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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
IOVA icon
3176
Iovance Biotherapeutics
IOVA
$2.19B
$198K ﹤0.01%
22,391
+4,054
+22% +$39.1K
CLBK icon
3177
Columbia Financial
CLBK
$1.13B
$196K ﹤0.01%
12,790
+2,564
+25% +$40.1K
SE icon
3178
Sea Limited
SE
$63.9B
$193K ﹤0.01%
17,041
+6,225
+58% +$77.9K
FATE icon
3179
Fate Therapeutics
FATE
$283M
$191K ﹤0.01%
14,886
+2,697
+22% +$37.6K
CSTR
3180
DELISTED
CapStar Financial Holdings, Inc
CSTR
$191K ﹤0.01%
+12,982
New +$200K
RFL icon
3181
Rafael Holdings
RFL
$119M
$187K ﹤0.01%
23,898
-1,422
-6% -$11.8K
TTPH
3182
DELISTED
Tetraphase Pharmaceuticals, Inc.
TTPH
$187K ﹤0.01%
8,276
+1,744
+27% +$68.2K
CLNE icon
3183
Clean Energy Fuels
CLNE
$432M
$186K ﹤0.01%
108,242
+3,919
+4% +$8.68K
GPRK icon
3184
GeoPark
GPRK
$615M
$183K ﹤0.01%
13,297
-8,018
-38% -$128K
SNCR
3185
DELISTED
Synchronoss Technologies
SNCR
$183K ﹤0.01%
+3,320
New +$182K
ITCI
3186
DELISTED
Intra-Cellular Therapies Inc.
ITCI
$183K ﹤0.01%
16,109
-4,934
-23% -$79.7K
FRBK
3187
DELISTED
Republic First Bancorp Inc
FRBK
$182K ﹤0.01%
30,555
+9,256
+43% +$62.6K
BOCH
3188
DELISTED
Bank of Commerce Holdings (CA)
BOCH
$182K ﹤0.01%
+16,568
New +$193K
OIBR
3189
DELISTED
OI S A SPONSORED ADR REPSTG PFD NEW (BRA)
OIBR
$182K ﹤0.01%
702,076
– –
EUFN icon
3190
iShares MSCI Europe Financials ETF
EUFN
$4.07B
$179K ﹤0.01%
10,585
-155
-1% -$2.85K
GTE icon
3191
Gran Tierra Energy
GTE
$238M
$178K ﹤0.01%
8,187
-2,928
-26% -$84K
TSG
3192
DELISTED
The Stars Group Inc.
TSG
$178K ﹤0.01%
+10,772
New +$210K
GAIN icon
3193
Gladstone Investment Corp
GAIN
$648M
$173K ﹤0.01%
18,532
-145
-0.8% -$1.46K
DSKE
3194
DELISTED
Daseke, Inc. Common Stock
DSKE
$173K ﹤0.01%
+46,966
New +$252K
MFIC icon
3195
MidCap Financial Investment
MFIC
$790M
$170K ﹤0.01%
13,704
-4
-0% -$61
HZN
3196
DELISTED
Horizon Global Corporation
HZN
$169K ﹤0.01%
118,268
+18,832
+19% +$73.5K
TUES
3197
DELISTED
Tuesday Morning Corp
TUES
$169K ﹤0.01%
99,324
-674
-0.7% -$1.81K
SFE
3198
DELISTED
Safeguard Scientifics, Inc.
SFE
$168K ﹤0.01%
19,499
+6,300
+48% +$55K
BFIN
3199
DELISTED
BankFinancial
BFIN
$166K ﹤0.01%
11,102
-7,076
-39% -$104K
SB icon
3200
Safe Bulkers
SB
$766M
$163K ﹤0.01%
91,802
+15,472
+20% +$35K
126 127
128
129 130

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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.