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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
WM icon
151
Waste Management
WM
$95.9B
$142M 0.12%
1,370,047
+85,283
+7% +$8.32M
BNY
152
Bank of New York Mellon
BNY
$108B
$142M 0.12%
2,813,864
+6,167
+0.2% +$318K
ADI icon
153
Analog Devices
ADI
$181B
$142M 0.12%
1,345,855
-53,425
-4% -$5.36M
BIIB icon
154
Biogen
BIIB
$29.9B
$141M 0.12%
597,573
-80,572
-12% -$25.4M
STI
155
DELISTED
SunTrust Banks, Inc.
STI
$139M 0.12%
2,353,797
+30,534
+1% +$1.87M
ALL icon
156
Allstate
ALL
$66.9B
$139M 0.12%
1,472,514
+55,449
+4% +$5.02M
SO icon
157
Southern Company
SO
$110B
$138M 0.12%
2,672,017
+132,003
+5% +$6.47M
AEP icon
158
American Electric Power
AEP
$73.7B
$138M 0.12%
1,645,855
+73,966
+5% +$5.88M
DFS
159
DELISTED
Discover Financial Services
DFS
$137M 0.12%
1,922,775
+43,000
+2% +$2.94M
FDX icon
160
FedEx
FDX
$74.5B
$136M 0.12%
748,856
+45,713
+7% +$8.08M
PRU icon
161
Prudential Financial
PRU
$41.7B
$135M 0.12%
1,469,176
+78,340
+6% +$7.22M
CTSH icon
162
Cognizant
CTSH
$21.5B
$135M 0.12%
1,860,930
+65,631
+4% +$4.59M
WELL icon
163
Welltower
WELL
$178B
$135M 0.12%
1,734,243
+121,929
+8% +$9.15M
SPG icon
164
Simon Property Group
SPG
$74.5B
$134M 0.12%
734,809
+21,505
+3% +$3.82M
HSBC icon
165
HSBC
HSBC
$355B
$134M 0.12%
3,333,051
+88,075
+3% +$3.55M
EL icon
166
Estee Lauder
EL
$29B
$133M 0.11%
801,922
-61,561
-7% -$9.04M
AMAT icon
167
Applied Materials
AMAT
$426B
$133M 0.11%
3,343,692
+131,082
+4% +$4.98M
APD icon
168
Air Products & Chemicals
APD
$66.3B
$132M 0.11%
691,528
+32,202
+5% +$5.54M
EOG icon
169
EOG Resources
EOG
$78B
$131M 0.11%
1,379,669
-108,085
-7% -$10.3M
ETN icon
170
Eaton
ETN
$157B
$130M 0.11%
1,618,972
+141,272
+10% +$10.8M
LYB icon
171
LyondellBasell Industries
LYB
$19.5B
$130M 0.11%
1,550,086
+39,906
+3% +$3.45M
ITOT icon
172
iShares Core S&P Total US Stock Market ETF
ITOT
$93.2B
$128M 0.11%
1,989,300
-1,288
-0.1% -$79.9K
KMI icon
173
Kinder Morgan
KMI
$73.1B
$128M 0.11%
6,384,744
+1,003,276
+19% +$18.7M
DAL icon
174
Delta Air Lines
DAL
$55.9B
$124M 0.11%
2,397,424
-93,871
-4% -$4.66M
EW icon
175
Edwards Lifesciences
EW
$47.6B
$123M 0.11%
1,928,577
-11,019
-0.6% -$629K
5 6
7
8 9

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MCM
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PSUF
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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.