We are live on ! Find out more
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
HLF icon
426
Herbalife
HLF
$1.23B
$36.5M 0.04%
618,738
+127,092
+26% +$7.02M
XYL icon
427
Xylem
XYL
$28.5B
$36.5M 0.04%
546,498
+96,175
+21% +$6.65M
CBRE icon
428
CBRE Group
CBRE
$40.8B
$36.4M 0.04%
908,608
+52,445
+6% +$2.17M
L icon
429
Loews
L
$24.3B
$36.2M 0.04%
796,279
+106,545
+15% +$5.02M
CERN
430
DELISTED
Cerner Corp
CERN
$36.2M 0.04%
690,834
-47,412
-6% -$2.75M
MIDD icon
431
Middleby
MIDD
$6.05B
$36.2M 0.04%
352,335
+42,242
+14% +$4.81M
WAT icon
432
Waters Corp
WAT
$36.8B
$36.1M 0.04%
191,556
-2,265
-1% -$430K
EMLC icon
433
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$4.74B
$36M 0.04%
1,089,876
+23,071
+2% +$754K
CCEP icon
434
Coca-Cola Europacific Partners
CCEP
$46.5B
$36M 0.04%
784,378
+79,959
+11% +$3.7M
ESS icon
435
Essex Property Trust
ESS
$18.9B
$35.9M 0.04%
146,490
+2,591
+2% +$653K
XRAY icon
436
Dentsply Sirona
XRAY
$2.59B
$35.8M 0.04%
962,554
+474,194
+97% +$17.3M
LVS icon
437
Las Vegas Sands
LVS
$30.5B
$35.7M 0.04%
685,580
+80,689
+13% +$4.37M
VRSK icon
438
Verisk Analytics
VRSK
$26.4B
$35.7M 0.04%
327,193
+25,223
+8% +$2.95M
LDOS icon
439
Leidos
LDOS
$14.1B
$35.6M 0.04%
675,509
-55,235
-8% -$3.43M
EEM icon
440
iShares MSCI Emerging Markets ETF
EEM
$28B
$35.5M 0.04%
907,698
-37,008
-4% -$1.48M
ANZ
441
DELISTED
AUSTRALIA & NW ZEAL ADS(RP5 SH
ANZ
$35.3M 0.04%
2,069,578
-245,268
-11% -$4.18M
FRC
442
DELISTED
First Republic Bank
FRC
$35.3M 0.04%
405,904
+140,448
+53% +$12.8M
FDS icon
443
Factset
FDS
$9.05B
$35.2M 0.04%
176,071
+7,816
+5% +$1.72M
CAJ
444
DELISTED
Canon, Inc.
CAJ
$35.2M 0.04%
1,276,219
+177,869
+16% +$5.16M
CINF icon
445
Cincinnati Financial
CINF
$28.3B
$35M 0.03%
452,118
-167
-0% -$13K
NBIS
446
Nebius Group N.V.
NBIS
$47.7B
$35M 0.03%
1,279,267
-140,916
-10% -$4.13M
RCL icon
447
Royal Caribbean
RCL
$78.7B
$35M 0.03%
357,574
+89
+0% +$9.75K
VEA icon
448
Vanguard FTSE Developed Markets ETF
VEA
$226B
$34.8M 0.03%
937,303
+781,241
+501% +$30.9M
AMD icon
449
Advanced Micro Devices
AMD
$851B
$34.7M 0.03%
1,880,509
+255,902
+16% +$5.53M
MGA icon
450
Magna International
MGA
$17.9B
$34.6M 0.03%
760,756
+54,917
+8% +$2.66M
16 17
18
19 20

Similar funds

NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.