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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
WYNN icon
576
Wynn Resorts
WYNN
$10.3B
$30.4M 0.03%
254,500
+11,617
+5% +$1.39M
AMCR
577
DELISTED
AMCOR LTD ADR
AMCR
$30.4M 0.03%
693,480
+59,114
+9% +$2.59M
EDU icon
578
New Oriental
EDU
$7.94B
$30.3M 0.03%
336,489
-72,784
-18% -$5.48M
KYO
579
DELISTED
Kyocera Adr
KYO
$30.2M 0.03%
512,974
+54,489
+12% +$3.21M
CDW icon
580
CDW
CDW
$17.6B
$30.2M 0.03%
313,064
-7,505
-2% -$670K
ACGL icon
581
Arch Capital
ACGL
$36.3B
$30.1M 0.03%
931,763
-37,422
-4% -$1.14M
NJ
582
DELISTED
NIDEC CP (NIHON KABUSHIKI KAISHA)1 ADS REPTG .25 SH COM STK
NJ
$30M 0.03%
940,230
+18,236
+2% +$581K
BVN icon
583
Compañía de Minas Buenaventura
BVN
$8.06B
$29.8M 0.03%
1,726,120
+23,777
+1% +$388K
MFG icon
584
Mizuho Financial
MFG
$129B
$29.8M 0.03%
9,734,865
+377,799
+4% +$1.18M
TPR icon
585
Tapestry
TPR
$29.8B
$29.8M 0.03%
916,025
+102,121
+13% +$3.58M
RL icon
586
Ralph Lauren
RL
$22.6B
$29.7M 0.03%
228,997
-2,958
-1% -$352K
AJG icon
587
Arthur J. Gallagher & Co
AJG
$65.1B
$29.6M 0.03%
379,277
+6,505
+2% +$501K
PKG icon
588
Packaging Corp of America
PKG
$22.5B
$29.5M 0.03%
297,332
-3,214
-1% -$305K
IEX icon
589
IDEX
IEX
$16.6B
$29.5M 0.03%
194,163
-5,175
-3% -$732K
JBHT icon
590
JB Hunt Transport Services
JBHT
$26.4B
$29.4M 0.03%
290,459
+18,540
+7% +$1.92M
HLT icon
591
Hilton Worldwide
HLT
$75.3B
$29.4M 0.03%
353,689
+99,679
+39% +$7.8M
IFX
592
DELISTED
INFINEON TECH AG ADS(REP1 ORD)
IFX
$29.4M 0.03%
1,479,802
+45,773
+3% +$908K
REP
593
DELISTED
REPSOL YPF SA ADS(RP 1 CAP SH)
REP
$29.3M 0.03%
1,715,046
+32,419
+2% +$554K
CXO
594
DELISTED
CONCHO RESOURCES INC.
CXO
$29.3M 0.03%
263,814
-11,370
-4% -$1.29M
BR icon
595
Broadridge
BR
$17.7B
$29.1M 0.03%
280,509
+20,462
+8% +$2.05M
AV
596
DELISTED
Aviva Plc
AV
$29M 0.03%
2,683,874
+322,440
+14% +$3.49M
VST icon
597
Vistra
VST
$53B
$29M 0.03%
1,113,468
+148,614
+15% +$3.75M
ACIW icon
598
ACI Worldwide
ACIW
$5.88B
$29M 0.03%
881,382
+32,222
+4% +$982K
VWO icon
599
Vanguard FTSE Emerging Markets ETF
VWO
$120B
$29M 0.03%
681,617
-714,500
-51% -$29.4M
DPZ icon
600
Domino's
DPZ
$11.4B
$28.9M 0.02%
111,843
-22,747
-17% -$5.91M
22 23
24
25 26

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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.