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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
ST icon
726
Sensata Technologies
ST
$6.75B
$21.7M 0.02%
481,432
+107,092
+29% +$5.08M
AKZOY
727
DELISTED
Akzo Nobel NV
AKZOY
$21.7M 0.02%
733,398
-132,604
-15% -$3.92M
STLD icon
728
Steel Dynamics
STLD
$36.1B
$21.6M 0.02%
612,434
+16,455
+3% +$585K
HAS icon
729
Hasbro
HAS
$12.8B
$21.6M 0.02%
253,972
-16,251
-6% -$1.42M
TRI icon
730
Thomson Reuters
TRI
$42.7B
$21.6M 0.02%
345,888
-1,915
-0.6% -$107K
AVT icon
731
Avnet
AVT
$7.25B
$21.6M 0.02%
496,998
+20,222
+4% +$853K
AIV
732
Aimco
AIV
$377M
$21.5M 0.02%
3,216,238
+144,424
+5% +$931K
NAVI icon
733
Navient
NAVI
$809M
$21.5M 0.02%
1,856,631
-232,915
-11% -$2.67M
ALSN icon
734
Allison Transmission
ALSN
$10.1B
$21.4M 0.02%
476,534
+2,805
+0.6% +$133K
ALLE icon
735
Allegion
ALLE
$13.4B
$21.4M 0.02%
235,410
+26,352
+13% +$2.29M
UGI icon
736
UGI
UGI
$7.91B
$21.3M 0.02%
385,211
+25,981
+7% +$1.42M
ABEV icon
737
Ambev
ABEV
$47.4B
$21.3M 0.02%
4,961,843
+302,617
+6% +$1.39M
TECH icon
738
Bio-Techne
TECH
$11.2B
$21.3M 0.02%
429,188
-21,020
-5% -$946K
VTRS icon
739
Viatris
VTRS
$20.5B
$21.3M 0.02%
750,541
+119,174
+19% +$3.48M
HDS
740
DELISTED
HD Supply Holdings, Inc.
HDS
$21.3M 0.02%
490,608
+267,471
+120% +$11.1M
THC icon
741
Tenet Healthcare
THC
$21B
$21.2M 0.02%
736,389
-105,948
-13% -$2.62M
PRGO icon
742
Perrigo
PRGO
$1.4B
$21.2M 0.02%
439,191
+261,266
+147% +$12.2M
LNG icon
743
Cheniere Energy
LNG
$53.6B
$21.1M 0.02%
308,948
+11,083
+4% +$728K
DXCM icon
744
DexCom
DXCM
$28.3B
$21.1M 0.02%
707,112
-100,072
-12% -$3.52M
MGM icon
745
MGM Resorts International
MGM
$11.8B
$21M 0.02%
816,990
-7,947
-1% -$218K
EEFT icon
746
Euronet Worldwide
EEFT
$3.01B
$21M 0.02%
146,990
+24,862
+20% +$3.1M
SEIC icon
747
SEI Investments
SEIC
$12.2B
$20.9M 0.02%
400,492
+18,746
+5% +$939K
UAA icon
748
Under Armour
UAA
$3.02B
$20.9M 0.02%
988,645
+5,181
+0.5% +$109K
CHE icon
749
Chemed
CHE
$6.76B
$20.8M 0.02%
65,127
-969
-1% -$298K
B
750
Barrick Mining
B
$62.6B
$20.8M 0.02%
+1,519,924
New +$19.6M
28 29
30
31 32

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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.