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
ASB icon
1176
Associated Banc-Corp
ASB
$5.86B
$8.81M 0.01%
445,132
+35,465
+9% +$811K
PAGS icon
1177
PagSeguro Digital
PAGS
$2.69B
$8.81M 0.01%
470,262
-20,124
-4% -$494K
LFC
1178
DELISTED
China Life Insurance Company Ltd.
LFC
$8.8M 0.01%
839,247
+173,561
+26% +$1.85M
PRA
1179
DELISTED
ProAssurance
PRA
$8.79M 0.01%
216,681
-128,794
-37% -$5.52M
AXS icon
1180
AXIS Capital
AXS
$8.79B
$8.78M 0.01%
169,939
-30,922
-15% -$1.69M
CXW icon
1181
CoreCivic
CXW
$3.03B
$8.76M 0.01%
491,269
-38,658
-7% -$849K
HYI
1182
Western Asset High Yield Opportunity Fund Inc
HYI
$134M
$8.75M 0.01%
665,302
-80,735
-11% -$1.12M
BCO icon
1183
Brink's
BCO
$4.87B
$8.74M 0.01%
135,192
+200
+0.1% +$13.2K
LPT
1184
DELISTED
Liberty Property Trust
LPT
$8.74M 0.01%
208,631
-9,511
-4% -$410K
FULT icon
1185
Fulton Financial
FULT
$4.73B
$8.73M 0.01%
564,249
+44,341
+9% +$722K
PRLB icon
1186
Protolabs
PRLB
$1.78B
$8.72M 0.01%
77,325
+1,415
+2% +$175K
CXP
1187
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
$8.71M 0.01%
449,957
+29,639
+7% +$635K
TWLO icon
1188
Twilio
TWLO
$29.5B
$8.68M 0.01%
97,153
+31,392
+48% +$2.55M
MASI
1189
DELISTED
Masimo
MASI
$8.67M 0.01%
80,767
+10,164
+14% +$1.13M
OGS icon
1190
ONE Gas
OGS
$5.06B
$8.66M 0.01%
108,826
+5,417
+5% +$447K
BGY icon
1191
BlackRock Enhanced International Dividend Trust
BGY
$513M
$8.66M 0.01%
1,738,203
+37,103
+2% +$195K
PMT
1192
PennyMac Mortgage Investment
PMT
$854M
$8.64M 0.01%
464,163
+121,111
+35% +$2.42M
ELS icon
1193
Equity Lifestyle Properties
ELS
$12.8B
$8.64M 0.01%
177,824
+7,776
+5% +$376K
PEB icon
1194
Pebblebrook Hotel Trust
PEB
$2.2B
$8.63M 0.01%
304,802
+205,394
+207% +$6.81M
PCEF icon
1195
Invesco CEF Income Composite ETF
PCEF
$795M
$8.61M 0.01%
+425,627
New +$9.08M
TOL icon
1196
Toll Brothers
TOL
$14.5B
$8.6M 0.01%
261,091
-54,343
-17% -$1.75M
ACH
1197
Accendra Health
ACH
$249M
$8.57M 0.01%
1,353,624
+494,986
+58% +$5.14M
IGSB icon
1198
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23B
$8.56M 0.01%
165,822
-111,270
-40% -$5.74M
CVI icon
1199
CVR Energy
CVI
$3.39B
$8.55M 0.01%
247,954
-24,184
-9% -$920K
NSP icon
1200
Insperity
NSP
$2.01B
$8.52M 0.01%
91,254
-13,904
-13% -$1.45M
46 47
48
49 50

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.