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
AAWW
726
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
$18.8M 0.02%
446,694
+93,589
+27% +$4.79M
BG icon
727
Bunge Global
BG
$22.8B
$18.8M 0.02%
352,199
-6,663
-2% -$411K
APA icon
728
APA Corp
APA
$12.3B
$18.8M 0.02%
715,919
+53,677
+8% +$1.98M
RS icon
729
Reliance Steel & Aluminium
RS
$20.6B
$18.8M 0.02%
263,620
-123,565
-32% -$9.75M
XRX icon
730
Xerox
XRX
$357M
$18.8M 0.02%
949,146
-23,486
-2% -$603K
CRH icon
731
CRH
CRH
$68.7B
$18.7M 0.02%
710,752
-112,451
-14% -$3.19M
CHE icon
732
Chemed
CHE
$6.76B
$18.7M 0.02%
66,096
-2,432
-4% -$734K
WF icon
733
Woori Financial
WF
$16.4B
$18.7M 0.02%
444,482
+25,623
+6% +$1.1M
BIO icon
734
Bio-Rad Laboratories Class A
BIO
$8.47B
$18.7M 0.02%
80,618
-17,409
-18% -$4.67M
UTHR icon
735
United Therapeutics
UTHR
$26.3B
$18.7M 0.02%
171,683
-3,252
-2% -$377K
SVC
736
Service Properties Trust
SVC
$1.08B
$18.7M 0.02%
156,390
+2,584
+2% +$338K
NSANY
737
DELISTED
NISSAN MOTOR CO LTD SPONS ADR
NSANY
$18.7M 0.02%
1,170,186
-90,111
-7% -$1.44M
INDA icon
738
iShares MSCI India ETF
INDA
$6.77B
$18.6M 0.02%
558,742
-41,207
-7% -$1.3M
TTWO icon
739
Take-Two Interactive
TTWO
$45.3B
$18.6M 0.02%
180,388
+27,187
+18% +$3.13M
MORN icon
740
Morningstar
MORN
$6.94B
$18.5M 0.02%
168,665
-42,959
-20% -$5.04M
FIVE icon
741
Five Below
FIVE
$11.5B
$18.5M 0.02%
181,042
-13,478
-7% -$1.49M
FDC
742
DELISTED
First Data Corporation
FDC
$18.5M 0.02%
1,092,662
+389,894
+55% +$7.6M
GWR
743
DELISTED
Genesee & Wyoming Inc.
GWR
$18.4M 0.02%
249,256
+5,359
+2% +$430K
NAVI icon
744
Navient
NAVI
$809M
$18.4M 0.02%
2,089,546
-226,645
-10% -$2.6M
SHG icon
745
Shinhan Financial Group
SHG
$33.6B
$18.4M 0.02%
518,673
+7,473
+1% +$282K
MT icon
746
ArcelorMittal
MT
$50.9B
$18.4M 0.02%
889,405
-17,196
-2% -$425K
SDX
747
DELISTED
SODEXHO ALLIANCE SA ADS (REP 1 COM SHR)
SDX
$18.4M 0.02%
903,529
+72,589
+9% +$1.48M
TCOM icon
748
Trip.com Group
TCOM
$28.2B
$18.3M 0.02%
677,034
+123,369
+22% +$3.76M
TRMB icon
749
Trimble
TRMB
$13B
$18.3M 0.02%
556,188
-27,325
-5% -$1.01M
ABEV icon
750
Ambev
ABEV
$47.4B
$18.3M 0.02%
4,659,226
-297,767
-6% -$1.27M
28 29
30
31 32

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.