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
EQT icon
776
EQT Corp
EQT
$32.5B
$17.3M 0.02%
913,428
+295,184
+48% +$5.99M
JLL icon
777
Jones Lang LaSalle
JLL
$15.5B
$17.3M 0.02%
136,298
-64,430
-32% -$8.71M
LKQ icon
778
LKQ Corp
LKQ
$6.69B
$17.3M 0.02%
727,061
-72,768
-9% -$1.98M
G icon
779
Genpact
G
$5.45B
$17.2M 0.02%
638,948
+1,155
+0.2% +$32.9K
THS
780
DELISTED
Treehouse Foods
THS
$17.2M 0.02%
339,747
+54,555
+19% +$2.69M
CMG icon
781
Chipotle Mexican Grill
CMG
$42.6B
$17.2M 0.02%
1,993,200
-3,300
-0.2% -$29.8K
AVT icon
782
Avnet
AVT
$7.25B
$17.2M 0.02%
476,776
-11,132
-2% -$455K
MRVL icon
783
Marvell Technology
MRVL
$170B
$17.2M 0.02%
1,061,889
+109,226
+11% +$1.81M
PNR icon
784
Pentair
PNR
$10.2B
$17.1M 0.02%
453,507
+107,962
+31% +$4.36M
CAKE icon
785
Cheesecake Factory
CAKE
$4.32B
$17.1M 0.02%
393,152
-91,239
-19% -$4.42M
KEP icon
786
Korea Electric Power
KEP
$15.7B
$17.1M 0.02%
1,159,347
+207,353
+22% +$2.64M
TRCO
787
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
$17.1M 0.02%
376,564
+115,552
+44% +$4.68M
FNF icon
788
Fidelity National Financial
FNF
$14B
$17M 0.02%
562,717
-10,809
-2% -$349K
HOLX
789
DELISTED
Hologic
HOLX
$17M 0.02%
412,992
+43,153
+12% +$1.77M
DSU icon
790
BlackRock Debt Strategies Fund
DSU
$589M
$17M 0.02%
1,737,269
+38,782
+2% +$409K
RACE icon
791
Ferrari
RACE
$66.8B
$17M 0.02%
170,599
-32,380
-16% -$3.64M
WH icon
792
Wyndham Hotels & Resorts
WH
$5.58B
$17M 0.02%
373,653
+4,836
+1% +$235K
SCO
793
DELISTED
SCOR ADS (ORD 1/10 SH FRF 25 P.V.)
SCO
$16.9M 0.02%
3,838,451
+453,704
+13% +$2M
CY
794
DELISTED
Cypress Semiconductor
CY
$16.8M 0.02%
1,324,216
+244,363
+23% +$3.24M
LBTYK icon
795
Liberty Global Class C
LBTYK
$3.27B
$16.8M 0.02%
813,747
-202,076
-20% -$4.83M
ST icon
796
Sensata Technologies
ST
$6.75B
$16.8M 0.02%
374,340
-32,902
-8% -$1.49M
UPM
797
DELISTED
UPM-KYMMRME ADR (REPR ORD SHS)
UPM
$16.7M 0.02%
649,861
-38,332
-6% -$986K
ALLE icon
798
Allegion
ALLE
$13.4B
$16.7M 0.02%
209,058
+7,222
+4% +$623K
OHI icon
799
Omega Healthcare
OHI
$15.3B
$16.6M 0.02%
472,530
+100,934
+27% +$3.5M
NWE icon
800
NorthWestern Energy
NWE
$4.44B
$16.6M 0.02%
278,771
-12,114
-4% -$743K
30 31
32
33 34

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.