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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
BC icon
1626
Brunswick
BC
$5.25B
$4.75M ﹤0.01%
102,175
-5,656
-5% -$303K
NTB icon
1627
Bank of N.T. Butterfield & Son
NTB
$2.42B
$4.75M ﹤0.01%
151,396
-1,636
-1% -$67.1K
H icon
1628
Hyatt Hotels
H
$17.5B
$4.74M ﹤0.01%
70,105
+1,448
+2% +$101K
LSXMA
1629
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
$4.74M ﹤0.01%
178,263
-19,199
-10% -$553K
LADR
1630
Ladder Capital
LADR
$1.24B
$4.74M ﹤0.01%
306,241
+136,687
+81% +$2.32M
GLIBA
1631
DELISTED
GCI Liberty, Inc. Class A Common Stock (DE)
GLIBA
$4.73M ﹤0.01%
115,026
-21,438
-16% -$995K
PCRX icon
1632
Pacira BioSciences
PCRX
$1.05B
$4.73M ﹤0.01%
109,889
-589
-0.5% -$27.5K
ESND
1633
DELISTED
Essendant Inc.
ESND
$4.72M ﹤0.01%
375,092
-2,081
-0.6% -$26.3K
FWRD icon
1634
Forward Air
FWRD
$463M
$4.72M ﹤0.01%
85,976
-300
-0.3% -$18.4K
MIK
1635
DELISTED
Michaels Stores, Inc
MIK
$4.71M ﹤0.01%
347,940
+212,299
+157% +$3.37M
IRBT
1636
DELISTED
iRobot
IRBT
$4.7M ﹤0.01%
56,160
-1,602
-3% -$145K
PMO
1637
Franklin Municipal Opportunities Trust
PMO
$281M
$4.7M ﹤0.01%
418,443
+18,290
+5% +$205K
CHDN icon
1638
Churchill Downs
CHDN
$6.16B
$4.68M ﹤0.01%
115,206
-4,398
-4% -$194K
QLYS icon
1639
Qualys
QLYS
$4.78B
$4.67M ﹤0.01%
62,477
+14,283
+30% +$1.08M
CWEN icon
1640
Clearway Energy Class C
CWEN
$4.79B
$4.67M ﹤0.01%
270,418
+108,113
+67% +$2.02M
CVLT icon
1641
Commault Systems
CVLT
$4.98B
$4.66M ﹤0.01%
78,814
+3,465
+5% +$204K
NTR icon
1642
Nutrien
NTR
$33.8B
$4.65M ﹤0.01%
98,981
-55,895
-36% -$2.92M
FIX icon
1643
Comfort Systems
FIX
$54B
$4.65M ﹤0.01%
106,416
+21,963
+26% +$1.12M
LIVN icon
1644
LivaNova
LIVN
$4.48B
$4.64M ﹤0.01%
50,742
-18,232
-26% -$1.96M
SPTN
1645
DELISTED
SpartanNash
SPTN
$4.63M ﹤0.01%
269,694
-12,131
-4% -$221K
TRS icon
1646
TriMas Corp
TRS
$1.42B
$4.62M ﹤0.01%
169,347
+31,750
+23% +$904K
CNA icon
1647
CNA Financial
CNA
$14.9B
$4.62M ﹤0.01%
104,634
-12,849
-11% -$579K
AXON
1648
Axon Enterprise
AXON
$43.4B
$4.62M ﹤0.01%
105,554
+14,189
+16% +$736K
ADEA icon
1649
Adeia
ADEA
$2.6B
$4.61M ﹤0.01%
947,926
+256,624
+37% +$999K
RES icon
1650
RPC Inc
RES
$1.14B
$4.61M ﹤0.01%
467,023
-8,673
-2% -$118K
64 65
66
67 68

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AF
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MCM
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PSUF
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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.