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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
STT icon
201
State Street
STT
$50.9B
$108M 0.09%
1,643,631
+85,073
+5% +$5.9M
GD icon
202
General Dynamics
GD
$105B
$108M 0.09%
636,208
+21,992
+4% +$3.71M
TTE icon
203
TotalEnergies
TTE
$193B
$108M 0.09%
1,931,755
+157,744
+9% +$8.78M
XLNX
204
DELISTED
Xilinx Inc
XLNX
$107M 0.09%
845,940
+136,998
+19% +$15.4M
AGN
205
DELISTED
Allergan plc
AGN
$107M 0.09%
731,649
+112,421
+18% +$16.3M
MAR icon
206
Marriott International
MAR
$98.7B
$107M 0.09%
856,338
+20,458
+2% +$2.41M
AZN icon
207
AstraZeneca
AZN
$263B
$106M 0.09%
1,308,951
+73,779
+6% +$5.82M
CMI icon
208
Cummins
CMI
$91.7B
$106M 0.09%
671,645
+7,752
+1% +$1.16M
ADM icon
209
Archer Daniels Midland
ADM
$41.4B
$106M 0.09%
2,457,245
+112,841
+5% +$4.83M
GWW icon
210
W.W. Grainger
GWW
$65.3B
$106M 0.09%
350,624
-27,167
-7% -$8.08M
NVO
211
Novo Nordisk
NVO
$216B
$105M 0.09%
4,010,782
+85,038
+2% +$2.09M
PEG icon
212
Public Service Enterprise Group
PEG
$39.8B
$104M 0.09%
1,755,941
+115,941
+7% +$6.48M
EBAY icon
213
eBay
EBAY
$48.6B
$104M 0.09%
2,807,986
+184,310
+7% +$6.39M
CLX icon
214
Clorox
CLX
$11.6B
$103M 0.09%
639,584
-28,538
-4% -$4.43M
RF icon
215
Regions Financial
RF
$26.3B
$102M 0.09%
7,228,777
+188,990
+3% +$2.89M
REGN icon
216
Regeneron Pharmaceuticals
REGN
$68.8B
$102M 0.09%
247,864
+10,217
+4% +$4.21M
AON icon
217
Aon
AON
$77.3B
$101M 0.09%
593,399
+12,678
+2% +$2.06M
VNQ icon
218
Vanguard Real Estate ETF
VNQ
$39.9B
$100M 0.09%
1,155,481
+104,314
+10% +$8.62M
FE icon
219
FirstEnergy
FE
$28.9B
$100M 0.09%
2,407,777
+318,551
+15% +$12.7M
SPTM icon
220
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
$13.5B
$99.4M 0.09%
2,824,422
+41,905
+2% +$1.42M
TFC icon
221
Truist Financial
TFC
$63.2B
$98.9M 0.09%
2,125,089
+28,945
+1% +$1.41M
F icon
222
Ford
F
$57.3B
$98.7M 0.09%
11,237,829
+1,232,732
+12% +$10.6M
TSN icon
223
Tyson Foods
TSN
$20.2B
$98.3M 0.08%
1,415,912
+138,686
+11% +$8.59M
BHP icon
224
BHP
BHP
$213B
$98M 0.08%
2,009,253
+38,917
+2% +$1.77M
WEC icon
225
WEC Energy
WEC
$37.7B
$97.1M 0.08%
1,228,127
+69,110
+6% +$5.13M
7 8
9
10 11

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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.