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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
AME icon
451
Ametek
AME
$55.2B
$41.2M 0.04%
496,178
+68,742
+16% +$5.22M
HIT
452
DELISTED
HITACHI LTD ADR (10COM)NEW
HIT
$41.1M 0.04%
633,040
+43,288
+7% +$2.81M
MAA icon
453
Mid-America Apartment Communities
MAA
$15.6B
$41.1M 0.04%
375,485
+87,389
+30% +$8.98M
ITUB icon
454
Itaú Unibanco
ITUB
$91.7B
$40.9M 0.04%
6,376,863
+103,814
+2% +$734K
FANG icon
455
Diamondback Energy
FANG
$55.5B
$40.9M 0.04%
402,495
+104,898
+35% +$10.7M
CNI icon
456
Canadian National Railway
CNI
$78.1B
$40.7M 0.04%
454,334
+30,905
+7% +$2.59M
ANSS
457
DELISTED
Ansys
ANSS
$40.5M 0.04%
221,640
-6,133
-3% -$1.04M
AER icon
458
AerCap
AER
$23.9B
$40.4M 0.03%
867,898
-88,702
-9% -$4M
CINF icon
459
Cincinnati Financial
CINF
$28.5B
$40.4M 0.03%
470,093
+17,975
+4% +$1.48M
SPYG icon
460
State Street SPDR Portfolio S&P 500 Growth ETF
SPYG
$50.6B
$40.4M 0.03%
1,084,659
-250,991
-19% -$8.87M
ANZ
461
DELISTED
AUSTRALIA & NW ZEAL ADS(RP5 SH
ANZ
$40.3M 0.03%
2,177,838
+108,260
+5% +$2M
DT
462
DELISTED
DEUTSCHE TELEKOM AG ADS (1ORD)
DT
$40.3M 0.03%
2,427,370
-70,469
-3% -$1.17M
HSIC icon
463
Henry Schein
HSIC
$9.69B
$40.2M 0.03%
669,085
-151,571
-18% -$9.14M
EPD icon
464
Enterprise Products Partners
EPD
$82.7B
$40.2M 0.03%
1,379,914
+379,525
+38% +$10.6M
WRK
465
DELISTED
WestRock Company
WRK
$40M 0.03%
1,042,301
+57,858
+6% +$2.26M
NAB
466
DELISTED
NATL AUSTRALIA BK LTD ADS5
NAB
$39.9M 0.03%
4,429,269
+607,510
+16% +$5.48M
ANET icon
467
Arista Networks
ANET
$217B
$39.8M 0.03%
2,026,336
+265,168
+15% +$4.21M
KIM icon
468
Kimco Realty
KIM
$17.8B
$39.6M 0.03%
2,137,922
+20,188
+1% +$346K
IPG
469
DELISTED
Interpublic Group of Companies
IPG
$39.4M 0.03%
1,873,341
+270,236
+17% +$6.02M
CHKP icon
470
Check Point Software Technologies
CHKP
$13.7B
$39.3M 0.03%
310,684
+11,954
+4% +$1.39M
HAIN icon
471
Hain Celestial
HAIN
$45.7M
$39.2M 0.03%
1,697,478
+149,875
+10% +$2.89M
BXP icon
472
Boston Properties
BXP
$11B
$39.2M 0.03%
293,090
+2,015
+0.7% +$259K
GEN icon
473
Gen Digital
GEN
$16.2B
$39.2M 0.03%
1,704,026
+7,554
+0.4% +$164K
ING icon
474
ING
ING
$95.4B
$39.1M 0.03%
3,218,184
+382,189
+13% +$4.62M
MGA icon
475
Magna International
MGA
$18.1B
$39M 0.03%
801,172
+40,416
+5% +$2.04M
17 18
19
20 21

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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.