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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
AVID
2726
DELISTED
Avid Technology Inc
AVID
$731K ﹤0.01%
153,920
-31,485
-17% -$182K
NCSM icon
2727
NCS Multistage Holdings
NCSM
$117M
$722K ﹤0.01%
7,094
+3,455
+95% +$663K
VVX icon
2728
V2X
VVX
$2.82B
$720K ﹤0.01%
33,372
-74,926
-69% -$1.91M
MRT
2729
DELISTED
MedEquities Realty Trust, Inc.
MRT
$718K ﹤0.01%
105,020
+5,891
+6% +$46.2K
SWI
2730
DELISTED
SolarWinds Corporation Common Stock
SWI
$717K ﹤0.01%
+49,174
New +$771K
WTTR icon
2731
Select Water Solutions
WTTR
$2.24B
$715K ﹤0.01%
113,091
+39,368
+53% +$389K
XENT
2732
DELISTED
Intersect ENT, Inc
XENT
$715K ﹤0.01%
25,383
-4,497
-15% -$132K
FWONA icon
2733
Liberty Media Series A
FWONA
$23.3B
$714K ﹤0.01%
25,092
-594
-2% -$17.5K
ACRS icon
2734
Aclaris Therapeutics
ACRS
$744M
$713K ﹤0.01%
96,422
-7,604
-7% -$78.4K
ELP
2735
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
$709K ﹤0.01%
226,370
+4,445
+2% +$13.1K
ICHR icon
2736
Ichor Holdings
ICHR
$2.37B
$704K ﹤0.01%
43,188
+10,101
+31% +$175K
VRN
2737
DELISTED
Veren
VRN
$699K ﹤0.01%
231,544
-98,069
-30% -$418K
HAYN
2738
DELISTED
Haynes International, Inc.
HAYN
$697K ﹤0.01%
26,419
+295
+1% +$9.13K
BRSP
2739
BrightSpire Capital
BRSP
$683M
$695K ﹤0.01%
44,006
+32,059
+268% +$610K
CTRN icon
2740
Citi Trends
CTRN
$559M
$695K ﹤0.01%
34,080
-104,542
-75% -$2.47M
ROAD icon
2741
Construction Partners
ROAD
$6.03B
$695K ﹤0.01%
78,702
+12,521
+19% +$122K
OEF icon
2742
iShares S&P 100 ETF
OEF
$19.8B
$685K ﹤0.01%
6,146
-442
-7% -$53.2K
RARE icon
2743
Ultragenyx Pharmaceutical
RARE
$2.56B
$685K ﹤0.01%
15,744
-4,518
-22% -$247K
LL
2744
DELISTED
LL Flooring Holdings, Inc.
LL
$685K ﹤0.01%
72,006
+16,292
+29% +$197K
NAT icon
2745
Nordic American Tanker
NAT
$1.35B
$684K ﹤0.01%
342,106
-64,491
-16% -$168K
AIMT
2746
DELISTED
Aimmune Therapeutics
AIMT
$683K ﹤0.01%
28,551
+928
+3% +$24K
CNBKA
2747
DELISTED
Century Bancorp Inc/Mass
CNBKA
$681K ﹤0.01%
10,050
+626
+7% +$48.2K
BATRK icon
2748
Atlanta Braves Holdings Series B
BATRK
$3.27B
$679K ﹤0.01%
27,300
+698
+3% +$17.7K
PAGP icon
2749
Plains GP Holdings
PAGP
$5.2B
$679K ﹤0.01%
33,793
+13,587
+67% +$301K
CTRL
2750
DELISTED
Control4 Corporation
CTRL
$673K ﹤0.01%
38,262
-18,389
-32% -$435K
108 109
110
111 112

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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.