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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
VOD icon
476
Vodafone
VOD
$36.4B
$39M 0.03%
2,145,451
-152,011
-7% -$2.82M
L icon
477
Loews
L
$24.4B
$38.8M 0.03%
809,135
+12,856
+2% +$607K
MUI
478
DELISTED
BlackRock Municipal Income Fund, Inc.
MUI
$38.7M 0.03%
2,808,678
+447,274
+19% +$5.99M
URI icon
479
United Rentals
URI
$70.2B
$38.5M 0.03%
336,820
+27,446
+9% +$3.39M
SCCO icon
480
Southern Copper
SCCO
$141B
$38.4M 0.03%
1,044,429
+30,924
+3% +$988K
GAP
481
The Gap Inc
GAP
$7.07B
$38.4M 0.03%
1,465,913
-41,894
-3% -$1.07M
OGE icon
482
OGE Energy
OGE
$10.2B
$38.3M 0.03%
888,428
+341,222
+62% +$14.1M
AVY icon
483
Avery Dennison
AVY
$12.5B
$38.2M 0.03%
337,994
+19,343
+6% +$2M
XOP icon
484
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.47B
$38.2M 0.03%
310,493
+38,777
+14% +$4.67M
NCLH icon
485
Norwegian Cruise Line
NCLH
$9.2B
$38.1M 0.03%
692,464
+19,267
+3% +$993K
CSGP icon
486
CoStar Group
CSGP
$11.9B
$38M 0.03%
815,500
-530,230
-39% -$21.9M
EEM icon
487
iShares MSCI Emerging Markets ETF
EEM
$28.6B
$37.9M 0.03%
883,280
-24,418
-3% -$1.03M
ABB
488
DELISTED
ABB Ltd
ABB
$37.6M 0.03%
1,992,437
+41,614
+2% +$805K
ENB icon
489
Enbridge
ENB
$121B
$37.5M 0.03%
1,033,441
+12,722
+1% +$458K
AXA
490
DELISTED
AXA ADS (1 ORD SHS)
AXA
$37.3M 0.03%
1,481,687
+41,650
+3% +$1.05M
AMG icon
491
Affiliated Managers Group
AMG
$9.61B
$37.2M 0.03%
347,060
+59,335
+21% +$6.3M
DRI icon
492
Darden Restaurants
DRI
$23.4B
$37.1M 0.03%
305,740
-8,685
-3% -$952K
INCY icon
493
Incyte
INCY
$23.7B
$37.1M 0.03%
431,370
+45,259
+12% +$3.68M
FMC icon
494
FMC
FMC
$1.39B
$37.1M 0.03%
482,661
-32,076
-6% -$2.35M
XRX icon
495
Xerox
XRX
$357M
$37.1M 0.03%
1,159,057
+209,911
+22% +$5.92M
TD icon
496
Toronto Dominion Bank
TD
$198B
$37M 0.03%
680,681
+29,910
+5% +$1.65M
KMX icon
497
CarMax
KMX
$8.29B
$36.8M 0.03%
527,632
-9,364
-2% -$577K
EMLC icon
498
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$4.76B
$36.7M 0.03%
1,100,781
+10,905
+1% +$370K
EMD
499
Western Asset Emerging Markets Debt Fund
EMD
$609M
$36.7M 0.03%
2,689,536
+168,391
+7% +$2.28M
UHS icon
500
Universal Health Services
UHS
$9.64B
$36.5M 0.03%
273,073
+40,907
+18% +$5.39M
18 19
20
21 22

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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.