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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
RWO icon
3426
State Street SPDR Dow Jones Global Real Estate ETF
RWO
$1.33B
– –
-5,214
Closed -$248K
SCHM icon
3427
Schwab US Mid-Cap ETF
SCHM
$14.5B
– –
-14,142
Closed -$273K
SCOR icon
3428
Comscore
SCOR
$105M
– –
-1,581
Closed -$576K
SFIX
3429
Stitch Fix
SFIX
$508M
– –
-26,693
Closed -$1.17M
SPLV icon
3430
Invesco S&P 500 Low Volatility ETF
SPLV
$7.23B
– –
-4,226
Closed -$209K
TBX icon
3431
ProShares Short 7-10 Year Treasury
TBX
$15.8M
– –
-33,227
Closed -$976K
TPL icon
3432
Texas Pacific Land
TPL
$28B
– –
-2,376
Closed -$228K
USA icon
3433
Liberty All-Star Equity Fund
USA
$1.77B
– –
-421,142
Closed -$2.87M
UTF icon
3434
Cohen & Steers Infrastructure Fund
UTF
$3.12B
– –
-47,865
Closed -$1.06M
UTMD icon
3435
Utah Medical Products
UTMD
$214M
– –
-12,541
Closed -$1.18M
VDE icon
3436
Vanguard Energy ETF
VDE
$9.9B
– –
-17,021
Closed -$1.79M
VLRS
3437
Controladora Vuela Compania de Aviacion
VLRS
$885M
– –
-17,224
Closed -$128K
VMO icon
3438
Invesco Municipal Opportunity Trust
VMO
$650M
– –
-247,805
Closed -$2.83M
WEYS icon
3439
Weyco Group
WEYS
$367M
– –
-6,155
Closed -$217K
XLC icon
3440
State Street Communication Services Select Sector SPDR ETF
XLC
$22.3B
– –
-20,539
Closed -$1.01M
XTL icon
3441
State Street SPDR S&P Telecom ETF
XTL
$563M
– –
-3,835
Closed -$292K
DAY
3442
DELISTED
Dayforce
DAY
– –
-23,909
Closed -$1M
PVLA
3443
Palvella Therapeutics
PVLA
$2.04B
– –
-196
Closed -$88K
MRNS
3444
DELISTED
Marinus Pharmaceuticals, Inc
MRNS
– –
-3,601
Closed -$144K
NVTA
3445
DELISTED
Invitae Corporation
NVTA
– –
-16,132
Closed -$270K
MRTX
3446
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
– –
-19,623
Closed -$924K
SALM
3447
DELISTED
Salem Media Group, Inc. Class A Common Stock
SALM
– –
-72,205
Closed -$245K
ZYNE
3448
DELISTED
Zynerba Pharmaceuticals, Inc
ZYNE
– –
-10,549
Closed -$86K
VRAY
3449
DELISTED
ViewRay, Inc.
VRAY
– –
-10,410
Closed -$97K
NMTR
3450
DELISTED
9 Meters Biopharma
NMTR
– –
-752
Closed -$103K
136 137
138
139 140

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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.