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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
QRVO icon
801
Qorvo
QRVO
$7.97B
$19M 0.02%
265,374
-6,931
-3% -$459K
AGNC icon
802
AGNC Investment
AGNC
$12.7B
$19M 0.02%
1,053,893
-183,488
-15% -$3.28M
MGLN
803
DELISTED
Magellan Health Services, Inc.
MGLN
$19M 0.02%
287,567
+100,981
+54% +$6.48M
CPT icon
804
Camden Property Trust
CPT
$11.4B
$18.9M 0.02%
186,227
+25,568
+16% +$2.46M
HTZ
805
DELISTED
Hertz Global Holdings, Inc.
HTZ
$18.9M 0.02%
1,249,576
+113,506
+10% +$1.65M
BG icon
806
Bunge Global
BG
$23.1B
$18.8M 0.02%
354,168
+1,969
+0.6% +$104K
CRL icon
807
Charles River Laboratories
CRL
$11.3B
$18.7M 0.02%
128,800
-2,811
-2% -$369K
ROL icon
808
Rollins
ROL
$18.9B
$18.7M 0.02%
673,574
+48,852
+8% +$1.27M
ORAN
809
DELISTED
Orange
ORAN
$18.6M 0.02%
1,142,655
-240,346
-17% -$3.73M
ZD icon
810
Ziff Davis
ZD
$1.95B
$18.6M 0.02%
246,370
+63,574
+35% +$4.39M
DISCK
811
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$18.5M 0.02%
728,759
+88,828
+14% +$2.32M
MT icon
812
ArcelorMittal
MT
$50.2B
$18.5M 0.02%
907,209
+17,804
+2% +$394K
NGVT icon
813
Ingevity
NGVT
$2.63B
$18.5M 0.02%
175,014
+14,264
+9% +$1.43M
PPC icon
814
Pilgrim's Pride
PPC
$7.25B
$18.5M 0.02%
827,767
-10,014
-1% -$196K
AFG icon
815
American Financial Group
AFG
$12.2B
$18.4M 0.02%
191,694
-43,835
-19% -$4.2M
DRE
816
DELISTED
Duke Realty Corp.
DRE
$18.4M 0.02%
602,928
+5,943
+1% +$174K
TDS icon
817
Telephone and Data Systems
TDS
$3.84B
$18.4M 0.02%
599,117
-58,613
-9% -$2M
IPGP icon
818
IPG Photonics
IPGP
$3.5B
$18.4M 0.02%
121,281
+618
+0.5% +$87.5K
MFGP
819
DELISTED
Micro Focus International plc. American Depositary Shares, each representing One Ordinary Share
MFGP
$18.4M 0.02%
589,637
+69,478
+13% +$1.85M
PC
820
DELISTED
PANASONIC CORP ADR (REP 1 SHR COM STK) (JP)
PC
$18.3M 0.02%
2,109,654
+4,912
+0.2% +$42.6K
RP
821
DELISTED
RealPage, Inc.
RP
$18.3M 0.02%
301,305
+161,841
+116% +$9.28M
WIT icon
822
Wipro
WIT
$19.2B
$18.3M 0.02%
9,181,394
+625,047
+7% +$1.27M
TNL icon
823
Travel + Leisure Co
TNL
$4.71B
$18.2M 0.02%
450,529
+21,047
+5% +$886K
QVCGA
824
DELISTED
QVC Group Inc Series A
QVCGA
$18.2M 0.02%
23,510
-4,128
-15% -$3.98M
BN icon
825
Brookfield
BN
$102B
$18.2M 0.02%
1,095,173
+181,126
+20% +$2.82M
31 32
33
34 35

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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.