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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
ORLY icon
201
O'Reilly Automotive
ORLY
$72.4B
$94.2M 0.09%
4,102,170
+313,635
+8% +$7.14M
TTE icon
202
TotalEnergies
TTE
$193B
$92.6M 0.09%
1,774,011
-29,666
-2% -$1.7M
UAL icon
203
United Airlines
UAL
$38.4B
$92.4M 0.09%
1,102,957
-37,946
-3% -$3.33M
STZ icon
204
Constellation Brands
STZ
$22.2B
$91.1M 0.09%
566,339
-67,377
-11% -$13.4M
KSS icon
205
Kohl's
KSS
$2.03B
$91M 0.09%
1,371,757
-93,768
-6% -$6.58M
TFC icon
206
Truist Financial
TFC
$63.2B
$90.8M 0.09%
2,096,144
+162,696
+8% +$7.81M
MAR icon
207
Marriott International
MAR
$98.7B
$90.7M 0.09%
835,880
+4,497
+0.5% +$516K
NVO
208
Novo Nordisk
NVO
$216B
$90.4M 0.09%
3,925,744
+79,658
+2% +$1.77M
HPE icon
209
Hewlett Packard
HPE
$63.2B
$90.4M 0.09%
6,843,914
+32,754
+0.5% +$491K
PLD icon
210
Prologis
PLD
$138B
$90.2M 0.09%
1,536,811
+41,590
+3% +$2.7M
MTD icon
211
Mettler-Toledo International
MTD
$26.8B
$89.6M 0.09%
158,430
-136
-0.1% -$79K
FISV
212
Fiserv Inc
FISV
$27.2B
$89.3M 0.09%
1,215,062
-58,160
-5% -$4.5M
SNY icon
213
Sanofi
SNY
$104B
$89M 0.09%
2,049,625
+179,258
+10% +$7.91M
REGN icon
214
Regeneron Pharmaceuticals
REGN
$68.8B
$88.8M 0.09%
237,647
+24,766
+12% +$9.06M
CMI icon
215
Cummins
CMI
$91.7B
$88.7M 0.09%
663,893
+49,767
+8% +$7.03M
ETR icon
216
Entergy
ETR
$54.1B
$88.5M 0.09%
2,055,836
-15,994
-0.8% -$680K
EA icon
217
Electronic Arts
EA
$52.4B
$87.5M 0.09%
1,108,969
+12,984
+1% +$1.19M
SPTM icon
218
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
$13.5B
$86M 0.09%
+2,782,517
New +$92.9M
PEG icon
219
Public Service Enterprise Group
PEG
$39.8B
$85.4M 0.08%
1,640,000
-234,260
-12% -$12.6M
LUMN icon
220
Lumen
LUMN
$6.53B
$84.9M 0.08%
5,604,511
-392,591
-7% -$7.49M
BHP icon
221
BHP
BHP
$213B
$84.9M 0.08%
1,970,336
+293,379
+17% +$12.3M
BAP icon
222
Credicorp
BAP
$30.9B
$84.8M 0.08%
382,677
-37,190
-9% -$8.22M
AON icon
223
Aon
AON
$77.3B
$84.4M 0.08%
580,721
-11,920
-2% -$1.85M
DOC icon
224
Healthpeak Properties
DOC
$15.4B
$83M 0.08%
2,972,842
+166,653
+6% +$4.61M
KMI icon
225
Kinder Morgan
KMI
$73.1B
$82.8M 0.08%
5,381,468
-38,021
-0.7% -$644K
7 8
9
10 11

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MCM
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PSUF
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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.