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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
BMO icon
676
Bank of Montreal
BMO
$125B
$24.6M 0.02%
328,929
+8,567
+3% +$634K
PVH icon
677
PVH
PVH
$3.87B
$24.5M 0.02%
200,596
+22,451
+13% +$2.46M
LII icon
678
Lennox International
LII
$19B
$24.4M 0.02%
92,446
+1,735
+2% +$415K
IRM icon
679
Iron Mountain
IRM
$37.8B
$24.4M 0.02%
686,819
+16,920
+3% +$598K
PKX icon
680
POSCO
PKX
$16.1B
$24.2M 0.02%
439,104
+73,022
+20% +$4.23M
URBN icon
681
Urban Outfitters
URBN
$6.22B
$24.1M 0.02%
811,393
+524,469
+183% +$16.2M
SCM
682
DELISTED
SWISSCOM AG ADS(RP 1/10 REG SH
SCM
$24M 0.02%
490,416
-11,790
-2% -$576K
GLPI icon
683
Gaming and Leisure Properties
GLPI
$12.8B
$23.7M 0.02%
614,764
+128,392
+26% +$4.67M
ARW icon
684
Arrow Electronics
ARW
$10.9B
$23.6M 0.02%
306,497
+17,780
+6% +$1.36M
TRMB icon
685
Trimble
TRMB
$13B
$23.6M 0.02%
583,300
+27,112
+5% +$1.03M
BBL
686
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$23.6M 0.02%
488,001
-59,941
-11% -$2.69M
LGND icon
687
Ligand Pharmaceuticals
LGND
$5.96B
$23.5M 0.02%
300,167
+75,420
+34% +$5.71M
SVC
688
Service Properties Trust
SVC
$1.08B
$23.5M 0.02%
178,803
+22,413
+14% +$2.96M
ABMD
689
DELISTED
Abiomed Inc
ABMD
$23.5M 0.02%
82,286
+10,697
+15% +$3.56M
ANF icon
690
Abercrombie & Fitch
ANF
$4.41B
$23.5M 0.02%
855,877
-123,522
-13% -$2.77M
J icon
691
Jacobs Solutions
J
$16B
$23.5M 0.02%
377,070
+18,514
+5% +$1.04M
CNO icon
692
CNO Financial Group
CNO
$4.96B
$23.4M 0.02%
1,445,810
+57,127
+4% +$968K
USFD icon
693
US Foods
USFD
$21.9B
$23.3M 0.02%
668,608
+22,976
+4% +$788K
VE
694
DELISTED
VEOLIA ENVIRONNEMENT
VE
$23.2M 0.02%
1,038,983
+44,021
+4% +$983K
STWD icon
695
Starwood Property Trust
STWD
$6.15B
$23.1M 0.02%
1,034,592
-45,148
-4% -$985K
PNR icon
696
Pentair
PNR
$10.2B
$23.1M 0.02%
519,016
+65,509
+14% +$2.73M
LKQ icon
697
LKQ Corp
LKQ
$6.69B
$23.1M 0.02%
813,935
+86,874
+12% +$2.34M
MRVL icon
698
Marvell Technology
MRVL
$170B
$23.1M 0.02%
1,159,118
+97,229
+9% +$1.82M
THS
699
DELISTED
Treehouse Foods
THS
$23M 0.02%
356,136
+16,389
+5% +$966K
JWN
700
DELISTED
Nordstrom
JWN
$22.9M 0.02%
516,069
-27,573
-5% -$1.26M
26 27
28
29 30

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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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ACI
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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.