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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
LSXMK
626
DELISTED
Liberty Media Corporation Series C Liberty SiriusXM Common Stock
LSXMK
$27.4M 0.02%
940,381
+55,419
+6% +$1.67M
PHG icon
627
Philips
PHG
$24.3B
$27.4M 0.02%
863,009
+16,323
+2% +$486K
DVA icon
628
DaVita
DVA
$15.2B
$27.3M 0.02%
503,062
+117,554
+30% +$6.51M
RMD icon
629
ResMed
RMD
$29.5B
$27.2M 0.02%
261,216
+13,638
+6% +$1.41M
MAN icon
630
ManpowerGroup
MAN
$2.5B
$27.1M 0.02%
328,131
+26,730
+9% +$2.11M
EXR icon
631
Extra Space Storage
EXR
$31.3B
$27M 0.02%
265,290
+34,259
+15% +$3.29M
MKTX icon
632
MarketAxess Holdings
MKTX
$4.19B
$27M 0.02%
109,861
+6,433
+6% +$1.46M
NOK icon
633
Nokia
NOK
$51.8B
$27M 0.02%
4,711,828
+134,371
+3% +$822K
CHT icon
634
Chunghwa Telecom
CHT
$33.4B
$26.9M 0.02%
756,329
+68,821
+10% +$2.4M
BIG
635
DELISTED
Big Lots, Inc.
BIG
$26.8M 0.02%
705,936
-6,805
-1% -$222K
ET icon
636
Energy Transfer Partners
ET
$68.5B
$26.8M 0.02%
1,741,593
+742,186
+74% +$11M
CIB icon
637
Grupo Cibest SA
CIB
$20.9B
$26.7M 0.02%
523,431
-25,758
-5% -$1.2M
RVTY icon
638
Revvity
RVTY
$12.1B
$26.7M 0.02%
277,267
+9,985
+4% +$899K
NBL
639
DELISTED
Noble Energy, Inc.
NBL
$26.5M 0.02%
1,071,201
+123,198
+13% +$2.79M
EQNR icon
640
Equinor
EQNR
$91.4B
$26.3M 0.02%
1,199,236
+46,268
+4% +$1.04M
CBOE icon
641
Cboe Global Markets
CBOE
$30.2B
$26.3M 0.02%
275,877
-26,896
-9% -$2.55M
UDR icon
642
UDR
UDR
$12.8B
$26.3M 0.02%
577,799
+37,170
+7% +$1.61M
SIVB
643
DELISTED
SVB Financial Group
SIVB
$26.3M 0.02%
118,089
+6,277
+6% +$1.46M
EC icon
644
Ecopetrol
EC
$32.5B
$26.2M 0.02%
1,223,018
-132,126
-10% -$2.59M
TRIP icon
645
TripAdvisor
TRIP
$1.66B
$26.1M 0.02%
506,962
-127,303
-20% -$6.97M
BIO icon
646
Bio-Rad Laboratories Class A
BIO
$8.47B
$26M 0.02%
84,946
+4,328
+5% +$1.17M
AOD
647
abrdn Total Dynamic Dividend Fund
AOD
$1.1B
$26M 0.02%
3,147,221
+198,740
+7% +$1.61M
SKX
648
DELISTED
Skechers
SKX
$25.9M 0.02%
771,156
-102,086
-12% -$3.05M
BBWI icon
649
Bath & Body Works
BBWI
$4.13B
$25.9M 0.02%
1,160,071
-32,456
-3% -$714K
ON icon
650
ON Semiconductor
ON
$34.7B
$25.8M 0.02%
1,253,031
-97,777
-7% -$2.02M
24 25
26
27 28

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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.