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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
METC icon
3301
Ramaco Resources Class A
METC
$664M
$76K ﹤0.01%
15,872
-4,435
-22% -$27.2K
LTS
3302
DELISTED
Ladenburg Thalmann Financial Services Inc
LTS
$76K ﹤0.01%
32,428
-488
-1% -$1.31K
AAC
3303
DELISTED
AAC Holdings
AAC
$73K ﹤0.01%
+52,418
New +$210K
ACTG icon
3304
Acacia Research
ACTG
$447M
$71K ﹤0.01%
23,933
+675
+3% +$2.09K
MCHX icon
3305
Marchex
MCHX
$79.3M
$70K ﹤0.01%
26,285
-1,571
-6% -$4.42K
ACTA
3306
DELISTED
Actua Corp
ACTA
$69K ﹤0.01%
107,782
– –
ARAY icon
3307
Accuray
ARAY
$26.8M
$68K ﹤0.01%
19,947
-1,113
-5% -$4.51K
VYNE icon
3308
VYNE Therapeutics
VYNE
$19.1M
$67K ﹤0.01%
+5
New +$112K
ARC
3309
DELISTED
ARC Document Solutions, Inc.
ARC
$67K ﹤0.01%
32,639
-22,164
-40% -$54.1K
WFT
3310
DELISTED
Weatherford International plc
WFT
$65K ﹤0.01%
116,014
-436,193
-79% -$569K
FRED
3311
DELISTED
Fred's Inc
FRED
$64K ﹤0.01%
34,063
-165,668
-83% -$430K
SHLO
3312
DELISTED
Shiloh Industries Inc
SHLO
$63K ﹤0.01%
+10,789
New +$85.8K
III icon
3313
Information Services Group
III
$192M
$62K ﹤0.01%
14,684
+1,588
+12% +$6.68K
LRMR icon
3314
Larimar Therapeutics
LRMR
$398M
$62K ﹤0.01%
1,041
-119
-10% -$11.7K
BVH
3315
DELISTED
Bluegreen Vacations Holding Corporation
BVH
$62K ﹤0.01%
+2,166
New +$66.7K
INO icon
3316
Inovio Pharmaceuticals
INO
$79.4M
$60K ﹤0.01%
1,245
+261
+27% +$15.9K
XFOR icon
3317
X4 Pharmaceuticals
XFOR
$372M
$59K ﹤0.01%
+140
New +$53.4K
TPHS
3318
DELISTED
Trinity Place Holdings Inc.com
TPHS
$59K ﹤0.01%
+13,524
New +$70.8K
RMTI icon
3319
Rockwell Medical
RMTI
$27.6M
$58K ﹤0.01%
235
+30
+15% +$11.9K
TCRT icon
3320
Alaunos Therapeutics
TCRT
$4.71M
$58K ﹤0.01%
206
+65
+46% +$25.7K
PFIE
3321
DELISTED
Profire Energy, Inc
PFIE
$58K ﹤0.01%
40,159
+16,070
+67% +$37.4K
CALA
3322
DELISTED
Calithera Biosciences, Inc
CALA
$58K ﹤0.01%
728
-388
-35% -$38.3K
PFNX
3323
DELISTED
Pfenex Inc.
PFNX
$58K ﹤0.01%
18,076
-73
-0.4% -$312
ITI
3324
DELISTED
Iteris, Inc.
ITI
$57K ﹤0.01%
+15,363
New +$65.9K
BBGI icon
3325
Beasley Broadcasting Group
BBGI
$38M
$55K ﹤0.01%
727
+213
+41% +$24K
131 132
133
134 135

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MCM
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PSUF
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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.