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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
GGB icon
1651
Gerdau
GGB
$9.54B
$4.6M ﹤0.01%
1,540,991
+322,382
+26% +$1.05M
RLJ icon
1652
RLJ Lodging Trust
RLJ
$1.89B
$4.6M ﹤0.01%
280,357
-5,372
-2% -$104K
HA
1653
DELISTED
Hawaiian Holdings, Inc.
HA
$4.59M ﹤0.01%
173,992
-16,729
-9% -$566K
SLAB icon
1654
Silicon Laboratories
SLAB
$7.17B
$4.59M ﹤0.01%
58,223
-2,766
-5% -$230K
FCPT icon
1655
Four Corners Property Trust
FCPT
$2.89B
$4.59M ﹤0.01%
175,048
-2,017
-1% -$53.4K
LZB icon
1656
La-Z-Boy
LZB
$1.63B
$4.58M ﹤0.01%
165,411
+12,979
+9% +$366K
AYR
1657
DELISTED
Aircastle Ltd
AYR
$4.58M ﹤0.01%
265,811
+1,123
+0.4% +$21.4K
STOR
1658
DELISTED
STORE Capital Corporation
STOR
$4.58M ﹤0.01%
161,760
+31,003
+24% +$903K
CRTO icon
1659
Criteo
CRTO
$1.11B
$4.58M ﹤0.01%
201,445
+3,559
+2% +$79.8K
BEL
1660
DELISTED
Belmond Ltd.
BEL
$4.57M ﹤0.01%
182,587
+28,340
+18% +$545K
GGAL icon
1661
Galicia Financial Group
GGAL
$7.86B
$4.57M ﹤0.01%
165,628
+30,689
+23% +$779K
SNBR
1662
DELISTED
Sleep Number
SNBR
$4.56M ﹤0.01%
143,846
+17,787
+14% +$631K
ISBC
1663
DELISTED
Investors Bancorp, Inc.
ISBC
$4.54M ﹤0.01%
436,981
+77,342
+22% +$893K
FFBC icon
1664
First Financial Bancorp
FFBC
$3.56B
$4.54M ﹤0.01%
191,525
+10,119
+6% +$267K
NVRI icon
1665
Enviri
NVRI
$633M
$4.54M ﹤0.01%
228,723
+19,269
+9% +$478K
MC icon
1666
Moelis & Co
MC
$4.89B
$4.54M ﹤0.01%
132,083
-3,328
-2% -$141K
TREE icon
1667
LendingTree
TREE
$561M
$4.53M ﹤0.01%
20,634
-9,462
-31% -$2.15M
YPF icon
1668
YPF
YPF
$19.7B
$4.52M ﹤0.01%
337,487
-13,570
-4% -$199K
LPX icon
1669
Louisiana-Pacific
LPX
$5.2B
$4.52M ﹤0.01%
203,332
-144,964
-42% -$3.29M
FRME icon
1670
First Merchants
FRME
$2.7B
$4.51M ﹤0.01%
131,710
+28,933
+28% +$1.18M
GLNG icon
1671
Golar LNG
GLNG
$4.87B
$4.51M ﹤0.01%
207,252
+72,007
+53% +$1.86M
OTTR icon
1672
Otter Tail
OTTR
$3.87B
$4.51M ﹤0.01%
90,849
+4,078
+5% +$195K
RRD
1673
DELISTED
RR Donnelley & Sons Co.
RRD
$4.5M ﹤0.01%
1,136,656
+442,187
+64% +$2.3M
INVA icon
1674
Innoviva
INVA
$1.59B
$4.47M ﹤0.01%
256,211
+37,683
+17% +$612K
CBL
1675
DELISTED
CBL& Associates Properties, Inc.
CBL
$4.47M ﹤0.01%
2,327,725
+648,054
+39% +$1.9M
65 66
67
68 69

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MCM
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PSUF
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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.