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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
BAH icon
351
Booz Allen Hamilton
BAH
$8.69B
$53.8M 0.05%
926,105
-5,648
-0.6% -$293K
MUFG icon
352
Mitsubishi UFJ Financial
MUFG
$259B
$53.8M 0.05%
10,877,387
+2,673,010
+33% +$13.9M
UL icon
353
Unilever
UL
$133B
$53.7M 0.05%
827,719
+13,882
+2% +$846K
PFG icon
354
Principal Financial Group
PFG
$24B
$53.7M 0.05%
1,069,434
+45,879
+4% +$2.27M
WDC icon
355
Western Digital
WDC
$166B
$53.7M 0.05%
1,477,540
+246,364
+20% +$8.43M
M icon
356
Macy's
M
$6.45B
$53.6M 0.05%
2,232,475
-287,544
-11% -$7.26M
APC
357
DELISTED
Anadarko Petroleum
APC
$53.6M 0.05%
1,179,352
-109,314
-8% -$4.96M
SMFG icon
358
Sumitomo Mitsui Financial
SMFG
$167B
$53.3M 0.05%
7,584,093
+861,388
+13% +$6.16M
RSG icon
359
Republic Services
RSG
$67.8B
$53.2M 0.05%
661,652
+19,891
+3% +$1.53M
SAN icon
360
Banco Santander
SAN
$199B
$52.8M 0.05%
11,901,029
-675,994
-5% -$3.08M
PARA
361
DELISTED
Paramount Global Class B
PARA
$52.7M 0.05%
1,108,681
+42,169
+4% +$2.05M
SYF icon
362
Synchrony
SYF
$24.3B
$52.4M 0.05%
1,643,218
+514,091
+46% +$15.5M
RWR icon
363
State Street SPDR Dow Jones REIT ETF
RWR
$1.91B
$52M 0.04%
525,703
+7,520
+1% +$713K
AMD icon
364
Advanced Micro Devices
AMD
$780B
$51.9M 0.04%
2,033,053
+152,544
+8% +$3.46M
TMUS icon
365
T-Mobile US
TMUS
$195B
$51.8M 0.04%
749,648
+67,329
+10% +$4.71M
ZION icon
366
Zions Bancorporation
ZION
$10.1B
$51.6M 0.04%
1,135,427
+336,446
+42% +$16.1M
SKM icon
367
SK Telecom
SKM
$13.6B
$51.4M 0.04%
1,274,076
+33,407
+3% +$1.41M
PUK icon
368
Prudential
PUK
$36.5B
$51.4M 0.04%
1,316,652
+117,563
+10% +$4.54M
CBRE icon
369
CBRE Group
CBRE
$41.9B
$51.1M 0.04%
1,034,117
+125,509
+14% +$5.89M
FOXA icon
370
Fox Class A
FOXA
$24.2B
$50.9M 0.04%
+1,387,649
New +$54.1M
CAH icon
371
Cardinal Health
CAH
$53.9B
$50.8M 0.04%
1,054,279
+62,623
+6% +$3.14M
YUMC icon
372
Yum China
YUMC
$15.3B
$50.6M 0.04%
1,127,642
+201,939
+22% +$7.95M
CMA
373
DELISTED
Comerica
CMA
$50.4M 0.04%
687,561
+32,364
+5% +$2.59M
WAT icon
374
Waters Corp
WAT
$36.5B
$50.4M 0.04%
200,234
+8,678
+5% +$1.98M
KEYS icon
375
Keysight
KEYS
$52.4B
$50.3M 0.04%
577,086
+85,115
+17% +$6.61M
13 14
15
16 17

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AF
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MCM
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PSUF
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IA
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SCC
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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.