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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
+13.01%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$116B
AUM Growth
+$15B
Cap. Flow
+$2.34B
Cap. Flow %
2.02%
Top 10 Hldgs %
15.62%
Holding
4,062
New
162
Increased
2,269
Reduced
1,463
Closed
138

Top Buys

Rank Stock Value
1
DIS icon
Walt Disney
DIS
+$177M
2
META icon
Meta Platforms (Facebook)
META
+$109M
3
AMZN icon
Amazon
AMZN
+$90M
4
MSFT icon
Microsoft
MSFT
+$75.9M
5
AAPL icon
Apple
AAPL
+$73.3M

Top Sells

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$319M
2
TFCFA
Twenty-First Century Fox, Inc. Class A
TFCFA
+$198M
3
EFA icon
iShares MSCI EAFE ETF
EFA
+$106M
4
AMJ
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
+$80.1M
5
CVS icon
CVS Health
CVS
+$73.7M

Sector Composition

Rank Sector Weight
1 Technology 14.88%
2 Financials 13.45%
3 Healthcare 12.01%
4 Consumer Discretionary 8.79%
5 Industrials 8.3%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
DOC icon
226
Healthpeak Properties
DOC
$15.4B
$96.8M 0.08%
3,092,016
+119,174
+4% +$3.63M
VFC icon
227
VF Corp
VFC
$6.68B
$95.9M 0.08%
1,172,447
+32,959
+3% +$2.57M
AMP icon
228
Ameriprise Financial
AMP
$46.8B
$94.7M 0.08%
739,334
+19,452
+3% +$2.41M
GIS icon
229
General Mills
GIS
$19.2B
$93.6M 0.08%
1,808,108
+348,503
+24% +$15.8M
MSCI icon
230
MSCI
MSCI
$40B
$93.3M 0.08%
469,127
-18,744
-4% -$3.26M
SJM icon
231
J.M. Smucker
SJM
$12.6B
$93.2M 0.08%
799,577
+39,831
+5% +$4.16M
EIX icon
232
Edison International
EIX
$30.7B
$92.7M 0.08%
1,496,542
+161,562
+12% +$9.64M
NOW icon
233
ServiceNow
NOW
$102B
$92.2M 0.08%
1,869,550
+241,180
+15% +$10.6M
BBY icon
234
Best Buy
BBY
$18B
$91.7M 0.08%
1,290,576
+24,086
+2% +$1.5M
VRSN icon
235
VeriSign
VRSN
$25.3B
$91.3M 0.08%
503,086
+9,302
+2% +$1.6M
GPC icon
236
Genuine Parts
GPC
$17.1B
$90.8M 0.08%
810,367
+114,657
+16% +$11.9M
SNY icon
237
Sanofi
SNY
$104B
$90.6M 0.08%
2,047,006
-2,619
-0.1% -$112K
EA icon
238
Electronic Arts
EA
$52.4B
$90.6M 0.08%
891,740
-217,229
-20% -$20.6M
KSS icon
239
Kohl's
KSS
$2.03B
$90.1M 0.08%
1,309,722
-62,035
-5% -$4.21M
BAP icon
240
Credicorp
BAP
$30.9B
$89.9M 0.08%
374,562
-8,115
-2% -$1.93M
UAL icon
241
United Airlines
UAL
$38.4B
$88.3M 0.08%
1,107,139
+4,182
+0.4% +$353K
CMS icon
242
CMS Energy
CMS
$23.1B
$88M 0.08%
1,584,905
+20,799
+1% +$1.1M
EQIX icon
243
Equinix
EQIX
$107B
$87.2M 0.08%
192,371
-11,547
-6% -$4.7M
PPG icon
244
PPG Industries
PPG
$25.9B
$86.8M 0.08%
769,212
+11,932
+2% +$1.28M
CHD icon
245
Church & Dwight Co
CHD
$23.1B
$86.7M 0.07%
1,216,544
-32,560
-3% -$2.14M
FTV icon
246
Fortive
FTV
$19B
$86.3M 0.07%
1,631,779
-58,229
-3% -$2.84M
ES icon
247
Eversource Energy
ES
$28.2B
$85.5M 0.07%
1,204,795
+46,447
+4% +$3.2M
STZ icon
248
Constellation Brands
STZ
$22.2B
$85.4M 0.07%
487,135
-79,204
-14% -$13.3M
TT icon
249
Trane Technologies
TT
$106B
$84.7M 0.07%
784,528
+8,093
+1% +$820K
OMC icon
250
Omnicom Group
OMC
$22.7B
$84.2M 0.07%
1,153,487
+73,230
+7% +$5.5M
8 9
10
11 12

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MCM
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PSUF
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Parametric Portfolio Associates's Q1 2019 Portfolio in Review

As of Q1 2019, Parametric Portfolio Associates held 4,062 positions worth $116B, up 15% from $101B the previous quarter. Its ten largest holdings account for 16% of the portfolio.

Parametric Portfolio Associates's Q1 2019 filing shows 162 new, 2,269 increased, 1,463 reduced and 138 closed positions. Its largest new stake was Fox Class A: 1,387,649 shares worth $50.9M. The largest sale was iShares Core S&P 500 ETF, an estimated $319M.

By sector, the portfolio is most concentrated in Technology at 15% of assets, up from 14% a quarter earlier, followed by Financials and Healthcare.

  • Parametric Portfolio Associates's largest Q1 2019 buy was Fox Class A: 1,387,649 shares worth $50.9M.
  • Parametric Portfolio Associates added most to Walt Disney in Q1 2019, an estimated $177M increase.
  • Parametric Portfolio Associates's biggest Q1 2019 reduction was iShares Core S&P 500 ETF, cutting an estimated $319M.
  • Parametric Portfolio Associates fully exited Twenty-First Century Fox, Inc. Class A in Q1 2019, selling an estimated $198M.
  • Parametric Portfolio Associates's ten largest holdings make up 16% of its $116B portfolio in Q1 2019.
  • Parametric Portfolio Associates opened 162 new positions and closed 138 in Q1 2019.
  • Parametric Portfolio Associates's portfolio value rose 15% quarter-over-quarter to $116B.

Based on Parametric Portfolio Associates's 13F filing for Q1 2019, filed 9 May 2019.