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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
NTT
376
DELISTED
Nippon Telegraph & Telephone
NTT
$50.2M 0.04%
1,174,878
+109,816
+10% +$4.69M
DLR icon
377
Digital Realty Trust
DLR
$71.5B
$50.2M 0.04%
421,677
+5,881
+1% +$656K
DINO icon
378
HF Sinclair
DINO
$16.4B
$50.2M 0.04%
1,018,084
-266,658
-21% -$14.2M
WP
379
DELISTED
Worldpay, Inc.
WP
$49.8M 0.04%
439,154
+130,291
+42% +$11.8M
PHM icon
380
Pultegroup
PHM
$24.7B
$49.7M 0.04%
1,775,801
+70,231
+4% +$1.91M
FCX icon
381
Freeport-McMoran
FCX
$88.5B
$49.5M 0.04%
3,838,418
+564,876
+17% +$6.83M
APTV icon
382
Aptiv
APTV
$12B
$49.2M 0.04%
619,132
+121,453
+24% +$9.33M
XRAY icon
383
Dentsply Sirona
XRAY
$2.63B
$49.2M 0.04%
992,095
+29,541
+3% +$1.3M
MIDD icon
384
Middleby
MIDD
$6.08B
$49.2M 0.04%
378,334
+25,999
+7% +$3.12M
CFG icon
385
Citizens Financial Group
CFG
$30B
$49.2M 0.04%
1,513,535
+79,275
+6% +$2.75M
CDNS icon
386
Cadence Design Systems
CDNS
$93.4B
$48.9M 0.04%
769,367
+26,413
+4% +$1.4M
NUE icon
387
Nucor
NUE
$55.9B
$48.8M 0.04%
836,332
-8,299
-1% -$487K
KLAC icon
388
KLA
KLAC
$259B
$48.7M 0.04%
4,077,420
+250,150
+7% +$2.69M
RY icon
389
Royal Bank of Canada
RY
$290B
$48.7M 0.04%
644,417
+43,453
+7% +$3.29M
TWTR
390
DELISTED
Twitter, Inc.
TWTR
$48.3M 0.04%
1,469,210
-101,404
-6% -$3.21M
IQV icon
391
IQVIA
IQV
$35.3B
$48.3M 0.04%
335,786
-2,719
-0.8% -$362K
ALXN
392
DELISTED
Alexion Pharmaceuticals
ALXN
$47.8M 0.04%
353,329
+56,024
+19% +$6.97M
IBN icon
393
ICICI Bank
IBN
$107B
$47.6M 0.04%
4,156,302
+163,867
+4% +$1.7M
LEA icon
394
Lear
LEA
$7.19B
$47.5M 0.04%
533,248
-29,301
-5% -$4.3M
RHI icon
395
Robert Half
RHI
$4B
$47.1M 0.04%
723,346
+1,117
+0.2% +$70.9K
RELX icon
396
RELX
RELX
$62.8B
$47.1M 0.04%
2,194,874
+90,483
+4% +$1.97M
BF
397
DELISTED
BASF AKTIENGESELLT ADS(RP1 ORD
BF
$46.8M 0.04%
2,537,173
+335,618
+15% +$6.19M
BALL icon
398
Ball Corp
BALL
$17.2B
$46.7M 0.04%
807,889
-8,396
-1% -$448K
CTRA
399
DELISTED
Coterra Energy
CTRA
$46.6M 0.04%
1,785,042
+332,908
+23% +$8.35M
LLL
400
DELISTED
L3 Technologies, Inc.
LLL
$46.6M 0.04%
225,594
+14,671
+7% +$2.91M
14 15
16
17 18

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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.