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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
BBBY
526
DELISTED
Bed Bath & Beyond Inc
BBBY
$34.3M 0.03%
2,016,454
+139,047
+7% +$2.1M
CS
527
DELISTED
Credit Suisse Group
CS
$34.2M 0.03%
2,938,799
+374,278
+15% +$4.47M
BCS icon
528
Barclays
BCS
$96.3B
$34.2M 0.03%
4,361,223
+822,728
+23% +$6.61M
WCG
529
DELISTED
Wellcare Health Plans, Inc.
WCG
$34M 0.03%
126,125
+4,776
+4% +$1.23M
CHRW icon
530
C.H. Robinson
CHRW
$20.6B
$34M 0.03%
391,023
+18,067
+5% +$1.59M
KSU
531
DELISTED
Kansas City Southern
KSU
$34M 0.03%
293,005
-5,504
-2% -$594K
MPT
532
Medical Properties Trust
MPT
$2.86B
$33.9M 0.03%
1,830,616
+286,057
+19% +$5.1M
HII icon
533
Huntington Ingalls Industries
HII
$11.4B
$33.9M 0.03%
163,456
+3,838
+2% +$787K
SU icon
534
Suncor Energy
SU
$75.6B
$33.9M 0.03%
1,043,955
+111,829
+12% +$3.64M
WU icon
535
Western Union
WU
$2.55B
$33.7M 0.03%
1,827,070
-156,148
-8% -$2.81M
MMP
536
DELISTED
Magellan Midstream Partners, L.P.
MMP
$33.7M 0.03%
555,987
+162,077
+41% +$9.79M
CIT
537
DELISTED
CIT Group Inc.
CIT
$33.7M 0.03%
702,411
+40,659
+6% +$1.91M
NOV icon
538
NOV
NOV
$7.35B
$33.7M 0.03%
1,264,592
+139,984
+12% +$3.97M
LNT icon
539
Alliant Energy
LNT
$19.1B
$33.7M 0.03%
714,166
+27,251
+4% +$1.22M
RJF icon
540
Raymond James Financial
RJF
$33.3B
$33.6M 0.03%
626,910
+36,789
+6% +$1.97M
BAY
541
DELISTED
BAYER AG SPONS ADR
BAY
$33.4M 0.03%
2,076,018
+219,670
+12% +$3.54M
UNM icon
542
Unum
UNM
$13.8B
$33.4M 0.03%
986,440
+42,386
+4% +$1.48M
VMW
543
DELISTED
VMware, Inc
VMW
$33.3M 0.03%
184,698
+16,068
+10% +$2.62M
EFX icon
544
Equifax
EFX
$20.8B
$33.3M 0.03%
281,205
+12,187
+5% +$1.3M
HRL icon
545
Hormel Foods
HRL
$14.3B
$33.3M 0.03%
743,066
+30,720
+4% +$1.32M
MSGS icon
546
Madison Square Garden
MSGS
$9.57B
$33.1M 0.03%
158,282
+36,469
+30% +$7.41M
LULU icon
547
lululemon athletica
LULU
$13.4B
$32.8M 0.03%
200,367
-7,252
-3% -$1.06M
FDS icon
548
Factset
FDS
$9.46B
$32.6M 0.03%
131,502
-44,569
-25% -$9.97M
FTNT icon
549
Fortinet
FTNT
$112B
$32.6M 0.03%
1,943,220
+270,785
+16% +$4.32M
FUJI
550
DELISTED
FUJI FILM HOLDINGS ADR 2 ORD
FUJI
$32.6M 0.03%
715,721
+19,743
+3% +$899K
20 21
22
23 24

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MCM
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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.