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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
IEFA icon
51
iShares Core MSCI EAFE ETF
IEFA
$186B
$361M 0.31%
5,943,436
+327,670
+6% +$19.3M
TXN icon
52
Texas Instruments
TXN
$255B
$352M 0.3%
3,321,755
+72,745
+2% +$7.54M
DD icon
53
DuPont de Nemours
DD
$18.6B
$334M 0.29%
2,474,736
+92,126
+4% +$12.8M
ABBV icon
54
AbbVie
ABBV
$458B
$333M 0.29%
4,132,043
-206,022
-5% -$16.9M
PYPL icon
55
PayPal
PYPL
$49.5B
$333M 0.29%
3,202,626
-262,805
-8% -$24.9M
NEE icon
56
NextEra Energy
NEE
$187B
$328M 0.28%
6,780,760
+276,108
+4% +$12.6M
AVGO icon
57
Broadcom
AVGO
$1.82T
$327M 0.28%
10,883,880
+1,144,720
+12% +$31M
RTX icon
58
RTX Corp
RTX
$287B
$319M 0.28%
3,929,249
-310,433
-7% -$23.6M
INTU icon
59
Intuit
INTU
$81.1B
$318M 0.27%
1,216,039
-58,936
-5% -$13.6M
GE icon
60
GE Aerospace
GE
$367B
$312M 0.27%
6,271,434
+1,233,962
+24% +$58.1M
AMT icon
61
American Tower
AMT
$77.7B
$312M 0.27%
1,583,588
+143,425
+10% +$25.2M
TMO icon
62
Thermo Fisher Scientific
TMO
$211B
$304M 0.26%
1,112,040
+33,664
+3% +$8.38M
COP icon
63
ConocoPhillips
COP
$147B
$303M 0.26%
4,542,122
+46,233
+1% +$3.11M
ACN icon
64
Accenture
ACN
$89.9B
$302M 0.26%
1,717,818
+14,559
+0.9% +$2.29M
MDT icon
65
Medtronic
MDT
$107B
$298M 0.26%
3,270,773
+62,844
+2% +$5.62M
TJX icon
66
TJX Companies
TJX
$170B
$293M 0.25%
5,514,196
-132,913
-2% -$6.63M
ELV icon
67
Elevance Health
ELV
$81.9B
$287M 0.25%
998,574
-10,320
-1% -$2.98M
MO icon
68
Altria Group
MO
$122B
$284M 0.25%
4,945,352
+521,271
+12% +$26.6M
BDX icon
69
Becton Dickinson
BDX
$43.1B
$282M 0.24%
1,156,551
-68,873
-6% -$16.3M
DHR icon
70
Danaher
DHR
$135B
$277M 0.24%
2,370,310
+200,266
+9% +$20.5M
GILD icon
71
Gilead Sciences
GILD
$161B
$274M 0.24%
4,217,588
+78,552
+2% +$5.22M
AXP icon
72
American Express
AXP
$223B
$266M 0.23%
2,429,669
-10,654
-0.4% -$1.12M
ADP icon
73
Automatic Data Processing
ADP
$100B
$264M 0.23%
1,654,700
+19,527
+1% +$2.84M
SBUX icon
74
Starbucks
SBUX
$118B
$259M 0.22%
3,484,572
+148,078
+4% +$10.2M
MDLZ icon
75
Mondelez International
MDLZ
$77.7B
$249M 0.21%
4,978,688
-109,667
-2% -$5.03M
1 2
3
4 5

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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.