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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
LTRPA
1826
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
$3.6M ﹤0.01%
226,642
+44,031
+24% +$706K
SBGI icon
1827
Sinclair Inc
SBGI
$1.02B
$3.6M ﹤0.01%
136,609
+40,529
+42% +$1.18M
NTNX icon
1828
Nutanix
NTNX
$16.1B
$3.6M ﹤0.01%
86,442
+2,289
+3% +$94.5K
PIPR icon
1829
Piper Sandler
PIPR
$4.99B
$3.59M ﹤0.01%
218,368
-27,200
-11% -$474K
SCL icon
1830
Stepan Co
SCL
$1.5B
$3.59M ﹤0.01%
48,548
+221
+0.5% +$18K
AMLP icon
1831
Alerian MLP ETF
AMLP
$12.9B
$3.59M ﹤0.01%
82,221
+77,260
+1,557% +$3.79M
ARR
1832
Armour Residential REIT
ARR
$2.32B
$3.56M ﹤0.01%
34,767
+7,934
+30% +$857K
EXP icon
1833
Eagle Materials
EXP
$6.49B
$3.56M ﹤0.01%
58,300
+16,281
+39% +$1.17M
UE icon
1834
Urban Edge Properties
UE
$2.9B
$3.55M ﹤0.01%
213,595
+47,741
+29% +$941K
REVG
1835
DELISTED
REV Group
REVG
$3.54M ﹤0.01%
472,014
+280,968
+147% +$3.2M
SLCA
1836
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$3.54M ﹤0.01%
347,871
+110,583
+47% +$1.61M
CHRD icon
1837
Chord Energy
CHRD
$7.68B
$3.54M ﹤0.01%
639,993
+113,416
+22% +$1.03M
IWB icon
1838
iShares Russell 1000 ETF
IWB
$47.1B
$3.52M ﹤0.01%
25,370
+15,571
+159% +$2.33M
AGRO icon
1839
Adecoagro
AGRO
$1.4B
$3.51M ﹤0.01%
504,591
-41,293
-8% -$302K
MATW icon
1840
Matthews International
MATW
$887M
$3.51M ﹤0.01%
86,376
+14,710
+21% +$627K
HMHC
1841
DELISTED
Houghton Mifflin Harcourt Company
HMHC
$3.49M ﹤0.01%
394,193
+95,743
+32% +$757K
MDCO
1842
DELISTED
Medicines Co
MDCO
$3.49M ﹤0.01%
182,493
+30,195
+20% +$702K
ROG icon
1843
Rogers Corp
ROG
$2.08B
$3.48M ﹤0.01%
35,138
-7,647
-18% -$917K
TVPT
1844
DELISTED
Travelport Worldwide Limited
TVPT
$3.48M ﹤0.01%
222,584
-27,661
-11% -$422K
UHAL icon
1845
U-Haul Holding Co
UHAL
$14B
$3.48M ﹤0.01%
105,940
+46,060
+77% +$1.56M
NCMI icon
1846
National CineMedia
NCMI
$378M
$3.47M ﹤0.01%
53,619
-9,481
-15% -$745K
EWJ icon
1847
iShares MSCI Japan ETF
EWJ
$21.2B
$3.47M ﹤0.01%
68,465
+12,725
+23% +$698K
BANR icon
1848
Banner Corp
BANR
$2.38B
$3.46M ﹤0.01%
64,764
+11,781
+22% +$684K
ARGO
1849
DELISTED
Argo Group International Holdings, Ltd.
ARGO
$3.46M ﹤0.01%
51,500
-8,846
-15% -$573K
LOCO icon
1850
El Pollo Loco
LOCO
$503M
$3.46M ﹤0.01%
228,192
+108,610
+91% +$1.56M
72 73
74
75 76

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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.