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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
TNDM icon
2351
Tandem Diabetes Care
TNDM
$1.22B
$1.63M ﹤0.01%
42,980
-2,171
-5% -$76.7K
ESV
2352
DELISTED
Ensco Rowan plc
ESV
$1.63M ﹤0.01%
114,497
-104,368
-48% -$2.69M
PRSU
2353
Pursuit Attractions and Hospitality Inc
PRSU
$1.48B
$1.63M ﹤0.01%
32,457
-1
-0% -$51
BRSS
2354
DELISTED
Global Brass & Copper Hldgs, Inc
BRSS
$1.63M ﹤0.01%
64,644
-54,320
-46% -$1.68M
BTT icon
2355
BlackRock Municipal 2030 Target Term Trust
BTT
$1.43B
$1.62M ﹤0.01%
79,164
+66,689
+535% +$1.35M
HTLF
2356
DELISTED
Heartland Financial USA, Inc.
HTLF
$1.62M ﹤0.01%
36,958
-11,390
-24% -$597K
KOP icon
2357
Koppers
KOP
$965M
$1.62M ﹤0.01%
95,265
+58,745
+161% +$1.38M
MCHB
2358
Mechanics Bancorp
MCHB
$3.51B
$1.62M ﹤0.01%
76,413
-14,879
-16% -$376K
PHD
2359
DELISTED
Pioneer Floating Rate Fund
PHD
$1.62M ﹤0.01%
164,600
+88,933
+118% +$931K
CVCO icon
2360
Cavco Industries
CVCO
$4.54B
$1.61M ﹤0.01%
12,387
-5,695
-31% -$1.03M
EBF icon
2361
Ennis
EBF
$554M
$1.61M ﹤0.01%
83,610
-41,981
-33% -$806K
MNR
2362
DELISTED
Monmouth Real Estate Investment Corp
MNR
$1.61M ﹤0.01%
129,678
-40,352
-24% -$587K
INSW icon
2363
International Seaways
INSW
$4.63B
$1.61M ﹤0.01%
95,346
+384
+0.4% +$7.41K
MAGN
2364
Magnera Corp
MAGN
$498M
$1.61M ﹤0.01%
12,656
+2,016
+19% +$387K
TVTY
2365
DELISTED
Tivity Health, Inc. Common Stock
TVTY
$1.61M ﹤0.01%
64,731
-11,305
-15% -$376K
AKO.B icon
2366
Embotelladora Andina Series B
AKO.B
$4.69B
$1.6M ﹤0.01%
70,149
-598
-0.8% -$13K
MHI
2367
DELISTED
Pioneer Municipal High Income Fund
MHI
$1.6M ﹤0.01%
146,024
-177,283
-55% -$1.93M
MYRG icon
2368
MYR Group
MYRG
$5.31B
$1.59M ﹤0.01%
56,465
+19,381
+52% +$600K
GPMT
2369
Granite Point Mortgage Trust
GPMT
$63.3M
$1.59M ﹤0.01%
88,035
+25,824
+42% +$480K
RDFN
2370
DELISTED
Redfin
RDFN
$1.59M ﹤0.01%
110,227
+15,952
+17% +$253K
AGD
2371
abrdn Global Dynamic Dividend Fund
AGD
$315M
$1.58M ﹤0.01%
185,474
-12,087
-6% -$112K
SEDG icon
2372
SolarEdge
SEDG
$2.44B
$1.58M ﹤0.01%
44,904
+9,893
+28% +$379K
BGB
2373
Blackstone Strategic Credit 2027 Term Fund
BGB
$500M
$1.57M ﹤0.01%
+116,846
New +$1.73M
CPLG
2374
DELISTED
CorePoint Lodging Inc. Common Stock
CPLG
$1.57M ﹤0.01%
128,169
+51,376
+67% +$777K
AMWD
2375
DELISTED
American Woodmark
AMWD
$1.56M ﹤0.01%
28,092
+1,157
+4% +$73.7K
93 94
95
96 97

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MCM
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PSUF
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SCC
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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.