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
SPYV icon
301
State Street SPDR Portfolio S&P 500 Value ETF
SPYV
$36.1B
$65.2M 0.06%
2,154,411
+82,474
+4% +$2.43M
AEE icon
302
Ameren
AEE
$31.5B
$65.2M 0.06%
886,893
-19,791
-2% -$1.38M
MCK icon
303
McKesson
MCK
$98.5B
$64.7M 0.06%
552,295
+64,616
+13% +$7.98M
AAL icon
304
American Airlines Group
AAL
$9.58B
$64.4M 0.06%
2,028,453
+107,291
+6% +$3.6M
IDXX icon
305
Idexx Laboratories
IDXX
$42.9B
$64.3M 0.06%
287,346
+22,819
+9% +$4.71M
DXC icon
306
DXC Technology
DXC
$1.63B
$64.2M 0.06%
997,961
+113,842
+13% +$7.28M
VOYA icon
307
Voya Financial
VOYA
$8.94B
$64.1M 0.06%
1,282,832
-25,939
-2% -$1.23M
HES
308
DELISTED
Hess
HES
$64M 0.06%
1,062,510
+86,860
+9% +$4.78M
DLTR icon
309
Dollar Tree
DLTR
$23.1B
$63.8M 0.06%
606,980
+30,189
+5% +$2.96M
PCAR icon
310
PACCAR
PCAR
$69.6B
$63.7M 0.06%
1,402,691
+156,708
+13% +$6.82M
ULTA icon
311
Ulta Beauty
ULTA
$20.4B
$63M 0.05%
180,741
+1,672
+0.9% +$506K
GGG icon
312
Graco
GGG
$12.9B
$62.5M 0.05%
1,261,644
-144,476
-10% -$6.54M
CNP icon
313
CenterPoint Energy
CNP
$29.1B
$62.4M 0.05%
2,031,298
+217,795
+12% +$6.59M
TEL icon
314
TE Connectivity
TEL
$58.8B
$62.3M 0.05%
771,612
+61,077
+9% +$4.93M
EMN icon
315
Eastman Chemical
EMN
$7.8B
$62.3M 0.05%
821,122
+31,484
+4% +$2.5M
TFX icon
316
Teleflex
TFX
$5.85B
$61.4M 0.05%
203,132
+41,323
+26% +$11.5M
LH icon
317
Labcorp
LH
$24.3B
$61.2M 0.05%
465,641
+106,639
+30% +$13.1M
SI
318
DELISTED
SIEMENS AKTIENGESELLSCHAFT ADS
SI
$60.9M 0.05%
1,133,924
-190,865
-14% -$10.3M
CPAY icon
319
Corpay
CPAY
$24.2B
$60M 0.05%
243,499
-9,634
-4% -$2.08M
CAG icon
320
Conagra Brands
CAG
$7.07B
$59.5M 0.05%
2,144,073
+537,452
+33% +$12.3M
RDS.B
321
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
$59.5M 0.05%
929,875
+30,645
+3% +$1.94M
VAR
322
DELISTED
Varian Medical Systems, Inc.
VAR
$59.3M 0.05%
418,768
-33,190
-7% -$4.36M
MTB icon
323
M&T Bank
MTB
$36.2B
$59.2M 0.05%
377,167
+2,764
+0.7% +$454K
NEA icon
324
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.36B
$58.8M 0.05%
4,399,549
+805,716
+22% +$10.5M
NRG icon
325
NRG Energy
NRG
$29.8B
$58.7M 0.05%
1,381,448
+49,952
+4% +$2.07M
11 12
13
14 15

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.