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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
BKR icon
401
Baker Hughes
BKR
$60.3B
$46.5M 0.04%
1,678,520
+176,166
+12% +$4.45M
QGEN icon
402
Qiagen
QGEN
$8.51B
$46.3M 0.04%
1,072,802
-19,355
-2% -$779K
VMC icon
403
Vulcan Materials
VMC
$36.9B
$46.2M 0.04%
389,943
+47,245
+14% +$5.1M
RGA icon
404
Reinsurance Group of America
RGA
$15.7B
$46M 0.04%
324,144
-998
-0.3% -$144K
VRSK icon
405
Verisk Analytics
VRSK
$27.3B
$45.9M 0.04%
345,396
+18,203
+6% +$2.21M
FMX icon
406
Fomento Económico Mexicano
FMX
$44.8B
$45.8M 0.04%
496,701
+8,954
+2% +$817K
LUMN icon
407
Lumen
LUMN
$6.33B
$45.8M 0.04%
3,821,786
-1,782,725
-32% -$24.8M
NLSN
408
DELISTED
Nielsen Holdings plc
NLSN
$45.8M 0.04%
1,935,403
+67,270
+4% +$1.74M
AWK icon
409
American Water Works
AWK
$26.2B
$45.6M 0.04%
437,679
+31,486
+8% +$3.09M
WHR icon
410
Whirlpool
WHR
$2.46B
$45.5M 0.04%
342,257
+19,149
+6% +$2.53M
BF.B icon
411
Brown-Forman Class B
BF.B
$12.4B
$45.3M 0.04%
857,446
+150,719
+21% +$7.31M
NLY icon
412
Annaly Capital Management
NLY
$17B
$45.2M 0.04%
1,131,552
+261,451
+30% +$10.7M
HBAN icon
413
Huntington Bancshares
HBAN
$34.7B
$44.9M 0.04%
3,542,767
+102,664
+3% +$1.38M
VO icon
414
Vanguard Mid-Cap ETF
VO
$106B
$44.8M 0.04%
1,115,144
+323,984
+41% +$12.5M
DCM
415
DELISTED
NTT DOCOMO, Inc.
DCM
$44.7M 0.04%
2,012,066
+239,319
+13% +$5.32M
ESS icon
416
Essex Property Trust
ESS
$18.7B
$44.7M 0.04%
154,558
+8,068
+6% +$2.2M
EXPE icon
417
Expedia Group
EXPE
$33.5B
$44.7M 0.04%
375,512
+6,324
+2% +$768K
BRK.A icon
418
Berkshire Hathaway Class A
BRK.A
$1.07T
$44.6M 0.04%
148
+1
+0.7% +$303K
FL
419
DELISTED
Foot Locker
FL
$44.5M 0.04%
734,621
+95,349
+15% +$5.55M
LEN icon
420
Lennar Class A
LEN
$20.5B
$43.9M 0.04%
923,127
+131,974
+17% +$5.97M
O icon
421
Realty Income
O
$61.3B
$43.9M 0.04%
615,306
+50,726
+9% +$3.36M
WY icon
422
Weyerhaeuser
WY
$17.3B
$43.7M 0.04%
1,658,448
+330,021
+25% +$8.31M
SONY icon
423
Sony
SONY
$131B
$43.6M 0.04%
5,162,545
-439,065
-8% -$4.11M
HMC icon
424
Honda
HMC
$37.5B
$43.5M 0.04%
1,602,098
+49,933
+3% +$1.4M
LVS icon
425
Las Vegas Sands
LVS
$31.6B
$43.4M 0.04%
711,641
+26,061
+4% +$1.53M
15 16
17
18 19

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MCM
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PSUF
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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.