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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
MGY.WS
3276
DELISTED
Magnolia Oil & Gas Corporation
MGY.WS
$96K ﹤0.01%
+31,731
New +$113K
TIPT icon
3277
Tiptree Inc
TIPT
$678M
$93K ﹤0.01%
+16,703
New +$95.9K
NL icon
3278
NLI Holdings
NL
$283M
$92K ﹤0.01%
26,187
-1,357
-5% -$6.62K
MCF
3279
DELISTED
Contango Oil & Gas Co.
MCF
$92K ﹤0.01%
28,277
-67,266
-70% -$312K
NATR icon
3280
Nature's Sunshine
NATR
$362M
$91K ﹤0.01%
+11,169
New +$96.6K
NYMX
3281
DELISTED
Nymox Pharmaceutical Corp
NYMX
$91K ﹤0.01%
69,308
-39,648
-36% -$72.6K
IO
3282
DELISTED
ION Geophysical Corporation
IO
$91K ﹤0.01%
17,596
+2,677
+18% +$27.2K
FBM
3283
DELISTED
Foundation Building Materials, Inc. Common Stock
FBM
$89K ﹤0.01%
10,760
-13,954
-56% -$138K
AMBR
3284
DELISTED
Amber Road Inc
AMBR
$89K ﹤0.01%
10,824
+396
+4% +$3.5K
NDLS icon
3285
Noodles & Co
NDLS
$84M
$88K ﹤0.01%
+1,572
New +$117K
CLD
3286
DELISTED
Cloud Peak Energy Inc
CLD
$87K ﹤0.01%
238,076
-160,360
-40% -$228K
SENS icon
3287
Senseonics Holdings Inc
SENS
$262M
$86K ﹤0.01%
1,659
-169
-9% -$11.3K
TRAK icon
3288
ReposiTrak
TRAK
$156M
$86K ﹤0.01%
14,322
+666
+5% +$5.43K
RVSB icon
3289
Riverview Bancorp
RVSB
$108M
$85K ﹤0.01%
+11,628
New +$93.4K
OCUL icon
3290
Ocular Therapeutix
OCUL
$1.89B
$84K ﹤0.01%
21,155
-32,613
-61% -$180K
RBBN icon
3291
Ribbon Communications
RBBN
$359M
$82K ﹤0.01%
17,109
-92,071
-84% -$534K
LUMO
3292
DELISTED
Lumos Pharma, Inc. Common Stock
LUMO
$81K ﹤0.01%
+5,890
New +$104K
HIVE
3293
DELISTED
Aerohive Networks
HIVE
$80K ﹤0.01%
24,395
-21,003
-46% -$79K
VSTM icon
3294
Verastem
VSTM
$534M
$79K ﹤0.01%
+1,958
New +$120K
NNA
3295
DELISTED
Navios Maritime Acquisition Corporation
NNA
$79K ﹤0.01%
24,179
-1,205
-5% -$7.51K
MNKD icon
3296
MannKind Corp
MNKD
$1.22B
$78K ﹤0.01%
+73,946
New +$126K
VOXX
3297
DELISTED
VOXX International Corporation Class A
VOXX
$78K ﹤0.01%
19,712
-48,979
-71% -$244K
GOGL
3298
DELISTED
Golden Ocean Group
GOGL
$77K ﹤0.01%
+12,455
New +$93.6K
EGLE
3299
DELISTED
Eagle Bulk Shipping Inc.
EGLE
$77K ﹤0.01%
2,389
+160
+7% +$5.42K
FLNT
3300
Fluent
FLNT
$99.9M
$76K ﹤0.01%
3,499
+333
+11% +$6.07K
130 131
132
133 134

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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.