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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
ATTO
3451
DELISTED
Atento S.A.
ATTO
– –
-5,555
Closed -$209K
BLCM
3452
DELISTED
Bellicum Pharmaceuticals, Inc.
BLCM
– –
-1,572
Closed -$97K
IBA
3453
DELISTED
Industrias Bachoco SAB De C.V.
IBA
– –
-8,276
Closed -$449K
SRNE
3454
DELISTED
Sorrento Therapeutics, Inc.
SRNE
– –
-20,500
Closed -$90K
NH
3455
DELISTED
NantHealth, Inc
NH
– –
-1,903
Closed -$45K
FNHC
3456
DELISTED
FedNat Holding Company Common Stock
FNHC
– –
-22,396
Closed -$571K
USAK
3457
DELISTED
USA Truck Inc
USAK
– –
-19,654
Closed -$398K
ATHX
3458
DELISTED
Athersys, Inc. Common Stock
ATHX
– –
-401
Closed -$21K
XELA
3459
DELISTED
Exela Technologies, Inc. Common Stock
XELA
– –
-3
Closed -$270K
SREV
3460
DELISTED
ServiceSource International, Inc.
SREV
– –
-28,947
Closed -$82K
MBII
3461
DELISTED
Marrone Bio Innovations, Inc.
MBII
– –
-40,303
Closed -$74K
VWTR
3462
DELISTED
Vidler Water Resouces, Inc. Common Stock
VWTR
– –
-12,939
Closed -$162K
FMO
3463
DELISTED
Fiduciary/Claymore Energy Infrastructure Fund
FMO
– –
-3,836
Closed -$234K
CSLT
3464
DELISTED
CASTLIGHT HEALTH, INC.
CSLT
– –
-12,520
Closed -$34K
TBIO
3465
DELISTED
Translate Bio, Inc. Common Stock
TBIO
– –
-22,165
Closed -$222K
SQBG
3466
DELISTED
Sequential Brands Group, Inc.
SQBG
– –
-931
Closed -$62K
BPY
3467
DELISTED
Brookfield Property Partners L.P. Limited Partnership Units
BPY
– –
-45,410
Closed -$949K
ALSK
3468
DELISTED
Alaska Communications Systems
ALSK
– –
-13,293
Closed -$22K
PTVCB
3469
DELISTED
Protective Insurance Corporation Class B Common Stock
PTVCB
– –
-11,811
Closed -$271K
GNMK
3470
DELISTED
GenMark Diagnostics, Inc
GNMK
– –
-27,153
Closed -$200K
GEN
3471
DELISTED
Genesis Healthcare, Inc.
GEN
– –
-14,648
Closed -$20K
MR
3472
DELISTED
Montage Resources Corporation Common Stock
MR
– –
-3,427
Closed -$61K
RST
3473
DELISTED
ROSETTA STONE INC
RST
– –
-26,417
Closed -$525K
SCID
3474
DELISTED
Global X Scientific Beta Europe ETF
SCID
– –
-26,028
Closed -$706K
SCIU
3475
DELISTED
Global X Scientific Beta US ETF
SCIU
– –
-65,018
Closed -$2.15M
137 138
139
140 141

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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.