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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
BBVA icon
651
Banco Bilbao Vizcaya Argentaria
BBVA
$147B
$25.8M 0.02%
4,495,108
+755,725
+20% +$4.45M
FLG
652
Flagstar Bank National Association
FLG
$5.74B
$25.7M 0.02%
740,198
+37,993
+5% +$1.31M
FLIR
653
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$25.7M 0.02%
539,847
+14,294
+3% +$691K
BKU icon
654
Bankunited
BKU
$3.36B
$25.6M 0.02%
767,929
+87,052
+13% +$3M
RIG icon
655
Transocean
RIG
$5.84B
$25.6M 0.02%
2,938,411
+571,749
+24% +$4.9M
AEL
656
DELISTED
American Equity Investment Life Holding Company
AEL
$25.6M 0.02%
946,681
-113,535
-11% -$3.44M
IUSV icon
657
iShares Core S&P US Value ETF
IUSV
$27.3B
$25.5M 0.02%
464,933
-155,405
-25% -$8.3M
BNL
658
DELISTED
BUNZL PLC ADS (RP 5 ORD SHS)
BNL
$25.5M 0.02%
774,482
-16,028
-2% -$527K
KKR icon
659
KKR & Co
KKR
$91.3B
$25.4M 0.02%
1,080,635
-58,210
-5% -$1.33M
LYV icon
660
Live Nation Entertainment
LYV
$41.7B
$25.3M 0.02%
397,806
+96,716
+32% +$5.49M
CRH icon
661
CRH
CRH
$68.7B
$25.3M 0.02%
815,049
+104,297
+15% +$3.13M
FCN icon
662
FTI Consulting
FCN
$4.88B
$25.1M 0.02%
326,528
+4,525
+1% +$319K
TEVA icon
663
Teva Pharmaceuticals
TEVA
$36.2B
$25M 0.02%
1,596,885
+110,968
+7% +$1.96M
SHG icon
664
Shinhan Financial Group
SHG
$33.6B
$25M 0.02%
672,780
+154,107
+30% +$5.79M
MLM icon
665
Martin Marietta Materials
MLM
$34.3B
$24.9M 0.02%
123,913
+4,886
+4% +$912K
TLS
666
DELISTED
TELSTRA CRP LTD ADS(RP 5 ORD)
TLS
$24.9M 0.02%
2,113,844
+159,448
+8% +$1.88M
RS icon
667
Reliance Steel & Aluminium
RS
$20.6B
$24.9M 0.02%
275,598
+11,978
+5% +$998K
CCK icon
668
Crown Holdings
CCK
$12.9B
$24.9M 0.02%
455,414
+36,465
+9% +$1.88M
UFS
669
DELISTED
DOMTAR CORPORATION (New)
UFS
$24.8M 0.02%
500,058
+294
+0.1% +$14K
IFF icon
670
International Flavors & Fragrances
IFF
$19.5B
$24.8M 0.02%
192,465
+2,712
+1% +$360K
SNA icon
671
Snap-on
SNA
$21.1B
$24.8M 0.02%
158,143
+5,622
+4% +$893K
FNB icon
672
FNB Corp
FNB
$6.71B
$24.7M 0.02%
2,331,014
-271,662
-10% -$3.13M
UMPQ
673
DELISTED
Umpqua Holdings Corp
UMPQ
$24.7M 0.02%
1,496,733
+256,373
+21% +$4.51M
KNBWY
674
DELISTED
KIRIN BREWERY LTD SPONSORED ADR
KNBWY
$24.6M 0.02%
1,022,949
-35,206
-3% -$848K
MFC icon
675
Manulife Financial
MFC
$73.2B
$24.6M 0.02%
1,456,588
-60,837
-4% -$989K
25 26
27
28 29

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AF
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MCM
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PSUF
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IA
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SCC
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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.