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
AMCX icon
1226
AMC Global Media
AMCX
$451M
$8.24M 0.01%
150,245
+17,953
+14% +$1.05M
SITC icon
1227
SITE Centers
SITC
$235M
$8.24M 0.01%
954,362
+240,218
+34% +$2.26M
GWRE icon
1228
Guidewire Software
GWRE
$13.3B
$8.24M 0.01%
102,675
+25,289
+33% +$2.2M
PFGC icon
1229
Performance Food Group
PFGC
$18.1B
$8.23M 0.01%
255,194
+17,441
+7% +$554K
VGR
1230
DELISTED
Vector Group Ltd.
VGR
$8.22M 0.01%
1,250,115
+386,881
+45% +$3.27M
STMP
1231
DELISTED
Stamps.com, Inc.
STMP
$8.21M 0.01%
52,720
-10,473
-17% -$1.86M
DNKN
1232
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$8.18M 0.01%
127,497
-8,474
-6% -$603K
CROX icon
1233
Crocs
CROX
$6.75B
$8.17M 0.01%
314,568
+53,058
+20% +$1.24M
LFUS icon
1234
Littelfuse
LFUS
$9.91B
$8.17M 0.01%
47,635
+6,534
+16% +$1.17M
COR
1235
DELISTED
Coresite Realty Corporation
COR
$8.17M 0.01%
93,615
+13,287
+17% +$1.29M
ABM icon
1236
ABM Industries
ABM
$2.88B
$8.15M 0.01%
253,870
+25,844
+11% +$791K
HHH icon
1237
Howard Hughes
HHH
$4B
$8.14M 0.01%
87,493
-5,244
-6% -$545K
WCC
1238
WESCO International
WCC
$16.1B
$8.13M 0.01%
169,415
-42,606
-20% -$2.21M
AMN icon
1239
AMN Healthcare
AMN
$1.35B
$8.13M 0.01%
143,405
-4,658
-3% -$261K
MD icon
1240
Pediatrix Medical
MD
$2.21B
$8.12M 0.01%
246,026
-86,134
-26% -$3.46M
B
1241
DELISTED
Barnes Group Inc.
B
$8.11M 0.01%
151,324
+11,750
+8% +$690K
FR icon
1242
First Industrial Realty Trust
FR
$8.77B
$8.11M 0.01%
280,892
-1,548
-0.5% -$47.9K
WOLF icon
1243
Wolfspeed
WOLF
$1.14B
$8.11M 0.01%
189,522
+7,444
+4% +$302K
PRSP
1244
DELISTED
Perspecta Inc. Common Stock
PRSP
$8.1M 0.01%
470,511
+13,690
+3% +$303K
HUBS icon
1245
HubSpot
HUBS
$12.2B
$8.1M 0.01%
64,399
+16,626
+35% +$2.18M
TTD icon
1246
Trade Desk
TTD
$8.89B
$8.08M 0.01%
696,290
-69,180
-9% -$866K
CBRL icon
1247
Cracker Barrel
CBRL
$1.2B
$8.05M 0.01%
50,330
+780
+2% +$128K
OTEX icon
1248
Open Text
OTEX
$6.02B
$8.03M 0.01%
246,374
+1,309
+0.5% +$44.2K
ABG icon
1249
Asbury Automotive
ABG
$4.49B
$8.03M 0.01%
120,416
+21,810
+22% +$1.43M
NEOG icon
1250
Neogen
NEOG
$2B
$8.02M 0.01%
281,430
-15,706
-5% -$491K
48 49
50
51 52

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.