We are live on ! Find out more
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
OXY icon
126
Occidental Petroleum
OXY
$57B
$166M 0.14%
2,512,145
+30,555
+1% +$2.01M
WBA
127
DELISTED
Walgreens Boots Alliance
WBA
$166M 0.14%
2,626,139
-222,603
-8% -$15.2M
SLB icon
128
SLB Ltd
SLB
$77.8B
$165M 0.14%
3,786,185
+781,979
+26% +$33.8M
NOC icon
129
Northrop Grumman
NOC
$77B
$165M 0.14%
610,718
+2,698
+0.4% +$736K
COF icon
130
Capital One
COF
$124B
$163M 0.14%
1,999,416
+62,063
+3% +$5.04M
MRSH
131
Marsh
MRSH
$86.3B
$161M 0.14%
1,719,196
+44,454
+3% +$3.93M
PGR icon
132
Progressive
PGR
$124B
$156M 0.14%
2,169,457
+325,743
+18% +$22.3M
CCI icon
133
Crown Castle
CCI
$32.7B
$156M 0.13%
1,219,877
+51,995
+4% +$6.1M
SYY icon
134
Sysco
SYY
$39.7B
$155M 0.13%
2,327,708
-22,171
-0.9% -$1.44M
D icon
135
Dominion Energy
D
$62.5B
$154M 0.13%
2,010,830
+616,172
+44% +$45M
BP icon
136
BP
BP
$113B
$154M 0.13%
3,575,964
+97,525
+3% +$4M
CHTR icon
137
Charter Communications
CHTR
$14.7B
$153M 0.13%
440,279
+9,984
+2% +$3.29M
NSC icon
138
Norfolk Southern
NSC
$78.8B
$151M 0.13%
810,114
+18,975
+2% +$3.28M
DEO icon
139
Diageo
DEO
$46.2B
$150M 0.13%
916,531
+82,270
+10% +$12.6M
TSM icon
140
TSMC
TSM
$2.09T
$149M 0.13%
3,635,192
+14,332
+0.4% +$547K
ROST icon
141
Ross Stores
ROST
$76.6B
$149M 0.13%
1,595,823
+82,513
+5% +$7.57M
ZTS icon
142
Zoetis
ZTS
$31.6B
$148M 0.13%
1,466,259
-218,793
-13% -$19.9M
BLK icon
143
Blackrock
BLK
$164B
$147M 0.13%
345,018
+17,014
+5% +$7.14M
MU icon
144
Micron Technology
MU
$1.04T
$147M 0.13%
3,563,539
-26,764
-0.7% -$1.03M
BSX icon
145
Boston Scientific
BSX
$65.8B
$147M 0.13%
3,823,794
+48,108
+1% +$1.84M
BAX icon
146
Baxter International
BAX
$11.6B
$146M 0.13%
1,800,411
+50,275
+3% +$3.66M
VRTX icon
147
Vertex Pharmaceuticals
VRTX
$121B
$145M 0.13%
789,808
+101,608
+15% +$18.8M
ICE icon
148
Intercontinental Exchange
ICE
$82.4B
$144M 0.12%
1,891,926
-75,106
-4% -$5.63M
UN
149
DELISTED
Unilever NV New York Registry Shares
UN
$144M 0.12%
2,462,845
+235,310
+11% +$12.9M
ROP icon
150
Roper Technologies
ROP
$36.3B
$143M 0.12%
417,914
+25,359
+6% +$7.7M
4 5
6
7 8

Similar funds

NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.