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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
DIS icon
26
Walt Disney
DIS
$165B
$681M 0.59%
6,130,007
+1,583,688
+35% +$177M
PEP icon
27
PepsiCo
PEP
$186B
$664M 0.57%
5,416,973
+164,354
+3% +$18.7M
ORCL icon
28
Oracle
ORCL
$331B
$590M 0.51%
10,993,110
-11,831
-0.1% -$603K
WFC icon
29
Wells Fargo
WFC
$261B
$579M 0.5%
11,986,745
+615,939
+5% +$30.3M
BA icon
30
Boeing
BA
$165B
$571M 0.49%
1,497,371
+42,579
+3% +$16.4M
CMCSA icon
31
Comcast
CMCSA
$79.1B
$567M 0.49%
14,189,882
+770,389
+6% +$29M
WMT icon
32
Walmart Inc
WMT
$871B
$543M 0.47%
16,695,813
+331,488
+2% +$10.7M
KO icon
33
Coca-Cola
KO
$354B
$539M 0.47%
11,511,817
-62,225
-0.5% -$2.91M
ABT icon
34
Abbott
ABT
$180B
$514M 0.44%
6,425,847
+543,869
+9% +$40.5M
MCD icon
35
McDonald's
MCD
$188B
$508M 0.44%
2,676,956
+47,424
+2% +$8.61M
C icon
36
Citigroup
C
$222B
$507M 0.44%
8,150,246
+559,038
+7% +$34.7M
SPY icon
37
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$499M 0.43%
1,767,788
-80,971
-4% -$22M
ADBE icon
38
Adobe
ADBE
$89.5B
$484M 0.42%
1,815,418
+55,002
+3% +$13.9M
IBM icon
39
IBM
IBM
$202B
$457M 0.39%
3,387,527
+349,054
+11% +$44.5M
AMGN icon
40
Amgen
AMGN
$203B
$437M 0.38%
2,302,008
-31,312
-1% -$5.98M
MMM icon
41
3M
MMM
$89B
$436M 0.38%
2,511,008
+13,491
+0.5% +$2.27M
UNP icon
42
Union Pacific
UNP
$183B
$434M 0.38%
2,595,939
+5,183
+0.2% +$834K
LLY icon
43
Eli Lilly
LLY
$1.07T
$400M 0.35%
3,080,350
+156,321
+5% +$19M
CRM icon
44
Salesforce
CRM
$134B
$399M 0.35%
2,522,525
+113,547
+5% +$17.6M
PM icon
45
Philip Morris
PM
$301B
$398M 0.34%
4,502,141
+731,890
+19% +$58.9M
NFLX icon
46
Netflix
NFLX
$292B
$397M 0.34%
11,127,220
+113,970
+1% +$3.95M
NKE icon
47
Nike
NKE
$61.9B
$392M 0.34%
4,657,746
-19,075
-0.4% -$1.57M
HON icon
48
Honeywell
HON
$77.1B
$384M 0.33%
2,563,700
+202,622
+9% +$28.3M
LOW icon
49
Lowe's Companies
LOW
$116B
$367M 0.32%
3,349,230
+19,829
+0.6% +$1.98M
COST icon
50
Costco
COST
$415B
$363M 0.31%
1,498,384
+16,460
+1% +$3.6M
1
2
3 4 5

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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.