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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
CTIC
3351
DELISTED
CTI BioPharma Corp. (DE) Common Stock
CTIC
$33K ﹤0.01%
44,554
+729
+2% +$1.2K
XXII
3352
22nd Century Group
XXII
$1.39M
– –
0
– –
HOS
3353
DELISTED
Hornbeck Offshore Services, Inc.
HOS
$31K ﹤0.01%
21,570
+800
+4% +$2.81K
ACHN
3354
DELISTED
Achillion Pharmaceuticals
ACHN
$28K ﹤0.01%
17,314
-7,159
-29% -$20.2K
UEC icon
3355
Uranium Energy
UEC
$4.82B
$27K ﹤0.01%
21,841
-813
-4% -$1.08K
TLRA
3356
DELISTED
Telaria, Inc.
TLRA
$27K ﹤0.01%
+10,036
New +$29K
KOPN icon
3357
Kopin
KOPN
$652M
$26K ﹤0.01%
26,432
-81,429
-75% -$147K
OVID icon
3358
Ovid Therapeutics
OVID
$448M
$26K ﹤0.01%
+10,580
New +$48.3K
MARK
3359
DELISTED
Remark Holdings, Inc.
MARK
$26K ﹤0.01%
2,150
+909
+73% +$19.8K
UPL
3360
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
$23K ﹤0.01%
30,404
-8,183
-21% -$10.3K
ONCT
3361
DELISTED
Oncternal Therapeutics, Inc. Common Stock
ONCT
$19K ﹤0.01%
+174
New +$34.8K
ZOM
3362
DELISTED
Zomedica Corp.
ZOM
$19K ﹤0.01%
15,295
-5,061
-25% -$8.02K
GSM icon
3363
FerroAtlántica
GSM
$611M
$17K ﹤0.01%
10,411
-7,702
-43% -$36.9K
LCTX icon
3364
Lineage Cell Therapeutics
LCTX
$249M
$15K ﹤0.01%
16,696
-21,567
-56% -$33K
NBRV
3365
DELISTED
Nabriva Therapeutics plc Ordinary Shares Ireland
NBRV
$15K ﹤0.01%
+41
New +$22K
PLUG icon
3366
Plug Power
PLUG
$2.87B
$14K ﹤0.01%
11,641
-246,142
-95% -$418K
CLSD
3367
DELISTED
Clearside Biomedical
CLSD
$11K ﹤0.01%
+713
New +$33.5K
ACET
3368
DELISTED
Aceto Corp
ACET
$9K ﹤0.01%
10,662
-180,338
-94% -$323K
SN
3369
DELISTED
Sanchez Energy Corporation
SN
$5K ﹤0.01%
18,935
-13,600
-42% -$17.4K
ANW
3370
DELISTED
Aegean Marine Petroleum Network
ANW
$3K ﹤0.01%
120,100
-158,517
-57% -$186K
ABUS icon
3371
Arbutus Biopharma
ABUS
$873M
– –
-105,617
Closed -$998K
AC
3372
DELISTED
Associated Capital Group
AC
– –
-10,430
Closed -$442K
AKO.A icon
3373
Embotelladora Andina Series A
AKO.A
$3.57B
– –
-25,491
Closed -$506K
ANAB icon
3374
AnaptysBio
ANAB
$1.6B
– –
-2,032
Closed -$203K
APO icon
3375
Apollo Global Management
APO
$71.7B
– –
-10,870
Closed -$376K
133 134
135
136 137

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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.