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
VMI icon
1701
Valmont Industries
VMI
$8.93B
$4.33M ﹤0.01%
39,023
+1,196
+3% +$149K
ZNGA
1702
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$4.33M ﹤0.01%
1,100,691
-846,180
-43% -$3.2M
CLW icon
1703
Clearwater Paper
CLW
$347M
$4.32M ﹤0.01%
177,103
+8,085
+5% +$218K
Z icon
1704
Zillow
Z
$7.89B
$4.31M ﹤0.01%
136,549
-16,775
-11% -$596K
ENDP
1705
DELISTED
Endo International plc
ENDP
$4.3M ﹤0.01%
588,712
-33,138
-5% -$455K
SHO icon
1706
Sunstone Hotel Investors
SHO
$2.2B
$4.29M ﹤0.01%
329,788
-2,256
-0.7% -$33.2K
PCH
1707
DELISTED
PotlatchDeltic
PCH
$4.29M ﹤0.01%
135,544
+20,577
+18% +$735K
WAGE
1708
DELISTED
WageWorks, Inc.
WAGE
$4.29M ﹤0.01%
157,933
-21,456
-12% -$771K
COKE icon
1709
Coca-Cola Consolidated
COKE
$12.8B
$4.29M ﹤0.01%
241,550
+15,670
+7% +$290K
ROIC
1710
DELISTED
Retail Opportunity Investments Corp.
ROIC
$4.28M ﹤0.01%
269,796
+48,040
+22% +$844K
EVBG
1711
DELISTED
Everbridge, Inc. Common Stock
EVBG
$4.28M ﹤0.01%
75,467
-11,148
-13% -$579K
LMNX
1712
DELISTED
Luminex Corp
LMNX
$4.28M ﹤0.01%
185,064
-29,426
-14% -$793K
SFNC icon
1713
Simmons First National
SFNC
$3.38B
$4.27M ﹤0.01%
176,875
+8,728
+5% +$235K
XLF icon
1714
State Street Financial Select Sector SPDR ETF
XLF
$56.8B
$4.26M ﹤0.01%
179,060
-92,089
-34% -$2.39M
CNH
1715
CNH Industrial
CNH
$13.6B
$4.26M ﹤0.01%
531,842
+394,508
+287% +$3.48M
AX icon
1716
Axos Financial
AX
$5.6B
$4.26M ﹤0.01%
+169,022
New +$5.1M
BCPC
1717
Balchem Corp
BCPC
$5.26B
$4.25M ﹤0.01%
54,260
-5,229
-9% -$472K
CNSL
1718
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
$4.25M ﹤0.01%
430,024
-95,457
-18% -$1.17M
PRI icon
1719
Primerica
PRI
$10.1B
$4.24M ﹤0.01%
43,429
-5,136
-11% -$571K
MCS icon
1720
Marcus Corp
MCS
$764M
$4.24M ﹤0.01%
107,267
+2,637
+3% +$109K
WPM icon
1721
Wheaton Precious Metals
WPM
$50.3B
$4.24M ﹤0.01%
216,924
+313
+0.1% +$5.34K
LTC
1722
LTC Properties
LTC
$2.13B
$4.21M ﹤0.01%
101,126
+5,302
+6% +$232K
TAHO
1723
DELISTED
Tahoe Resources Inc
TAHO
$4.2M ﹤0.01%
1,150,008
+452,198
+65% +$1.39M
AHRT
1724
AH Realty Trust
AHRT
$540M
$4.2M ﹤0.01%
298,410
+43,265
+17% +$645K
FCNCA icon
1725
First Citizens BancShares
FCNCA
$24.9B
$4.2M ﹤0.01%
11,128
-1,081
-9% -$454K
67 68
69
70 71

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.