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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
SCIJ
3476
DELISTED
Global X Scientific Beta Japan ETF
SCIJ
– –
-11,359
Closed -$353K
SSI
3477
DELISTED
Stage Stores Inc
SSI
– –
-32,709
Closed -$64K
RRTS
3478
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
– –
-4,067
Closed -$85K
CISN
3479
DELISTED
Cision Ltd. Ordinary Share
CISN
– –
-15,715
Closed -$264K
ARQL
3480
DELISTED
Arqule Inc
ARQL
– –
-12,229
Closed -$69K
BOLD
3481
DELISTED
Audentes Therapeutics, Inc
BOLD
– –
-15,191
Closed -$601K
MLNT
3482
DELISTED
Melinta Therapeutics, Inc. Common Stock
MLNT
– –
-5,513
Closed -$109K
ANFI
3483
DELISTED
AMIRA NATURE FOODS LTD
ANFI
– –
-53,143
Closed -$90K
OLBK
3484
DELISTED
Old Line Bancshares, Inc.
OLBK
– –
-8,145
Closed -$258K
INSY
3485
DELISTED
Insys Therapeutics, Inc.
INSY
– –
-21,940
Closed -$221K
TIS
3486
DELISTED
Orchids Paper Products, Inc.
TIS
– –
-31,797
Closed -$105K
ORM
3487
DELISTED
Owens Realty Mortgage, Inc.
ORM
– –
-10,899
Closed -$184K
NCOM
3488
DELISTED
National Commerce Corporation
NCOM
– –
-6,758
Closed -$279K
BLMT
3489
DELISTED
BSB Bancorp, Inc.
BLMT
– –
-8,277
Closed -$270K
SGYP
3490
DELISTED
Synergy Pharmaceuticals, Inc Common Stock
SGYP
– –
-29,120
Closed -$50K
CYHHZ
3491
DELISTED
Community Health Systems, Inc. Series A Contingent Value Rights
CYHHZ
$0 ﹤0.01%
11,285
– –
GBNK
3492
DELISTED
Guaranty Bancorp
GBNK
– –
-6,789
Closed -$202K
ECYT
3493
DELISTED
Endocyte, Inc. Common Stock
ECYT
– –
-11,303
Closed -$201K
XOXO
3494
DELISTED
Xo Group Inc
XOXO
– –
-176,869
Closed -$6.1M
EEP
3495
DELISTED
Enbridge Energy Partners
EEP
– –
-17,436
Closed -$192K
ESRX
3496
DELISTED
Express Scripts Holding Company
ESRX
– –
-2,049,614
Closed -$195M
ABCD
3497
DELISTED
Cambium Learning Group, Inc.
ABCD
– –
-81,376
Closed -$963K
KERX
3498
DELISTED
Keryx Biopharmaceuticals Inc
KERX
– –
-193,848
Closed -$659K
OCLR
3499
DELISTED
Oclaro Inc.
OCLR
– –
-218,943
Closed -$1.96M
FCE.A
3500
DELISTED
Forest City Realty Trust, Inc.
FCE.A
– –
-159,448
Closed -$4M
138 139
140
141 142

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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.