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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
MNST icon
326
Monster Beverage
MNST
$91.4B
$58.3M 0.05%
2,136,414
+151,826
+8% +$4.33M
EQR icon
327
Equity Residential
EQR
$25.4B
$57.9M 0.05%
768,897
+63,109
+9% +$4.55M
PBR icon
328
Petrobras
PBR
$121B
$57.3M 0.05%
3,602,080
+64,553
+2% +$1.02M
RCL icon
329
Royal Caribbean
RCL
$78.7B
$57.2M 0.05%
498,944
+141,370
+40% +$16.1M
FAST icon
330
Fastenal
FAST
$54B
$57M 0.05%
3,548,352
+66,748
+2% +$1M
NXPI icon
331
NXP Semiconductors
NXPI
$68B
$56.9M 0.05%
644,208
+62,982
+11% +$5.53M
NAD icon
332
Nuveen Quality Municipal Income Fund
NAD
$2.71B
$56.9M 0.05%
4,195,875
+254,299
+6% +$3.37M
ROK icon
333
Rockwell Automation
ROK
$51.4B
$56.8M 0.05%
323,517
-20,169
-6% -$3.43M
DGX icon
334
Quest Diagnostics
DGX
$25.1B
$56.6M 0.05%
629,689
+125,051
+25% +$10.8M
PXD
335
DELISTED
Pioneer Natural Resource Co.
PXD
$56.5M 0.05%
371,023
+10,800
+3% +$1.52M
GPN icon
336
Global Payments
GPN
$22.1B
$56.5M 0.05%
413,632
+121,426
+42% +$14.7M
SPDW icon
337
State Street SPDR Portfolio Developed World ex-US ETF
SPDW
$39.7B
$56.4M 0.05%
1,930,304
+30,378
+2% +$865K
MKL icon
338
Markel Group
MKL
$25B
$56.3M 0.05%
56,553
+18,340
+48% +$18.6M
TAP icon
339
Molson Coors Class B
TAP
$7.68B
$56.1M 0.05%
940,545
+28,649
+3% +$1.77M
ALLY icon
340
Ally Financial
ALLY
$13.1B
$55.7M 0.05%
2,025,587
-105,601
-5% -$2.76M
HST icon
341
Host Hotels & Resorts
HST
$16.8B
$55.6M 0.05%
2,944,456
+87,460
+3% +$1.61M
CTXS
342
DELISTED
Citrix Systems Inc
CTXS
$55M 0.05%
552,318
-639
-0.1% -$66.3K
ATVI
343
DELISTED
Activision Blizzard
ATVI
$55M 0.05%
1,208,667
-478,810
-28% -$21.6M
TIF
344
DELISTED
Tiffany & Co.
TIF
$54.9M 0.05%
519,736
+45,520
+10% +$4.18M
PNW icon
345
Pinnacle West Capital
PNW
$12.9B
$54.7M 0.05%
572,481
+26,940
+5% +$2.43M
PPLI
346
People Inc
PPLI
$3.1B
$54.6M 0.05%
1,455,024
-527,127
-27% -$19.5M
TSCO icon
347
Tractor Supply
TSCO
$16.3B
$54.3M 0.05%
2,774,835
+474,030
+21% +$8.62M
EG icon
348
Everest Group
EG
$15.2B
$54.2M 0.05%
251,118
-10,120
-4% -$2.2M
VER
349
DELISTED
VEREIT, Inc.
VER
$54.1M 0.05%
1,291,931
+269,939
+26% +$10.8M
LHX icon
350
L3Harris
LHX
$55.9B
$53.9M 0.05%
337,676
+4,761
+1% +$733K
12 13
14
15 16

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MCM
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PSUF
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BAM
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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.