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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
NVDA icon
76
NVIDIA
NVDA
$5.01T
$244M 0.21%
54,405,800
+6,783,080
+14% +$26.3M
LIN icon
77
Linde
LIN
$237B
$243M 0.21%
1,382,114
+70,424
+5% +$11.7M
USB icon
78
US Bancorp
USB
$99.6B
$242M 0.21%
5,030,887
+144,167
+3% +$7.23M
QCOM icon
79
Qualcomm
QCOM
$176B
$240M 0.21%
4,215,778
-264,918
-6% -$14.3M
CVS icon
80
CVS Health
CVS
$137B
$232M 0.2%
4,303,220
-1,194,686
-22% -$73.7M
NVS icon
81
Novartis
NVS
$295B
$230M 0.2%
2,673,634
+13,861
+0.5% +$1.11M
UPS icon
82
United Parcel Service
UPS
$97.6B
$228M 0.2%
2,037,223
+40,745
+2% +$4.32M
BKNG icon
83
Booking.com
BKNG
$138B
$227M 0.2%
3,250,775
-359,775
-10% -$25.7M
DUK icon
84
Duke Energy
DUK
$102B
$218M 0.19%
2,427,229
+127,056
+6% +$11.2M
CAT icon
85
Caterpillar
CAT
$409B
$214M 0.18%
1,576,715
-50,693
-3% -$6.73M
TGT icon
86
Target
TGT
$62.1B
$213M 0.18%
2,658,165
+46,261
+2% +$3.38M
IEMG icon
87
iShares Core MSCI Emerging Markets ETF
IEMG
$149B
$212M 0.18%
4,099,829
+275,439
+7% +$13.9M
TRV icon
88
Travelers Companies
TRV
$80.8B
$209M 0.18%
1,521,488
-6,957
-0.5% -$890K
VLO icon
89
Valero Energy
VLO
$89.8B
$208M 0.18%
2,453,626
+41,261
+2% +$3.41M
AIG icon
90
American International
AIG
$41.9B
$208M 0.18%
4,819,496
+523,303
+12% +$22.4M
IWF icon
91
iShares Russell 1000 Growth ETF
IWF
$122B
$206M 0.18%
5,456,172
-294,556
-5% -$10.6M
CI icon
92
Cigna
CI
$76.6B
$206M 0.18%
1,282,043
-207,575
-14% -$37.9M
AFL icon
93
Aflac
AFL
$63.9B
$204M 0.18%
4,078,203
+264,252
+7% +$12.7M
PSX icon
94
Phillips 66
PSX
$82.9B
$203M 0.18%
2,132,297
+171,640
+9% +$16.3M
MPC icon
95
Marathon Petroleum
MPC
$90.3B
$203M 0.18%
3,386,649
-109,845
-3% -$6.91M
GM icon
96
General Motors
GM
$74.7B
$202M 0.17%
5,437,854
+278,226
+5% +$10.6M
EXC icon
97
Exelon
EXC
$48.6B
$199M 0.17%
5,555,714
+289,949
+6% +$9.87M
CME icon
98
CME Group
CME
$92.2B
$199M 0.17%
1,206,879
-141,924
-11% -$25.1M
LMT icon
99
Lockheed Martin
LMT
$134B
$197M 0.17%
655,604
+175
+0% +$51.3K
RTN
100
DELISTED
Raytheon Company
RTN
$197M 0.17%
1,079,272
+50,249
+5% +$8.76M
2 3
4
5 6

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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.