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
+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
JCI icon
276
Johnson Controls International
JCI
$87.5B
$72.3M 0.06%
1,956,267
+225,522
+13% +$7.74M
ASML icon
277
ASML
ASML
$675B
$71.9M 0.06%
382,441
-91,135
-19% -$16.1M
PH icon
278
Parker-Hannifin
PH
$125B
$71.7M 0.06%
417,572
+7,487
+2% +$1.24M
AVB icon
279
AvalonBay Communities
AVB
$27.1B
$71.6M 0.06%
356,602
+20,759
+6% +$3.97M
NTAP icon
280
NetApp
NTAP
$32.9B
$71.2M 0.06%
1,027,217
-23,353
-2% -$1.51M
DTE icon
281
DTE Energy
DTE
$31.1B
$71M 0.06%
668,468
+38,983
+6% +$3.94M
DHI icon
282
D.R. Horton
DHI
$41B
$70.7M 0.06%
1,707,443
-62,823
-4% -$2.46M
TROW icon
283
T. Rowe Price
TROW
$25B
$70.5M 0.06%
704,609
+2,694
+0.4% +$260K
SRE icon
284
Sempra
SRE
$60.8B
$70.5M 0.06%
1,120,118
+68,490
+7% +$4.03M
HAL icon
285
Halliburton
HAL
$27.9B
$70.5M 0.06%
2,404,937
+51,050
+2% +$1.54M
A icon
286
Agilent Technologies
A
$39.1B
$70.3M 0.06%
874,749
+43,353
+5% +$3.29M
MRO
287
DELISTED
Marathon Oil Corporation
MRO
$69.7M 0.06%
4,171,754
+363,890
+10% +$5.95M
PAYX icon
288
Paychex
PAYX
$40.4B
$69.5M 0.06%
866,404
+21,695
+3% +$1.6M
CNC icon
289
Centene
CNC
$31.3B
$69.3M 0.06%
1,305,781
-88,433
-6% -$5.37M
MKC icon
290
McCormick & Company Non-Voting
MKC
$13.4B
$69.3M 0.06%
920,492
-13,484
-1% -$909K
NEM icon
291
Newmont
NEM
$98.2B
$68.5M 0.06%
1,914,966
+108,994
+6% +$3.69M
VIAB
292
DELISTED
Viacom Inc. Class B
VIAB
$67.6M 0.06%
2,407,163
-113,724
-5% -$3.26M
RIO icon
293
Rio Tinto
RIO
$148B
$67.5M 0.06%
1,146,960
+56,043
+5% +$3.08M
TAK icon
294
Takeda Pharmaceutical
TAK
$55.1B
$67.5M 0.06%
3,312,996
+1,771,039
+115% +$35.6M
EXPD icon
295
Expeditors International
EXPD
$22.9B
$67.1M 0.06%
883,935
-37,362
-4% -$2.7M
AES icon
296
AES
AES
$10.6B
$67M 0.06%
3,703,283
+236,780
+7% +$3.98M
ALGN icon
297
Align Technology
ALGN
$12B
$66.7M 0.06%
234,467
+2,232
+1% +$533K
INFY icon
298
Infosys
INFY
$45B
$66.2M 0.06%
6,057,044
-3,288
-0.1% -$34.8K
MELI icon
299
Mercado Libre
MELI
$91.3B
$65.6M 0.06%
129,151
-40,399
-24% -$16.1M
IVZ icon
300
Invesco
IVZ
$13.3B
$65.4M 0.06%
3,384,323
+636,052
+23% +$11.9M
10 11
12
13 14

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 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.