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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
WWD icon
826
Woodward
WWD
$24.5B
$18M 0.02%
189,265
+17,029
+10% +$1.51M
G icon
827
Genpact
G
$5.83B
$17.9M 0.02%
509,428
-129,520
-20% -$4.09M
CIG icon
828
CEMIG Preferred Shares
CIG
$6.26B
$17.8M 0.02%
9,794,898
+940,305
+11% +$1.77M
CUK
829
DELISTED
Carnival PLC
CUK
$17.8M 0.02%
357,226
-62,736
-15% -$3.43M
FRT icon
830
Federal Realty Investment Trust
FRT
$11B
$17.8M 0.02%
129,068
+2,050
+2% +$268K
GIL icon
831
Gildan
GIL
$9.52B
$17.8M 0.02%
494,441
+7,734
+2% +$265K
SUI icon
832
Sun Communities
SUI
$15.6B
$17.8M 0.02%
149,822
+20,229
+16% +$2.25M
DELL icon
833
Dell
DELL
$241B
$17.7M 0.02%
595,376
+79,460
+15% +$2.09M
TTWO icon
834
Take-Two Interactive
TTWO
$45.3B
$17.7M 0.02%
187,472
+7,084
+4% +$687K
BFH icon
835
Bread Financial
BFH
$4.24B
$17.7M 0.02%
126,681
+28,016
+28% +$3.81M
SLGN icon
836
Silgan Holdings
SLGN
$5.05B
$17.6M 0.02%
595,633
+55,828
+10% +$1.54M
NBR icon
837
Nabors Industries
NBR
$1.13B
$17.6M 0.02%
102,469
+31,450
+44% +$4.89M
COLM icon
838
Columbia Sportswear
COLM
$3.29B
$17.6M 0.02%
168,836
+26,398
+19% +$2.54M
SMCI icon
839
Super Micro Computer
SMCI
$18.1B
$17.6M 0.02%
8,317,020
-4,539,320
-35% -$9.59M
EAT icon
840
Brinker International
EAT
$8.46B
$17.5M 0.02%
393,431
-37,279
-9% -$1.68M
JQC icon
841
Nuveen Credit Strategies Income Fund
JQC
$704M
$17.4M 0.02%
2,256,017
-133,084
-6% -$1.03M
BX icon
842
Blackstone
BX
$105B
$17.4M 0.02%
498,277
-18,685
-4% -$623K
CY
843
DELISTED
Cypress Semiconductor
CY
$17.3M 0.02%
1,160,268
-163,948
-12% -$2.38M
NMR icon
844
Nomura Holdings
NMR
$28.1B
$17.3M 0.01%
4,818,751
+1,410,697
+41% +$5.52M
TWLO icon
845
Twilio
TWLO
$29.1B
$17.3M 0.01%
133,877
+36,724
+38% +$4.14M
Y
846
DELISTED
Alleghany Corp
Y
$17.3M 0.01%
28,193
+2,863
+11% +$1.79M
ORI icon
847
Old Republic International
ORI
$10.7B
$17.3M 0.01%
824,871
+60,920
+8% +$1.27M
NATI
848
DELISTED
National Instruments Corp
NATI
$17.2M 0.01%
387,449
+36,175
+10% +$1.64M
ENSG icon
849
The Ensign Group
ENSG
$10.6B
$17.2M 0.01%
358,876
+41,988
+13% +$1.83M
GIB icon
850
CGI
GIB
$15.1B
$17.2M 0.01%
249,830
+24,459
+11% +$1.62M
32 33
34
35 36

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AF
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MCM
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PSUF
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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.