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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
OPLN
601
Openlane
OPLN
$4.25B
$28.6M 0.02%
1,473,010
-128,280
-8% -$2.42M
FFIV icon
602
F5
FFIV
$23B
$28.6M 0.02%
182,129
+1,313
+0.7% +$211K
WDAY icon
603
Workday
WDAY
$36.4B
$28.6M 0.02%
148,118
+8,714
+6% +$1.58M
TECD
604
DELISTED
Tech Data Corp
TECD
$28.6M 0.02%
278,815
+22,004
+9% +$2.15M
AIZ icon
605
Assurant
AIZ
$13.7B
$28.5M 0.02%
300,165
-153,354
-34% -$14.8M
JKHY icon
606
Jack Henry & Associates
JKHY
$10.9B
$28.5M 0.02%
205,238
-1,957
-0.9% -$259K
TCOM icon
607
Trip.com Group
TCOM
$28.2B
$28.4M 0.02%
650,192
-26,842
-4% -$942K
MFA
608
MFA Financial
MFA
$927M
$28.4M 0.02%
976,815
+403,769
+70% +$11.7M
ERIC icon
609
Ericsson
ERIC
$31.8B
$28.3M 0.02%
3,082,665
+133,425
+5% +$1.21M
UBS icon
610
UBS Group
UBS
$172B
$28.3M 0.02%
2,336,270
+14,087
+0.6% +$178K
E icon
611
ENI
E
$73.5B
$28.2M 0.02%
801,435
+36,210
+5% +$1.23M
HLF icon
612
Herbalife
HLF
$1.26B
$28.2M 0.02%
532,804
-85,934
-14% -$4.94M
VALE icon
613
Vale
VALE
$62.9B
$28.1M 0.02%
2,151,423
-233,878
-10% -$3.03M
BNS icon
614
Scotiabank
BNS
$106B
$28M 0.02%
525,470
+4,590
+0.9% +$252K
HUN icon
615
Huntsman Corp
HUN
$2.06B
$28M 0.02%
1,243,543
-119,450
-9% -$2.69M
MDY icon
616
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.9B
$28M 0.02%
80,960
-9,036
-10% -$3.04M
OHI icon
617
Omega Healthcare
OHI
$15.3B
$27.9M 0.02%
731,379
+258,849
+55% +$9.6M
TSS
618
DELISTED
Total System Services, Inc.
TSS
$27.8M 0.02%
292,165
-7,393
-2% -$668K
ATO icon
619
Atmos Energy
ATO
$29.7B
$27.7M 0.02%
268,955
-9
-0% -$877
COO icon
620
Cooper Companies
COO
$13.7B
$27.6M 0.02%
373,320
+33,396
+10% +$2.33M
CP icon
621
Canadian Pacific Kansas City
CP
$81.1B
$27.6M 0.02%
670,775
-28,975
-4% -$1.16M
BCE icon
622
BCE
BCE
$19.8B
$27.5M 0.02%
620,373
+31,164
+5% +$1.34M
SEE
623
DELISTED
Sealed Air
SEE
$27.5M 0.02%
597,304
+54,359
+10% +$2.26M
NFJ
624
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.41B
$27.4M 0.02%
2,274,302
+177,448
+8% +$2.1M
BPOP icon
625
Popular Inc
BPOP
$10.9B
$27.4M 0.02%
525,747
+23,431
+5% +$1.25M
23 24
25
26 27

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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.