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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
BDJ icon
751
BlackRock Enhanced Equity Dividend Trust
BDJ
$1.7B
$20.7M 0.02%
2,422,732
+114,714
+5% +$969K
NWG icon
752
NatWest
NWG
$72.8B
$20.7M 0.02%
2,944,741
+436,852
+17% +$3.06M
ICLR icon
753
Icon
ICLR
$13B
$20.7M 0.02%
151,352
+1,003
+0.7% +$137K
CSL icon
754
Carlisle Companies
CSL
$13.8B
$20.7M 0.02%
168,467
-7,749
-4% -$895K
REG icon
755
Regency Centers
REG
$15.1B
$20.6M 0.02%
305,875
+9,949
+3% +$635K
AFB
756
AllianceBernstein National Municipal Income Fund
AFB
$314M
$20.6M 0.02%
1,593,695
+275,923
+21% +$3.5M
ARE icon
757
Alexandria Real Estate Equities
ARE
$8.96B
$20.6M 0.02%
144,760
+9,193
+7% +$1.21M
STLA icon
758
Stellantis
STLA
$16.5B
$20.6M 0.02%
1,383,956
-114,219
-8% -$1.76M
DKS icon
759
Dick's Sporting Goods
DKS
$18.4B
$20.5M 0.02%
556,121
-68,330
-11% -$2.43M
OSK icon
760
Oshkosh
OSK
$9.66B
$20.5M 0.02%
272,374
-12,174
-4% -$899K
BURL icon
761
Burlington
BURL
$22.5B
$20.4M 0.02%
130,406
+10,757
+9% +$1.73M
MORN icon
762
Morningstar
MORN
$6.94B
$20.4M 0.02%
161,842
-6,823
-4% -$820K
LPLA icon
763
LPL Financial
LPLA
$26.5B
$20.3M 0.02%
291,681
-71,024
-20% -$5.12M
TYL icon
764
Tyler Technologies
TYL
$13B
$20.3M 0.02%
99,220
+17,775
+22% +$3.52M
POR icon
765
Portland General Electric
POR
$5.93B
$20.2M 0.02%
388,876
-229
-0.1% -$11.2K
NWE icon
766
NorthWestern Energy
NWE
$4.44B
$20.2M 0.02%
286,222
+7,451
+3% +$489K
DB icon
767
Deutsche Bank
DB
$67.9B
$20.1M 0.02%
2,477,373
+799,044
+48% +$7M
JAZZ icon
768
Jazz Pharmaceuticals
JAZZ
$16B
$20.1M 0.02%
140,676
+46,507
+49% +$6.07M
SIX
769
DELISTED
Six Flags Entertainment Corp.
SIX
$20.1M 0.02%
407,252
-833
-0.2% -$47.1K
FTI icon
770
TechnipFMC
FTI
$29.9B
$20.1M 0.02%
1,146,659
+152,668
+15% +$2.58M
OZK icon
771
Bank OZK
OZK
$5.5B
$20.1M 0.02%
692,259
+93,681
+16% +$2.84M
HE icon
772
Hawaiian Electric Industries
HE
$2.28B
$20M 0.02%
489,735
+11,836
+2% +$450K
MTN icon
773
Vail Resorts
MTN
$5.28B
$19.9M 0.02%
91,740
+20,211
+28% +$4.13M
EPR icon
774
EPR Properties
EPR
$4.85B
$19.9M 0.02%
259,120
+5,389
+2% +$392K
SC
775
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$19.9M 0.02%
941,877
-451,921
-32% -$9.01M
29 30
31
32 33

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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.