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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
LYG icon
501
Lloyds Banking Group
LYG
$89B
$36.3M 0.03%
11,306,872
+2,476,497
+28% +$7.57M
AAP icon
502
Advance Auto Parts
AAP
$3.48B
$36.2M 0.03%
212,221
+1,426
+0.7% +$230K
OVV icon
503
Ovintiv
OVV
$16.6B
$36.2M 0.03%
999,118
+762,101
+322% +$26.1M
CPRT icon
504
Copart
CPRT
$27.6B
$36.1M 0.03%
2,385,124
-264,484
-10% -$3.59M
PANW icon
505
Palo Alto Networks
PANW
$259B
$36.1M 0.03%
892,422
+122,778
+16% +$4.55M
HYG icon
506
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$36.1M 0.03%
417,402
-254,261
-38% -$21.6M
AOS icon
507
A.O. Smith
AOS
$8.61B
$36.1M 0.03%
676,648
+148,147
+28% +$7.36M
WTW icon
508
Willis Towers Watson
WTW
$28.6B
$36.1M 0.03%
205,313
+6,694
+3% +$1.11M
TSLA icon
509
Tesla
TSLA
$1.22T
$36M 0.03%
1,931,325
-257,670
-12% -$5.17M
MAS icon
510
Masco
MAS
$16.4B
$35.9M 0.03%
913,925
+45,022
+5% +$1.61M
COTY icon
511
Coty
COTY
$2.39B
$35.9M 0.03%
3,121,493
+1,154,562
+59% +$10.9M
IX icon
512
ORIX
IX
$43.9B
$35.9M 0.03%
2,496,370
-272,880
-10% -$4.02M
BWA icon
513
BorgWarner
BWA
$13.1B
$35.9M 0.03%
1,060,448
+132,680
+14% +$4.59M
SWKS icon
514
Skyworks Solutions
SWKS
$9.54B
$35.8M 0.03%
433,644
+35,631
+9% +$2.75M
PAA icon
515
Plains All American Pipeline
PAA
$17.1B
$35.7M 0.03%
1,454,612
+414,482
+40% +$9.8M
DASTY
516
DELISTED
DASSAULT SYSTEMES SA ADR
DASTY
$35.2M 0.03%
236,640
+16,563
+8% +$2.46M
TXT icon
517
Textron
TXT
$16.7B
$35.2M 0.03%
694,174
+34,881
+5% +$1.8M
XYL icon
518
Xylem
XYL
$28.6B
$35.1M 0.03%
444,380
-102,118
-19% -$7.45M
SNPS icon
519
Synopsys
SNPS
$74.5B
$35.1M 0.03%
304,722
-931
-0.3% -$92.3K
ETFC
520
DELISTED
E*Trade Financial Corporation
ETFC
$35M 0.03%
754,063
+74,842
+11% +$3.56M
EVRG icon
521
Evergy
EVRG
$19.8B
$35M 0.03%
602,959
+30,624
+5% +$1.74M
BHC icon
522
Bausch Health
BHC
$1.67B
$34.9M 0.03%
1,412,366
-120,551
-8% -$2.88M
AKAM icon
523
Akamai
AKAM
$16.4B
$34.6M 0.03%
482,378
-19,414
-4% -$1.32M
INFO
524
DELISTED
IHS Markit Ltd. Common Shares
INFO
$34.4M 0.03%
633,345
+29,628
+5% +$1.55M
SPR
525
DELISTED
Spirit AeroSystems
SPR
$34.3M 0.03%
374,966
-3,442
-0.9% -$304K
19 20
21
22 23

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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.