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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
RDY icon
701
Dr. Reddy's Laboratories
RDY
$9.8B
$22.8M 0.02%
2,812,660
+409,140
+17% +$3.11M
TV icon
702
Televisa
TV
$1.48B
$22.8M 0.02%
2,058,831
+188,186
+10% +$2.23M
WTM icon
703
White Mountains Insurance
WTM
$5.43B
$22.7M 0.02%
24,480
+677
+3% +$613K
RACE icon
704
Ferrari
RACE
$66.8B
$22.6M 0.02%
168,911
-1,688
-1% -$207K
CAR icon
705
Avis
CAR
$5.78B
$22.6M 0.02%
647,397
+43,457
+7% +$1.3M
INDA icon
706
iShares MSCI India ETF
INDA
$6.77B
$22.5M 0.02%
637,298
+78,556
+14% +$2.61M
IHG icon
707
InterContinental Hotels
IHG
$23.5B
$22.4M 0.02%
367,153
+30,209
+9% +$1.79M
NSANY
708
DELISTED
NISSAN MOTOR CO LTD SPONS ADR
NSANY
$22.3M 0.02%
1,360,328
+190,142
+16% +$3.12M
CPA icon
709
Copa Holdings
CPA
$5.65B
$22.3M 0.02%
277,067
-45,047
-14% -$3.96M
WRB icon
710
W.R. Berkley
WRB
$28.1B
$22.3M 0.02%
889,525
+668
+0.1% +$15.7K
MXIM
711
DELISTED
Maxim Integrated Products
MXIM
$22.3M 0.02%
419,567
-16,240
-4% -$873K
EON
712
DELISTED
E.ON AG ADS (REPTG 1/3 ORD SHS)
EON
$22.2M 0.02%
2,003,459
+173,906
+10% +$1.93M
FBIN icon
713
Fortune Brands Innovations
FBIN
$6.14B
$22.2M 0.02%
545,791
+67,556
+14% +$2.59M
VEA icon
714
Vanguard FTSE Developed Markets ETF
VEA
$227B
$22.2M 0.02%
542,736
-394,567
-42% -$15.8M
TDY icon
715
Teledyne Technologies
TDY
$30.2B
$22.2M 0.02%
93,580
-3,049
-3% -$691K
UPM
716
DELISTED
UPM-KYMMRME ADR (REPR ORD SHS)
UPM
$22.2M 0.02%
760,515
+110,654
+17% +$3.23M
BMRN icon
717
BioMarin Pharmaceuticals
BMRN
$11.6B
$22.1M 0.02%
249,317
-63,743
-20% -$5.91M
IT icon
718
Gartner
IT
$9.87B
$22.1M 0.02%
145,788
-23,591
-14% -$3.27M
DECK icon
719
Deckers Outdoor
DECK
$13.6B
$22.1M 0.02%
902,514
-141,732
-14% -$3.22M
NXST icon
720
Nexstar Media Group
NXST
$5.67B
$22M 0.02%
203,032
-4,810
-2% -$444K
HOLX
721
DELISTED
Hologic
HOLX
$21.9M 0.02%
451,943
+38,951
+9% +$1.76M
SPLK
722
DELISTED
Splunk Inc
SPLK
$21.8M 0.02%
175,112
+4,837
+3% +$604K
NDAQ icon
723
Nasdaq
NDAQ
$52.5B
$21.8M 0.02%
747,927
+22,230
+3% +$633K
EIM
724
Eaton Vance Municipal Bond Fund
EIM
$493M
$21.8M 0.02%
1,758,559
+486,518
+38% +$5.73M
JLL icon
725
Jones Lang LaSalle
JLL
$15.5B
$21.8M 0.02%
141,207
+4,909
+4% +$738K
27 28
29
30 31

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MCM
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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.