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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
WMB icon
251
Williams Companies
WMB
$90.5B
$83.2M 0.07%
2,895,367
+258,921
+10% +$6.94M
XEL icon
252
Xcel Energy
XEL
$51B
$82.6M 0.07%
1,470,218
+47,125
+3% +$2.51M
AGG icon
253
iShares Core US Aggregate Bond ETF
AGG
$138B
$82.4M 0.07%
755,439
+6,601
+0.9% +$708K
IP icon
254
International Paper
IP
$22.3B
$82.3M 0.07%
1,878,206
+75,403
+4% +$3.27M
COR icon
255
Cencora
COR
$60.3B
$82.1M 0.07%
1,032,968
+32,829
+3% +$2.64M
STX icon
256
Seagate
STX
$193B
$81.6M 0.07%
1,703,017
+39,920
+2% +$1.77M
HSY icon
257
Hershey
HSY
$35.4B
$81.1M 0.07%
706,358
+225,035
+47% +$24.5M
LUV icon
258
Southwest Airlines
LUV
$22.1B
$80.8M 0.07%
1,557,298
-53,210
-3% -$2.81M
PSA icon
259
Public Storage
PSA
$60.2B
$80.2M 0.07%
368,079
+7,021
+2% +$1.47M
IWB icon
260
iShares Russell 1000 ETF
IWB
$47.7B
$79.6M 0.07%
506,093
+480,723
+1,895% +$72.7M
SWK icon
261
Stanley Black & Decker
SWK
$14.2B
$79.3M 0.07%
582,660
-31,671
-5% -$4.13M
ZBH icon
262
Zimmer Biomet
ZBH
$17.7B
$79.2M 0.07%
638,788
+22,113
+4% +$2.51M
APH icon
263
Amphenol
APH
$188B
$78.8M 0.07%
3,339,348
-244,160
-7% -$5.46M
SBAC icon
264
SBA Communications
SBAC
$18.4B
$78.1M 0.07%
391,330
-110,831
-22% -$20.1M
BTI icon
265
British American Tobacco
BTI
$132B
$77.2M 0.07%
1,849,705
+601,442
+48% +$21.9M
HIG icon
266
Hartford Financial Services
HIG
$38.5B
$76.8M 0.07%
1,545,537
+71,638
+5% +$3.4M
PPL
267
PPL Corp
PPL
$27.3B
$76.5M 0.07%
2,410,190
+237,490
+11% +$7.38M
AZ
268
DELISTED
Allianz Se Sponsored Adr Repstg 1/10 Ord Sh
AZ
$76M 0.07%
3,420,222
+69,763
+2% +$1.55M
CCL icon
269
Carnival Corporation Ltd
CCL
$36.1B
$75.4M 0.07%
1,486,171
-23,440
-2% -$1.3M
VTR icon
270
Ventas
VTR
$48.9B
$75.3M 0.07%
1,180,645
+75,972
+7% +$4.75M
OKE icon
271
Oneok
OKE
$58.7B
$75.2M 0.07%
1,077,121
+61,597
+6% +$3.99M
CTAS icon
272
Cintas
CTAS
$82.4B
$74.1M 0.06%
1,467,088
+449,184
+44% +$21.7M
LNC icon
273
Lincoln National
LNC
$7.91B
$73.3M 0.06%
1,249,112
+61,433
+5% +$3.64M
HDB icon
274
HDFC Bank
HDB
$119B
$73.2M 0.06%
2,526,440
+12,884
+0.5% +$334K
KEY icon
275
KeyCorp
KEY
$24.3B
$72.7M 0.06%
4,615,704
+212,272
+5% +$3.54M
9 10
11
12 13

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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.