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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
MTX icon
2001
Minerals Technologies
MTX
$2.29B
$2.84M ﹤0.01%
55,305
+3,925
+8% +$219K
HF
2002
DELISTED
HFF Inc.
HF
$2.83M ﹤0.01%
85,207
+19,881
+30% +$739K
IPHS
2003
DELISTED
Innophos Holdings, Inc.
IPHS
$2.82M ﹤0.01%
114,980
+53,445
+87% +$1.62M
FFIC
2004
DELISTED
Flushing Financial
FFIC
$2.82M ﹤0.01%
130,913
-43,981
-25% -$983K
AYX
2005
DELISTED
Alteryx Inc
AYX
$2.82M ﹤0.01%
47,369
+3,379
+8% +$183K
IGIB icon
2006
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.5B
$2.81M ﹤0.01%
53,644
– –
BPYU
2007
DELISTED
Brookfield Property REIT Inc. Class A Common Stock
BPYU
$2.81M ﹤0.01%
174,446
+20,773
+14% +$379K
GNC
2008
DELISTED
GNC Holdings, Inc.
GNC
$2.81M ﹤0.01%
1,183,680
-38,974
-3% -$131K
IRT icon
2009
Independence Realty Trust
IRT
$3.98B
$2.79M ﹤0.01%
304,095
+137,445
+82% +$1.36M
TTMI icon
2010
TTM Technologies
TTMI
$10.6B
$2.79M ﹤0.01%
286,527
+56,136
+24% +$688K
NAV
2011
DELISTED
Navistar International
NAV
$2.79M ﹤0.01%
107,382
+36,253
+51% +$1.13M
ATKR icon
2012
Atkore
ATKR
$2.41B
$2.78M ﹤0.01%
140,273
+52,923
+61% +$1.11M
TEO icon
2013
Telecom Argentina
TEO
$5.84B
$2.78M ﹤0.01%
178,685
+99,222
+125% +$1.7M
COLD icon
2014
Americold
COLD
$4.21B
$2.78M ﹤0.01%
108,730
+82,850
+320% +$2.13M
FBC
2015
DELISTED
Flagstar Bancorp, Inc. New
FBC
$2.77M ﹤0.01%
105,046
+21,218
+25% +$634K
FM
2016
DELISTED
iShares Frontier and Select EM ETF
FM
$2.77M ﹤0.01%
105,941
-6,667
-6% -$182K
BBT
2017
Beacon Financial Corp
BBT
$2.5B
$2.77M ﹤0.01%
102,513
+18,004
+21% +$605K
ORIT
2018
DELISTED
Oritani Financial Corp. New
ORIT
$2.76M ﹤0.01%
187,195
-55,403
-23% -$837K
INWK
2019
DELISTED
InnerWorkings, Inc.
INWK
$2.76M ﹤0.01%
737,092
+338,499
+85% +$1.88M
TRTN
2020
DELISTED
Triton International Limited
TRTN
$2.76M ﹤0.01%
88,688
+17,352
+24% +$560K
PEGI
2021
DELISTED
Pattern Energy Group Inc. Class A
PEGI
$2.76M ﹤0.01%
148,026
+61,035
+70% +$1.19M
AORT icon
2022
Artivion
AORT
$1.34B
$2.75M ﹤0.01%
96,892
+7,667
+9% +$231K
ELME
2023
Elme Communities
ELME
$145M
$2.75M ﹤0.01%
119,561
-16,917
-12% -$465K
SASR
2024
DELISTED
Sandy Spring Bancorp Inc
SASR
$2.74M ﹤0.01%
87,401
+22,738
+35% +$802K
AVAL icon
2025
Grupo Aval
AVAL
$5.82B
$2.74M ﹤0.01%
463,680
+81,643
+21% +$560K
79 80
81
82 83

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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.