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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
ELVT
3326
DELISTED
Elevate Credit, Inc.
ELVT
$55K ﹤0.01%
12,353
+1,643
+15% +$8.62K
RIGL icon
3327
Rigel Pharmaceuticals
RIGL
$692M
$54K ﹤0.01%
2,363
-4,032
-63% -$114K
LLEX
3328
DELISTED
Lilis Energy, Inc. Common Stock
LLEX
$54K ﹤0.01%
39,155
-5,359
-12% -$14.5K
AQMS icon
3329
Aqua Metals
AQMS
$9.78M
$53K ﹤0.01%
145
-335
-70% -$152K
EMKR
3330
DELISTED
Emcore Corp
EMKR
$53K ﹤0.01%
1,255
-450
-26% -$21.1K
LFT
3331
Lument Finance Trust
LFT
$41.2M
$52K ﹤0.01%
18,184
-4,644
-20% -$15.7K
AREX
3332
DELISTED
Approach Resources Inc.
AREX
$49K ﹤0.01%
56,536
-42,365
-43% -$64.9K
GERN icon
3333
Geron
GERN
$949M
$48K ﹤0.01%
47,539
+16,044
+51% +$24.4K
MBIO icon
3334
Mustang Bio
MBIO
$4.24M
$48K ﹤0.01%
22
-5
-19% -$15.2K
MN
3335
DELISTED
MANNING & NAPIER, INC.
MN
$48K ﹤0.01%
+27,158
New +$56.3K
FRTA
3336
DELISTED
Forterra, Inc
FRTA
$46K ﹤0.01%
12,168
-4,075
-25% -$20.7K
OTIC
3337
DELISTED
Otonomy, Inc.
OTIC
$45K ﹤0.01%
24,516
+1,668
+7% +$3.94K
KDMN
3338
DELISTED
Kadmon Holdings, Inc.
KDMN
$44K ﹤0.01%
+21,274
New +$53.6K
NEOS
3339
DELISTED
Neos Therapeutics, Inc
NEOS
$44K ﹤0.01%
26,401
+14,999
+132% +$42.1K
ENZ
3340
DELISTED
Enzo Biochem, Inc.
ENZ
$42K ﹤0.01%
15,028
-2,828
-16% -$9.26K
CELH icon
3341
Celsius Holdings
CELH
$7.36B
$41K ﹤0.01%
+35,556
New +$44.8K
ASXC
3342
DELISTED
Asensus Surgical, Inc.
ASXC
$41K ﹤0.01%
1,401
-166
-11% -$7.54K
BTE icon
3343
Baytex Energy
BTE
$2.94B
$40K ﹤0.01%
22,574
+1,422
+7% +$2.9K
JNCE
3344
DELISTED
Jounce Therapeutics, Inc. Common Stock
JNCE
$40K ﹤0.01%
+11,776
New +$55K
VRDN icon
3345
Viridian Therapeutics
VRDN
$2.18B
$39K ﹤0.01%
+848
New +$49K
KDNY
3346
DELISTED
Chinook Therapeutics, Inc. Common Stock
KDNY
$37K ﹤0.01%
2,780
-4,627
-62% -$92.4K
SNNA
3347
DELISTED
Sienna Biopharmaceuticals, Inc.
SNNA
$37K ﹤0.01%
+15,753
New +$139K
ARDX icon
3348
Ardelyx
ARDX
$1.25B
$34K ﹤0.01%
+19,053
New +$56.1K
MUX icon
3349
McEwen Inc
MUX
$1.04B
$34K ﹤0.01%
1,893
+606
+47% +$11.7K
AGEN
3350
Agenus
AGEN
$255M
$33K ﹤0.01%
709
-251
-26% -$10.5K
132 133
134
135 136

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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.