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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
MSFT icon
1
Microsoft
MSFT
$2.83T
$2.72B 2.35%
23,048,794
+695,915
+3% +$75.9M
AAPL icon
2
Apple
AAPL
$4.71T
$2.57B 2.22%
54,151,528
+1,727,544
+3% +$73.3M
IVV icon
3
iShares Core S&P 500 ETF
IVV
$874B
$2.45B 2.12%
8,625,717
-1,167,082
-12% -$319M
VOO icon
4
Vanguard S&P 500 ETF
VOO
$966B
$2.39B 2.07%
9,209,997
-24,534
-0.3% -$6.13M
AMZN icon
5
Amazon
AMZN
$2.52T
$2.02B 1.74%
22,664,180
+1,081,480
+5% +$90M
JNJ icon
6
Johnson & Johnson
JNJ
$622B
$1.35B 1.17%
9,686,855
+423,403
+5% +$56.7M
META icon
7
Meta Platforms (Facebook)
META
$1.54T
$1.3B 1.13%
7,826,852
+684,522
+10% +$109M
GOOGL icon
8
Alphabet (Google) Class A
GOOGL
$3.9T
$1.17B 1.01%
19,956,220
+1,006,780
+5% +$56.8M
JPM icon
9
JPMorgan Chase
JPM
$924B
$1.1B 0.95%
10,882,640
+217,760
+2% +$22.4M
XOM icon
10
ExxonMobil
XOM
$653B
$993M 0.86%
12,285,363
+939,837
+8% +$71.7M
V icon
11
Visa
V
$666B
$975M 0.84%
6,243,975
+181,166
+3% +$26.1M
UNH icon
12
UnitedHealth
UNH
$384B
$955M 0.83%
3,862,437
-18,848
-0.5% -$4.81M
PFE icon
13
Pfizer
PFE
$142B
$926M 0.8%
22,976,377
+368,394
+2% +$14.8M
BRK.B icon
14
Berkshire Hathaway Class B
BRK.B
$1.05T
$906M 0.78%
4,507,528
+66,755
+2% +$13.5M
MRK icon
15
Merck
MRK
$322B
$900M 0.78%
11,337,590
+540,074
+5% +$40.4M
INTC icon
16
Intel
INTC
$503B
$880M 0.76%
16,389,610
+121,049
+0.7% +$6.14M
CSCO icon
17
Cisco
CSCO
$445B
$873M 0.75%
16,175,718
-163,527
-1% -$7.95M
PG icon
18
Procter & Gamble
PG
$340B
$861M 0.74%
8,277,199
+401,013
+5% +$39M
VZ icon
19
Verizon
VZ
$184B
$861M 0.74%
14,561,340
+606,375
+4% +$34.3M
CVX icon
20
Chevron
CVX
$390B
$857M 0.74%
6,956,946
+283,094
+4% +$33.5M
GOOG icon
21
Alphabet (Google) Class C
GOOG
$3.9T
$822M 0.71%
14,005,140
+400,540
+3% +$22.5M
BAC icon
22
Bank of America
BAC
$429B
$751M 0.65%
27,205,066
+901,256
+3% +$25.5M
T icon
23
AT&T
T
$160B
$719M 0.62%
30,364,876
+2,285,420
+8% +$52.6M
MA icon
24
Mastercard
MA
$466B
$716M 0.62%
3,040,557
-73,718
-2% -$15.9M
HD icon
25
Home Depot
HD
$323B
$714M 0.62%
3,721,997
+199,071
+6% +$36.5M
1
2 3 4 5

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MCM
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PSUF
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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.