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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
CSX icon
101
CSX Corp
CSX
$98.6B
$196M 0.17%
7,873,590
+128,322
+2% +$2.97M
RDS.A
102
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$196M 0.17%
3,132,448
+141,439
+5% +$8.74M
CELG
103
DELISTED
Celgene Corp
CELG
$196M 0.17%
2,073,163
+68,797
+3% +$6.02M
HCA icon
104
HCA Healthcare
HCA
$84.8B
$195M 0.17%
1,499,343
+55,925
+4% +$7.51M
ISRG icon
105
Intuitive Surgical
ISRG
$121B
$195M 0.17%
1,027,584
-28,269
-3% -$5.02M
CB icon
106
Chubb
CB
$140B
$194M 0.17%
1,388,309
+60,079
+5% +$7.99M
SYK icon
107
Stryker
SYK
$127B
$191M 0.16%
964,503
+45,037
+5% +$8.1M
BMY icon
108
Bristol-Myers Squibb
BMY
$127B
$189M 0.16%
3,967,168
-200,101
-5% -$9.97M
CL icon
109
Colgate-Palmolive
CL
$72.6B
$189M 0.16%
2,759,596
-218,966
-7% -$14.1M
ECL icon
110
Ecolab
ECL
$75.6B
$189M 0.16%
1,071,108
+21,793
+2% +$3.54M
GS icon
111
Goldman Sachs
GS
$313B
$189M 0.16%
984,703
+142,430
+17% +$27.5M
DG icon
112
Dollar General
DG
$25.9B
$188M 0.16%
1,576,583
+19,587
+1% +$2.28M
PNC icon
113
PNC Financial Services
PNC
$100B
$186M 0.16%
1,514,860
+23,952
+2% +$2.97M
ITW icon
114
Illinois Tool Works
ITW
$81.4B
$185M 0.16%
1,287,199
+47,529
+4% +$6.58M
KMB icon
115
Kimberly-Clark
KMB
$36.4B
$182M 0.16%
1,467,343
-33,975
-2% -$3.95M
BABA icon
116
Alibaba
BABA
$269B
$181M 0.16%
991,916
+282,264
+40% +$47.5M
SPGI icon
117
S&P Global
SPGI
$126B
$180M 0.16%
854,879
+43,407
+5% +$8.41M
GLW icon
118
Corning
GLW
$126B
$178M 0.15%
5,386,505
+81,946
+2% +$2.69M
MCO icon
119
Moody's
MCO
$81.7B
$176M 0.15%
972,380
-17,204
-2% -$2.83M
DE icon
120
Deere & Co
DE
$170B
$171M 0.15%
1,070,463
+1,680
+0.2% +$268K
HUM icon
121
Humana
HUM
$46.7B
$171M 0.15%
642,310
+23,701
+4% +$6.83M
KR icon
122
Kroger
KR
$34.8B
$169M 0.15%
6,885,058
-175,992
-2% -$4.82M
EMR icon
123
Emerson Electric
EMR
$82.9B
$169M 0.15%
2,465,544
+206,005
+9% +$13.5M
SHW icon
124
Sherwin-Williams
SHW
$78.3B
$168M 0.15%
1,171,683
-52,881
-4% -$7.36M
MS icon
125
Morgan Stanley
MS
$337B
$167M 0.14%
3,965,359
+91,994
+2% +$3.87M
3 4
5
6 7

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AF
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MCM
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PSUF
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SCC
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BAM
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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.