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
TGE
1876
DELISTED
Tallgrass Energy, LP Class A Shares
TGE
$3.35M ﹤0.01%
137,858
-91
-0.1% -$2.05K
BRFS
1877
DELISTED
BRF SA
BRFS
$3.35M ﹤0.01%
589,238
+73,715
+14% +$416K
AIMC
1878
DELISTED
Altra Industrial Motion Corp
AIMC
$3.35M ﹤0.01%
133,010
+46,191
+53% +$1.5M
CLDT
1879
Chatham Lodging
CLDT
$632M
$3.34M ﹤0.01%
188,739
+45,160
+31% +$879K
AMKR icon
1880
Amkor Technology
AMKR
$10.6B
$3.33M ﹤0.01%
506,841
+61,752
+14% +$407K
DX
1881
Dynex Capital
DX
$3.17B
$3.32M ﹤0.01%
193,735
+73,389
+61% +$1.31M
OFIX icon
1882
Orthofix Medical
OFIX
$492M
$3.32M ﹤0.01%
63,334
-19,701
-24% -$1.12M
MTRX icon
1883
Matrix Service
MTRX
$312M
$3.32M ﹤0.01%
185,209
-18,766
-9% -$384K
ARCC icon
1884
Ares Capital
ARCC
$13.4B
$3.32M ﹤0.01%
213,195
-8,100
-4% -$134K
REXR icon
1885
Rexford Industrial Realty
REXR
$8.63B
$3.32M ﹤0.01%
112,725
-24,552
-18% -$777K
RDUS
1886
DELISTED
Radius Recycling
RDUS
$3.32M ﹤0.01%
154,113
+59,823
+63% +$1.56M
WBT
1887
DELISTED
Welbilt, Inc.
WBT
$3.31M ﹤0.01%
297,505
-38,348
-11% -$592K
GEO icon
1888
The GEO Group
GEO
$4B
$3.3M ﹤0.01%
167,702
-24,060
-13% -$546K
EOD
1889
Allspring Global Dividend Opportunity Fund
EOD
$273M
$3.3M ﹤0.01%
710,564
-182,973
-20% -$926K
MITT
1890
TPG Mortgage Investment Trust
MITT
$228M
$3.29M ﹤0.01%
68,885
+10,047
+17% +$527K
MDRX
1891
DELISTED
Veradigm Inc. Common Stock
MDRX
$3.29M ﹤0.01%
340,727
+15,082
+5% +$168K
GOV
1892
DELISTED
Government Properties Income Trust
GOV
$3.28M ﹤0.01%
477,487
+229,810
+93% +$2.04M
SYNA icon
1893
Synaptics
SYNA
$4.05B
$3.28M ﹤0.01%
88,111
-35,020
-28% -$1.32M
AUB icon
1894
Atlantic Union Bankshares
AUB
$6.05B
$3.27M ﹤0.01%
116,017
+14,495
+14% +$488K
CNNE icon
1895
Cannae Holdings
CNNE
$653M
$3.27M ﹤0.01%
191,091
-27,771
-13% -$500K
KFRC icon
1896
Kforce
KFRC
$1.05B
$3.26M ﹤0.01%
105,544
+13,130
+14% +$422K
HTGC icon
1897
Hercules Capital
HTGC
$2.99B
$3.26M ﹤0.01%
294,823
+28,258
+11% +$345K
OLED icon
1898
Universal Display
OLED
$3.75B
$3.26M ﹤0.01%
34,819
+14,808
+74% +$1.49M
BAK icon
1899
Braskem
BAK
$901M
$3.25M ﹤0.01%
133,085
-10,459
-7% -$284K
CATM
1900
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
$3.25M ﹤0.01%
124,981
+34,290
+38% +$1.04M
74 75
76
77 78

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.