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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
EDIT icon
2601
Editas Medicine
EDIT
$402M
$972K ﹤0.01%
42,739
+21,830
+104% +$594K
CIR
2602
DELISTED
CIRCOR International, Inc
CIR
$969K ﹤0.01%
45,491
-722
-2% -$24K
VECO icon
2603
Veeco
VECO
$2.79B
$967K ﹤0.01%
130,459
+31,393
+32% +$268K
KNSL icon
2604
Kinsale Capital Group
KNSL
$8.43B
$966K ﹤0.01%
17,389
-598
-3% -$35.3K
ALX
2605
Alexander's
ALX
$1.36B
$963K ﹤0.01%
3,159
+465
+17% +$148K
ECVT icon
2606
Ecovyst
ECVT
$1.35B
$963K ﹤0.01%
65,041
-2,720
-4% -$41.8K
GNBC
2607
DELISTED
Green Bancorp, Inc
GNBC
$955K ﹤0.01%
55,727
-135
-0.2% -$2.61K
DCO icon
2608
Ducommun
DCO
$2.68B
$954K ﹤0.01%
26,265
-3,422
-12% -$132K
GDO
2609
Western Asset Global Corporate Defined Opportunity Fund
GDO
$77M
$954K ﹤0.01%
63,663
-1,701
-3% -$26.1K
ARGX icon
2610
argenx
ARGX
$54.6B
$951K ﹤0.01%
9,899
+1,258
+15% +$112K
MODN
2611
DELISTED
MODEL N, INC.
MODN
$950K ﹤0.01%
71,805
+33,407
+87% +$482K
IVC
2612
DELISTED
Invacare Corporation
IVC
$948K ﹤0.01%
220,466
+92,242
+72% +$815K
ACAD icon
2613
Acadia Pharmaceuticals
ACAD
$4.45B
$947K ﹤0.01%
58,559
-3,442
-6% -$66.8K
ASMB icon
2614
Assembly Biosciences
ASMB
$507M
$946K ﹤0.01%
3,485
+2,409
+224% +$697K
AMPY icon
2615
Amplify Energy
AMPY
$152M
$945K ﹤0.01%
125,864
+47,137
+60% +$377K
ATRA icon
2616
Atara Biotherapeutics
ATRA
$70.4M
$945K ﹤0.01%
1,089
-22
-2% -$20.4K
RMAX icon
2617
RE/MAX Holdings
RMAX
$206M
$942K ﹤0.01%
30,638
-3,054
-9% -$107K
WOW
2618
DELISTED
WideOpenWest
WOW
$941K ﹤0.01%
131,957
-22,230
-14% -$215K
ESPR
2619
DELISTED
Esperion Therapeutics
ESPR
$939K ﹤0.01%
20,420
+279
+1% +$13.4K
BCRX icon
2620
BioCryst Pharmaceuticals
BCRX
$2.48B
$937K ﹤0.01%
+116,110
New +$903K
GLRE icon
2621
Greenlight Captial
GLRE
$586M
$937K ﹤0.01%
108,734
+48,319
+80% +$527K
BZUN
2622
Baozun
BZUN
$168M
$936K ﹤0.01%
32,058
+16,942
+112% +$625K
SUBC
2623
DELISTED
SUBSEA 7 S A SPONSORED ADR
SUBC
$936K ﹤0.01%
96,218
-20,771
-18% -$202K
MYOK
2624
DELISTED
MyoKardia, Inc. Common Stock
MYOK
$935K ﹤0.01%
19,142
+11,752
+159% +$647K
PLYA
2625
DELISTED
Playa Hotels & Resorts
PLYA
$933K ﹤0.01%
129,786
-5,644
-4% -$45.7K
103 104
105
106 107

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AF
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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.