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
PVH icon
801
PVH
PVH
$3.87B
$16.6M 0.02%
178,145
-52,619
-23% -$6.02M
QRVO icon
802
Qorvo
QRVO
$7.92B
$16.5M 0.02%
272,305
-44,820
-14% -$3.01M
ASH icon
803
Ashland
ASH
$3.04B
$16.5M 0.02%
232,543
+19,176
+9% +$1.48M
GWB
804
DELISTED
Great Western Bancorp, Inc.
GWB
$16.5M 0.02%
527,805
+141,654
+37% +$5.15M
BSAC icon
805
Banco Santander Chile
BSAC
$16.2B
$16.5M 0.02%
550,747
+10,741
+2% +$327K
WIT icon
806
Wipro
WIT
$18.9B
$16.5M 0.02%
8,556,347
+759,928
+10% +$1.46M
INOV
807
DELISTED
Inovalon Holdings, Inc. Class A Common Stock
INOV
$16.4M 0.02%
1,159,958
+333,746
+40% +$3.8M
RIG icon
808
Transocean
RIG
$5.84B
$16.4M 0.02%
2,366,662
+539,253
+30% +$5.5M
EHC icon
809
Encompass Health
EHC
$11.3B
$16.4M 0.02%
333,427
+59,558
+22% +$3.39M
NXST icon
810
Nexstar Media Group
NXST
$5.67B
$16.3M 0.02%
207,842
-4,150
-2% -$328K
HYT icon
811
BlackRock Corporate High Yield Fund
HYT
$1.35B
$16.3M 0.02%
1,757,274
-44,754
-2% -$440K
TECH icon
812
Bio-Techne
TECH
$11.2B
$16.3M 0.02%
450,208
+1,404
+0.3% +$58.6K
IDTI
813
DELISTED
Integrated Device Technology I
IDTI
$16.3M 0.02%
336,025
-22,645
-6% -$1.07M
EPR icon
814
EPR Properties
EPR
$4.85B
$16.2M 0.02%
253,731
+29,917
+13% +$2.06M
MKTAY
815
DELISTED
MAKITA CORP SPONS ADR
MKTAY
$16.1M 0.02%
458,006
-54,802
-11% -$1.93M
CIG icon
816
CEMIG Preferred Shares
CIG
$6.18B
$16.1M 0.02%
8,854,593
-779,789
-8% -$1.18M
AFB
817
AllianceBernstein National Municipal Income Fund
AFB
$314M
$16M 0.02%
1,317,772
-40,925
-3% -$491K
TEF
818
DELISTED
Telefonica
TEF
$16M 0.02%
2,336,746
+1,325,749
+131% +$8.97M
NATI
819
DELISTED
National Instruments Corp
NATI
$15.9M 0.02%
351,274
+86,593
+33% +$4.04M
COLB icon
820
Columbia Banking Systems
COLB
$8.74B
$15.9M 0.02%
439,021
+104,104
+31% +$3.9M
SON icon
821
Sonoco
SON
$5.8B
$15.9M 0.02%
299,852
+23,366
+8% +$1.28M
DAR icon
822
Darling Ingredients
DAR
$9.62B
$15.9M 0.02%
825,124
+24,320
+3% +$493K
GDOT icon
823
Green Dot
GDOT
$746M
$15.8M 0.02%
198,822
+16,364
+9% +$1.29M
Y
824
DELISTED
Alleghany Corp
Y
$15.8M 0.02%
25,330
-449
-2% -$277K
GLPI icon
825
Gaming and Leisure Properties
GLPI
$12.8B
$15.7M 0.02%
486,372
+21,255
+5% +$719K
31 32
33
34 35

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.