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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
COHR
1976
DELISTED
Coherent Inc
COHR
$2.96M ﹤0.01%
28,027
-4,353
-13% -$559K
FCB
1977
DELISTED
FCB Financial Holdings, Inc.
FCB
$2.96M ﹤0.01%
88,241
+54,175
+159% +$2.13M
BTU icon
1978
Peabody Energy
BTU
$2.54B
$2.96M ﹤0.01%
96,997
-65,124
-40% -$2.18M
KEM
1979
DELISTED
KEMET Corporation
KEM
$2.95M ﹤0.01%
168,414
+65,461
+64% +$1.22M
TMP icon
1980
Tompkins Financial
TMP
$1.42B
$2.95M ﹤0.01%
39,356
+1,588
+4% +$122K
SID icon
1981
Companhia Siderúrgica Nacional
SID
$1.37B
$2.95M ﹤0.01%
1,345,698
-74,313
-5% -$178K
ISCA
1982
DELISTED
International Speedway Corp
ISCA
$2.94M ﹤0.01%
67,132
+6,602
+11% +$266K
PUMP icon
1983
ProPetro Holding
PUMP
$1.25B
$2.93M ﹤0.01%
238,126
+47,760
+25% +$786K
CALM icon
1984
Cal-Maine
CALM
$4.43B
$2.93M ﹤0.01%
69,264
-3,838
-5% -$178K
AZZ icon
1985
AZZ Inc
AZZ
$4.24B
$2.92M ﹤0.01%
72,454
+29,385
+68% +$1.33M
RGR icon
1986
Sturm, Ruger & Co
RGR
$603M
$2.92M ﹤0.01%
54,873
+46
+0.1% +$2.65K
XPRO icon
1987
Expro Ltd
XPRO
$1.66B
$2.91M ﹤0.01%
93,018
+70,065
+305% +$3.04M
ESIO
1988
DELISTED
Electro Scientific Industries
ESIO
$2.9M ﹤0.01%
96,826
-18,544
-16% -$460K
APLE icon
1989
Apple Hospitality REIT
APLE
$3.97B
$2.89M ﹤0.01%
202,699
+30,686
+18% +$488K
ASIX icon
1990
AdvanSix
ASIX
$542M
$2.89M ﹤0.01%
118,556
-30,009
-20% -$833K
DENN
1991
DELISTED
Denny's
DENN
$2.88M ﹤0.01%
177,711
+37,189
+26% +$585K
MTDR icon
1992
Matador Resources
MTDR
$6.04B
$2.88M ﹤0.01%
185,312
+32,303
+21% +$812K
NOAH
1993
Noah Holdings
NOAH
$590M
$2.87M ﹤0.01%
66,262
+13,646
+26% +$567K
DSX icon
1994
Diana Shipping
DSX
$266M
$2.87M ﹤0.01%
1,290,534
-24,411
-2% -$61.3K
ITG
1995
DELISTED
Investment Technology Group Inc
ITG
$2.87M ﹤0.01%
94,767
+1,222
+1% +$35K
AUD
1996
DELISTED
Audacy, Inc.
AUD
$2.86M ﹤0.01%
500,791
-89,795
-15% -$598K
GTN icon
1997
Gray Television
GTN
$437M
$2.86M ﹤0.01%
193,775
+107,274
+124% +$1.86M
BOKF icon
1998
BOK Financial
BOKF
$8.58B
$2.85M ﹤0.01%
38,936
+9,932
+34% +$842K
P
1999
DELISTED
Pandora Media Inc
P
$2.85M ﹤0.01%
351,737
-88,025
-20% -$761K
ANH
2000
DELISTED
Anworth Mortgage Asset Corporation
ANH
$2.84M ﹤0.01%
703,385
+163,668
+30% +$719K
78 79
80
81 82

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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.