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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
YUM icon
176
Yum! Brands
YUM
$41B
$122M 0.11%
1,222,448
+16,711
+1% +$1.58M
SAP icon
177
SAP
SAP
$187B
$121M 0.1%
1,050,948
-6,372
-0.6% -$678K
FIS icon
178
Fidelity National Information Services
FIS
$21.5B
$121M 0.1%
1,071,986
+121,724
+13% +$13M
MSI icon
179
Motorola Solutions
MSI
$69.4B
$120M 0.1%
855,344
-21,769
-2% -$2.82M
MCHP icon
180
Microchip Technology
MCHP
$42.8B
$120M 0.1%
2,882,240
+11,964
+0.4% +$496K
MET icon
181
MetLife
MET
$61B
$119M 0.1%
2,804,344
+170,830
+6% +$7.55M
SCHW
182
Charles Schwab
SCHW
$177B
$119M 0.1%
2,777,033
+187,814
+7% +$8.48M
AZO icon
183
AutoZone
AZO
$48.3B
$117M 0.1%
114,720
-3,132
-3% -$2.81M
ADSK icon
184
Autodesk
ADSK
$44.3B
$116M 0.1%
744,092
-150,260
-17% -$22.5M
GSK icon
185
GSK
GSK
$103B
$116M 0.1%
2,212,200
+86,170
+4% +$4.31M
ILMN icon
186
Illumina
ILMN
$29.4B
$114M 0.1%
376,529
-51,829
-12% -$15.1M
FITB
187
Fifth Third Bancorp
FITB
$52B
$114M 0.1%
4,511,079
+308,735
+7% +$8.22M
LRCX icon
188
Lam Research
LRCX
$382B
$114M 0.1%
6,341,940
+1,080,660
+21% +$18M
PLD icon
189
Prologis
PLD
$138B
$113M 0.1%
1,575,561
+38,750
+3% +$2.64M
ETR icon
190
Entergy
ETR
$54.1B
$112M 0.1%
2,346,414
+290,578
+14% +$13.1M
ORLY icon
191
O'Reilly Automotive
ORLY
$72.4B
$112M 0.1%
4,323,240
+221,070
+5% +$5.35M
HPQ icon
192
HP
HPQ
$23.5B
$112M 0.1%
5,759,097
-1,148,274
-17% -$24.3M
ED icon
193
Consolidated Edison
ED
$41.6B
$111M 0.1%
1,313,748
+53,601
+4% +$4.28M
MTD icon
194
Mettler-Toledo International
MTD
$26.8B
$110M 0.1%
152,644
-5,786
-4% -$3.76M
TM icon
195
Toyota
TM
$210B
$110M 0.09%
929,596
+30,926
+3% +$3.74M
RHT
196
DELISTED
Red Hat Inc
RHT
$110M 0.09%
599,839
+52,163
+10% +$9.35M
TDG icon
197
TransDigm Group
TDG
$69.2B
$109M 0.09%
240,980
+7,189
+3% +$2.92M
SHY icon
198
iShares 1-3 Year Treasury Bond ETF
SHY
$25.4B
$109M 0.09%
1,293,317
+7,735
+0.6% +$648K
HPE icon
199
Hewlett Packard
HPE
$63.2B
$109M 0.09%
7,048,467
+204,553
+3% +$3.15M
FISV
200
Fiserv Inc
FISV
$27.2B
$108M 0.09%
1,228,043
+12,981
+1% +$1.07M
6 7
8
9 10

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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.