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
BWG
2426
BrandywineGLOBAL Global Income Opportunities Fund
BWG
$129M
$1.42M ﹤0.01%
136,623
-12,546
-8% -$131K
AFT
2427
DELISTED
Apollo Senior Floating Rate Fund Inc.
AFT
$1.42M ﹤0.01%
+98,444
New +$1.49M
IJS icon
2428
iShares S&P Small-Cap 600 Value ETF
IJS
$8.2B
$1.42M ﹤0.01%
21,470
+10,542
+96% +$782K
IYK icon
2429
iShares US Consumer Staples ETF
IYK
$1.44B
$1.4M ﹤0.01%
39,582
-267
-0.7% -$10.2K
USCR
2430
DELISTED
U S Concrete, Inc.
USCR
$1.4M ﹤0.01%
39,709
+21,245
+115% +$769K
IBCP icon
2431
Independent Bank Corp
IBCP
$797M
$1.4M ﹤0.01%
66,545
-33,890
-34% -$763K
IVW icon
2432
iShares S&P 500 Growth ETF
IVW
$71.9B
$1.4M ﹤0.01%
37,140
-5,648
-13% -$229K
RFP
2433
DELISTED
Resolute Forest Products Inc.
RFP
$1.4M ﹤0.01%
176,135
+110,093
+167% +$1.21M
HUD
2434
DELISTED
Hudson Ltd. Class A Common Shares
HUD
$1.4M ﹤0.01%
81,470
-102,688
-56% -$2.02M
MMI icon
2435
Marcus & Millichap
MMI
$1.2B
$1.4M ﹤0.01%
40,673
+8,068
+25% +$276K
LBRDA icon
2436
Liberty Broadband Class A
LBRDA
$4.72B
$1.39M ﹤0.01%
19,353
-3,955
-17% -$318K
CBPX
2437
DELISTED
CONTINENTAL BUILDING PRODUCTS, INC.
CBPX
$1.39M ﹤0.01%
54,534
+12,354
+29% +$361K
AKBA icon
2438
Akebia Therapeutics
AKBA
$341M
$1.38M ﹤0.01%
249,469
+227,364
+1,029% +$1.78M
VVR icon
2439
Invesco Senior Income Trust
VVR
$454M
$1.38M ﹤0.01%
+353,056
New +$1.46M
GDS icon
2440
GDS Holdings
GDS
$6.14B
$1.38M ﹤0.01%
59,690
+16,040
+37% +$418K
SNDS
2441
DELISTED
SUSTAINABLE NORTH AMERICAN OIL SANDS ETF
SNDS
$1.38M ﹤0.01%
+85,859
New +$1.38M
OPTU
2442
Optimum Communications Inc
OPTU
$298M
$1.37M ﹤0.01%
83,165
+36,206
+77% +$629K
TY icon
2443
TRI-Continental Corp
TY
$1.86B
$1.37M ﹤0.01%
58,365
+26,693
+84% +$687K
RUN icon
2444
Sunrun
RUN
$2.3B
$1.37M ﹤0.01%
126,010
+20,297
+19% +$257K
BHBK
2445
DELISTED
Blue Hills Bancorp, Inc.
BHBK
$1.37M ﹤0.01%
64,233
+49,976
+351% +$1.15M
VBTX
2446
DELISTED
Veritex Holdings
VBTX
$1.37M ﹤0.01%
63,933
+43,358
+211% +$1.06M
BL icon
2447
BlackLine
BL
$1.87B
$1.37M ﹤0.01%
33,362
-27,228
-45% -$1.16M
SPNT icon
2448
SiriusPoint
SPNT
$3.09B
$1.37M ﹤0.01%
141,737
-2,561
-2% -$27.5K
CRC
2449
DELISTED
California Resources Corporation
CRC
$1.36M ﹤0.01%
79,992
-55,489
-41% -$1.58M
WTI icon
2450
W&T Offshore
WTI
$473M
$1.36M ﹤0.01%
329,857
-142,032
-30% -$907K
96 97
98
99 100

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.