp
ATRI
$1.67M ﹤0.01%
2,249
-5
-0.2% -$3.57K
XNCR icon
2338
Xencor
XNCR
$1.48B
$1.66M ﹤0.01%
45,945
+3,958
+9% +$145K
EFSC icon
2339
Enterprise Financial Services Corp
EFSC
$2.42B
$1.66M ﹤0.01%
44,076
+6,021
+16% +$268K
GPRE icon
2340
Green Plains
GPRE
$1.15B
$1.66M ﹤0.01%
126,508
+3,994
+3% +$65.4K
CRVL icon
2341
CorVel
CRVL
$3.14B
$1.65M ﹤0.01%
80,412
+7,992
+11% +$163K
NWS icon
2342
News Corp Class B
NWS
$17.2B
$1.65M ﹤0.01%
142,560
-83,732
-37% -$1.09M
TGI
2343
DELISTED
Triumph Group
TGI
$1.65M ﹤0.01%
143,197
-47,558
-25% -$826K
DPLO
2344
DELISTED
DIPLOMAT PHARMACY, INC.
DPLO
$1.64M ﹤0.01%
121,978
+22,740
+23% +$383K
MODV
2345
DELISTED
ModivCare
MODV
$1.64M ﹤0.01%
27,329
+181
+0.7% +$12K
WMGI
2346
DELISTED
Wright Medical Group Inc
WMGI
$1.64M ﹤0.01%
60,178
+28,155
+88% +$778K
ETD icon
2347
Ethan Allen Interiors
ETD
$606M
$1.64M ﹤0.01%
93,018
+13,456
+17% +$264K
LGF.B
2348
DELISTED
Lions Gate Entertainment Corp. Class B Non-Voting Shares
LGF.B
$1.64M ﹤0.01%
109,959
-98,483
-47% -$1.78M
ACLS icon
2349
Axcelis
ACLS
$3.69B
$1.63M ﹤0.01%
91,671
+32,129
+54% +$571K
ORA icon
2350
Ormat Technologies
ORA
$6.05B
$1.63M ﹤0.01%
31,201
+1,869
+6% +$98.3K
92 93
94
95 96

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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.