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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
SBSW icon
3226
Sibanye-Stillwater
SBSW
$6.05B
$144K ﹤0.01%
50,821
-19,348
-28% -$52.4K
CNCE
3227
DELISTED
Concert Pharmaceuticals, Inc.
CNCE
$142K ﹤0.01%
11,288
-30,380
-73% -$419K
FPRX
3228
DELISTED
Five Prime Therapeutics, Inc.
FPRX
$142K ﹤0.01%
15,241
-12,864
-46% -$153K
SIFI
3229
DELISTED
SI Financial Group, Inc. NEW MD
SIFI
$141K ﹤0.01%
+11,097
New +$150K
CCO icon
3230
Clear Channel Outdoor Holdings
CCO
$1.23B
$140K ﹤0.01%
26,960
-228
-0.8% -$1.28K
IPI icon
3231
Intrepid Potash
IPI
$461M
$140K ﹤0.01%
5,389
-9,357
-63% -$321K
TXMD icon
3232
TherapeuticsMD
TXMD
$24M
$140K ﹤0.01%
735
-1,303
-64% -$318K
INB
3233
DELISTED
Cohen & Steers Global Income Builder, Inc.
INB
$140K ﹤0.01%
18,833
+1,453
+8% +$12.1K
AGFS
3234
DELISTED
AgroFresh Solutions Inc
AGFS
$139K ﹤0.01%
36,606
-5,596
-13% -$27.8K
SNDA icon
3235
Sonida Senior Living
SNDA
$2.03B
$138K ﹤0.01%
1,349
-2,451
-65% -$306K
JILL icon
3236
J. Jill
JILL
$261M
$137K ﹤0.01%
6,116
+1,554
+34% +$35.6K
KALA icon
3237
KALA BIO
KALA
$12.5M
$137K ﹤0.01%
+11
New +$191K
HDSN
3238
Hudson Technologies
HDSN
$263M
$136K ﹤0.01%
153,018
– –
HSDT icon
3239
Solana Company
HSDT
$98.1M
– –
0
– –
NVAX icon
3240
Novavax
NVAX
$1.23B
$136K ﹤0.01%
3,706
+2,677
+260% +$104K
IMMR icon
3241
Immersion
IMMR
$256M
$134K ﹤0.01%
14,983
-23,290
-61% -$218K
GREK
3242
Global X MSCI Greece ETF
GREK
$292M
$133K ﹤0.01%
6,445
+933
+17% +$21K
BXG
3243
DELISTED
Bluegreen Vacations Corporation Common Stock
BXG
$132K ﹤0.01%
+10,232
New +$138K
RTW
3244
DELISTED
RTW Retailwinds, Inc.
RTW
$132K ﹤0.01%
+46,784
New +$144K
ELGX
3245
DELISTED
Endologix Inc
ELGX
$132K ﹤0.01%
18,382
-1,872
-9% -$20.9K
BCOV
3246
DELISTED
Brightcove, Inc.
BCOV
$131K ﹤0.01%
18,542
+3,304
+22% +$24.8K
NEXT icon
3247
NextDecade
NEXT
$1.7B
$129K ﹤0.01%
23,894
+10,614
+80% +$53.6K
PSIX
3248
Power Solutions International
PSIX
$693M
$128K ﹤0.01%
13,831
-1,240
-8% -$11.5K
PHIIK
3249
DELISTED
PHI, Inc. Non-Voting Common Stock
PHIIK
$127K ﹤0.01%
68,577
+24,619
+56% +$143K
PTGX icon
3250
Protagonist Therapeutics
PTGX
$8.72B
$126K ﹤0.01%
18,680
-702
-4% -$5.57K
128 129
130
131 132

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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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ACI
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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.