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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
NI icon
426
NiSource
NI
$22.1B
$43.4M 0.04%
1,513,471
+32,831
+2% +$885K
FRC
427
DELISTED
First Republic Bank
FRC
$43.4M 0.04%
431,742
+25,838
+6% +$2.54M
MOS icon
428
The Mosaic Company
MOS
$7.06B
$43.2M 0.04%
1,583,603
-21,594
-1% -$659K
BBD icon
429
Banco Bradesco
BBD
$38.4B
$43.2M 0.04%
6,319,384
+169,662
+3% +$1.22M
MHK icon
430
Mohawk Industries
MHK
$7.04B
$43.1M 0.04%
341,854
+13,239
+4% +$1.72M
WBK
431
DELISTED
Westpac Banking Corporation
WBK
$43M 0.04%
2,325,421
+422,952
+22% +$7.89M
PBCT
432
DELISTED
People's United Financial Inc
PBCT
$42.9M 0.04%
2,606,533
+230,090
+10% +$3.83M
BUD icon
433
AB InBev
BUD
$156B
$42.7M 0.04%
508,903
+112,174
+28% +$8.62M
JNPR
434
DELISTED
Juniper Networks
JNPR
$42.5M 0.04%
1,605,376
+82,256
+5% +$2.21M
BIDU icon
435
Baidu
BIDU
$35.8B
$42.5M 0.04%
257,633
+64
+0% +$10.7K
CAJ
436
DELISTED
Canon, Inc.
CAJ
$42.5M 0.04%
1,461,784
+185,565
+15% +$5.31M
LDOS icon
437
Leidos
LDOS
$14.5B
$42.4M 0.04%
661,233
-14,276
-2% -$862K
NTRS icon
438
Northern Trust
NTRS
$22.2B
$42.4M 0.04%
468,665
+30,520
+7% +$2.75M
K
439
DELISTED
Kellanova
K
$42.2M 0.04%
783,737
-50,780
-6% -$2.71M
KT icon
440
KT
KT
$8.9B
$42.2M 0.04%
3,392,856
-25,179
-0.7% -$343K
CCEP icon
441
Coca-Cola Europacific Partners
CCEP
$48B
$42.2M 0.04%
815,523
+31,145
+4% +$1.48M
CF icon
442
CF Industries
CF
$18.7B
$42M 0.04%
1,026,372
-46,551
-4% -$1.97M
NBIS
443
Nebius Group N.V.
NBIS
$47B
$41.9M 0.04%
1,219,777
-59,490
-5% -$1.97M
CERN
444
DELISTED
Cerner Corp
CERN
$41.9M 0.04%
732,099
+41,265
+6% +$2.3M
DVN icon
445
Devon Energy
DVN
$50.1B
$41.9M 0.04%
1,326,810
-157,440
-11% -$4.4M
CNQ icon
446
Canadian Natural Resources
CNQ
$93.7B
$41.8M 0.04%
3,104,620
-11,731
-0.4% -$156K
AMX icon
447
America Movil
AMX
$77.2B
$41.6M 0.04%
2,909,804
-374,224
-11% -$5.65M
BEN icon
448
Franklin Resources
BEN
$17.2B
$41.5M 0.04%
1,253,209
+106,013
+9% +$3.35M
KHC icon
449
Kraft Heinz
KHC
$31.2B
$41.4M 0.04%
1,267,597
-135,870
-10% -$5.54M
DOV icon
450
Dover
DOV
$27.4B
$41.3M 0.04%
439,891
-13,875
-3% -$1.2M
16 17
18
19 20

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AF
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MCM
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PSUF
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IA
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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.