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
PAYC icon
976
Paycom
PAYC
$7.58B
$12.2M 0.01%
99,476
+48,092
+94% +$6.16M
VSH icon
977
Vishay Intertechnology
VSH
$5.09B
$12.2M 0.01%
676,327
+13,166
+2% +$248K
TXNM
978
TXNM Energy Inc
TXNM
$6.43B
$12.2M 0.01%
296,285
+16,749
+6% +$686K
TRU icon
979
TransUnion
TRU
$16.5B
$12.2M 0.01%
214,248
-20,607
-9% -$1.32M
AAN.A
980
DELISTED
The Aaron's Company Inc Class A
AAN.A
$12.1M 0.01%
288,328
-25,314
-8% -$1.06M
FHI icon
981
Federated Hermes
FHI
$4.57B
$12.1M 0.01%
455,666
-8,735
-2% -$217K
XYZ
982
Block Inc
XYZ
$49.3B
$12.1M 0.01%
215,557
-30,875
-13% -$2.18M
ALB icon
983
Albemarle
ALB
$13.4B
$12.1M 0.01%
156,449
-30,290
-16% -$2.86M
BKH icon
984
Black Hills Corp
BKH
$5.73B
$12M 0.01%
191,817
+23,522
+14% +$1.48M
FSLR icon
985
First Solar
FSLR
$21.7B
$12M 0.01%
283,644
-40,926
-13% -$1.8M
TRGP icon
986
Targa Resources
TRGP
$56.1B
$12M 0.01%
334,220
+17,443
+6% +$844K
NDSN icon
987
Nordson
NDSN
$16.9B
$12M 0.01%
100,705
+10,863
+12% +$1.33M
UBSI icon
988
United Bankshares
UBSI
$6.66B
$12M 0.01%
385,962
+82,382
+27% +$2.78M
CASY icon
989
Casey's General Stores
CASY
$31.8B
$12M 0.01%
93,525
+2,737
+3% +$348K
COLM icon
990
Columbia Sportswear
COLM
$3.29B
$12M 0.01%
142,438
-5,162
-3% -$458K
WCN
991
Waste Connections
WCN
$42.5B
$12M 0.01%
161,167
+29,755
+23% +$2.27M
JACK icon
992
Jack in the Box
JACK
$311M
$11.9M 0.01%
153,871
+5,430
+4% +$441K
DIN icon
993
Dine Brands
DIN
$451M
$11.9M 0.01%
177,350
+7,443
+4% +$616K
HRC
994
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$11.9M 0.01%
134,857
+1,984
+1% +$180K
MUSA icon
995
Murphy USA
MUSA
$11.1B
$11.9M 0.01%
155,737
-25,667
-14% -$2.02M
OMCL icon
996
Omnicell
OMCL
$1.95B
$11.9M 0.01%
194,813
-29,397
-13% -$1.99M
ITGR icon
997
Integer Holdings
ITGR
$3.4B
$11.9M 0.01%
156,024
-19,830
-11% -$1.59M
GCO icon
998
Genesco
GCO
$430M
$11.9M 0.01%
267,985
+20,115
+8% +$869K
TLK icon
999
Telkom Indonesia
TLK
$14.3B
$11.9M 0.01%
452,891
+47,695
+12% +$1.21M
SABR icon
1000
Sabre
SABR
$735M
$11.9M 0.01%
547,909
+255,482
+87% +$6.18M
38 39
40
41 42

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.