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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
URBN icon
1126
Urban Outfitters
URBN
$6.44B
$9.53M 0.01%
286,924
-24,225
-8% -$906K
ERIE icon
1127
Erie Indemnity
ERIE
$12.7B
$9.52M 0.01%
71,437
-13,122
-16% -$1.7M
FBP icon
1128
First Bancorp
FBP
$4.47B
$9.5M 0.01%
1,104,463
+84,592
+8% +$756K
GNRC icon
1129
Generac Holdings
GNRC
$11.5B
$9.48M 0.01%
190,828
+53,930
+39% +$2.89M
WDFC icon
1130
WD-40
WDFC
$3.08B
$9.48M 0.01%
51,750
+11,222
+28% +$1.9M
WEX icon
1131
WEX
WEX
$6.23B
$9.48M 0.01%
67,657
-8,932
-12% -$1.47M
MAC icon
1132
Macerich
MAC
$7.52B
$9.46M 0.01%
218,677
-71,366
-25% -$3.53M
WB icon
1133
Weibo
WB
$1.95B
$9.43M 0.01%
161,466
+106,414
+193% +$6.44M
EFOR
1134
Everforth Inc
EFOR
$953M
$9.43M 0.01%
173,059
-26,164
-13% -$1.71M
FWONK icon
1135
Liberty Media Series C
FWONK
$25.4B
$9.4M 0.01%
316,720
+46,668
+17% +$1.45M
LAMR icon
1136
Lamar Advertising Co
LAMR
$16.5B
$9.4M 0.01%
135,823
+13,061
+11% +$960K
ZEN
1137
DELISTED
ZENDESK INC
ZEN
$9.39M 0.01%
160,964
-13,029
-7% -$750K
CRZO
1138
DELISTED
Carrizo Oil & Gas Inc
CRZO
$9.37M 0.01%
830,312
+128,170
+18% +$2.28M
AU icon
1139
AngloGold Ashanti
AU
$39.9B
$9.37M 0.01%
746,498
+68,149
+10% +$699K
DCI icon
1140
Donaldson
DCI
$11.1B
$9.37M 0.01%
215,824
-28,502
-12% -$1.47M
TTEK icon
1141
Tetra Tech
TTEK
$8.7B
$9.35M 0.01%
902,935
-144,095
-14% -$1.79M
CNX icon
1142
CNX Resources
CNX
$4.84B
$9.33M 0.01%
817,117
+52,145
+7% +$719K
SNV
1143
DELISTED
Synovus
SNV
$9.31M 0.01%
291,064
+96,082
+49% +$3.62M
IWR icon
1144
iShares Russell Mid-Cap ETF
IWR
$56.5B
$9.29M 0.01%
199,851
-32,325
-14% -$1.63M
NUS icon
1145
Nu Skin
NUS
$255M
$9.27M 0.01%
151,124
-35,496
-19% -$2.39M
SUPN icon
1146
Supernus Pharmaceuticals
SUPN
$2.77B
$9.26M 0.01%
278,617
-60,426
-18% -$2.6M
DPG
1147
Duff & Phelps Utility and Infrastructure Fund
DPG
$532M
$9.25M 0.01%
780,310
-41,034
-5% -$554K
INVH icon
1148
Invitation Homes
INVH
$17.9B
$9.25M 0.01%
460,480
+30,600
+7% +$655K
ODP
1149
DELISTED
ODP
ODP
$9.24M 0.01%
358,292
+69,335
+24% +$1.98M
ITT icon
1150
ITT
ITT
$17.8B
$9.24M 0.01%
191,418
-49,171
-20% -$2.6M
44 45
46
47 48

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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.