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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
OI icon
551
O-I Glass
OI
$1.41B
$32.4M 0.03%
1,709,644
-101,074
-6% -$1.96M
MPLX icon
552
MPLX
MPLX
$59.2B
$32.4M 0.03%
984,636
+277,557
+39% +$9.32M
PACW
553
DELISTED
PacWest Bancorp
PACW
$32.4M 0.03%
860,347
+60,545
+8% +$2.35M
GRMN
554
Garmin
GRMN
$46.8B
$32.3M 0.03%
374,428
+28,872
+8% +$2.17M
LW icon
555
Lamb Weston
LW
$7.3B
$32.3M 0.03%
431,027
-23,760
-5% -$1.68M
ZBRA icon
556
Zebra Technologies
ZBRA
$12.6B
$32.1M 0.03%
153,342
+18,474
+14% +$3.48M
CE icon
557
Celanese
CE
$4.87B
$32.1M 0.03%
325,505
+21,772
+7% +$2.14M
IWM icon
558
iShares Russell 2000 ETF
IWM
$80.3B
$32M 0.03%
209,192
-95,475
-31% -$14.3M
HP icon
559
Helmerich & Payne
HP
$3.36B
$31.7M 0.03%
570,426
-243,995
-30% -$13.3M
MITSY
560
DELISTED
MITSUI & CO LTD ADR (US)
MITSY
$31.6M 0.03%
101,736
+9,851
+11% +$3.06M
CX icon
561
Cemex
CX
$17.6B
$31.6M 0.03%
6,805,686
+814,941
+14% +$4.08M
CHL
562
DELISTED
China Mobile Limited
CHL
$31.6M 0.03%
618,935
+25,934
+4% +$1.35M
MUR icon
563
Murphy Oil
MUR
$5.38B
$31.3M 0.03%
1,068,419
-4,660
-0.4% -$132K
CMG icon
564
Chipotle Mexican Grill
CMG
$42.6B
$31.1M 0.03%
2,191,250
+198,050
+10% +$2.3M
GHY
565
PGIM Global High Yield Fund
GHY
$479M
$31M 0.03%
2,223,157
+136,362
+7% +$1.88M
NGG icon
566
National Grid
NGG
$81.6B
$31M 0.03%
627,251
+3,533
+0.6% +$171K
GL icon
567
Globe Life
GL
$13.5B
$30.9M 0.03%
377,086
-6,183
-2% -$506K
AGCO icon
568
AGCO
AGCO
$8.71B
$30.8M 0.03%
442,939
+8,350
+2% +$541K
INGR icon
569
Ingredion
INGR
$6.4B
$30.7M 0.03%
324,564
-4,422
-1% -$418K
NICE icon
570
Nice
NICE
$5.57B
$30.7M 0.03%
250,522
+5,067
+2% +$571K
RNR icon
571
RenaissanceRe
RNR
$13.7B
$30.5M 0.03%
212,709
+2,756
+1% +$386K
SNN icon
572
Smith & Nephew
SNN
$13.1B
$30.4M 0.03%
759,157
-5,423
-0.7% -$208K
APA icon
573
APA Corp
APA
$12.3B
$30.4M 0.03%
876,657
+160,738
+22% +$5.24M
EFA icon
574
iShares MSCI EAFE ETF
EFA
$76.8B
$30.4M 0.03%
468,403
-1,683,402
-78% -$106M
WBD icon
575
Warner Bros
WBD
$63.4B
$30.4M 0.03%
1,124,338
+61,202
+6% +$1.7M
21 22
23
24 25

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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.