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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
SBI
2951
Western Asset Intermediate Muni Fund
SBI
$108M
$403K ﹤0.01%
+48,225
New +$401K
VHT icon
2952
Vanguard Health Care ETF
VHT
$18.3B
$403K ﹤0.01%
2,512
+249
+11% +$42.2K
KE
2953
Kimball Electronics
KE
$598M
$402K ﹤0.01%
25,925
-6,025
-19% -$106K
CLPR
2954
Clipper Realty
CLPR
$46.4M
$400K ﹤0.01%
30,626
+9,272
+43% +$122K
AGX icon
2955
Argan
AGX
$7.61B
$399K ﹤0.01%
10,552
-1,331
-11% -$56.3K
MLR icon
2956
Miller Industries
MLR
$584M
$398K ﹤0.01%
14,728
+5,734
+64% +$151K
TUSK icon
2957
Mammoth Energy Services
TUSK
$131M
$398K ﹤0.01%
22,139
+4,215
+24% +$104K
VIA
2958
DELISTED
Via Renewables, Inc. Class A Common Stock
VIA
$398K ﹤0.01%
10,723
-1,780
-14% -$74K
VFH icon
2959
Vanguard Financials ETF
VFH
$13.5B
$397K ﹤0.01%
6,696
-2,741
-29% -$178K
EVF
2960
Eaton Vance Senior Income Trust
EVF
$90.1M
$393K ﹤0.01%
+65,518
New +$405K
LEO
2961
BNY Mellon Strategic Municipals
LEO
$389M
$393K ﹤0.01%
54,754
-76,137
-58% -$549K
XBI icon
2962
State Street SPDR S&P Biotech ETF
XBI
$10.2B
$393K ﹤0.01%
5,479
+1,651
+43% +$133K
CLUB
2963
DELISTED
Town Sports International Holdings, Inc.
CLUB
$392K ﹤0.01%
61,213
+7,958
+15% +$60.2K
BELFB
2964
Bel Fuse Inc Class B
BELFB
$3.84B
$390K ﹤0.01%
21,198
-4,750
-18% -$107K
BBBY
2965
Bed Bath & Beyond
BBBY
$512M
$389K ﹤0.01%
38,079
-410
-1% -$6.14K
DBEF icon
2966
Xtrackers MSCI EAFE Hedged Equity ETF
DBEF
$9.18B
$388K ﹤0.01%
13,903
-2,264
-14% -$68K
NWHM
2967
DELISTED
THE NEW HOME COMPANY INC.
NWHM
$388K ﹤0.01%
+74,098
New +$522K
FPI
2968
Farmland Partners
FPI
$420M
$387K ﹤0.01%
85,352
-131,808
-61% -$824K
AKH
2969
DELISTED
AIR France-KLM
AKH
$387K ﹤0.01%
35,587
-3,422
-9% -$37.2K
IMOS
2970
ChipMOS TECHNOLOGIES
IMOS
$1.91B
$386K ﹤0.01%
22,914
+2,135
+10% +$36.4K
GBL
2971
DELISTED
GAMCO Investors, Inc.
GBL
$382K ﹤0.01%
+22,628
New +$463K
CSV icon
2972
Carriage Services
CSV
$635M
$381K ﹤0.01%
24,575
+12,013
+96% +$210K
FLIC
2973
DELISTED
First of Long Island Corp
FLIC
$381K ﹤0.01%
19,103
-1,857
-9% -$38.2K
GBLI icon
2974
Global Indemnity Group
GBLI
$396M
$381K ﹤0.01%
10,520
+41
+0.4% +$1.44K
LOMA
2975
Loma Negra
LOMA
$1.36B
$380K ﹤0.01%
+34,136
New +$331K
117 118
119
120 121

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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
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.