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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
CEO
851
DELISTED
CNOOC Limited
CEO
$17.1M 0.01%
92,266
+5,683
+7% +$962K
ALK icon
852
Alaska Air
ALK
$5.54B
$17.1M 0.01%
304,461
-98,657
-24% -$6.02M
LEG icon
853
Leggett & Platt
LEG
$1.47B
$17M 0.01%
403,457
+2,871
+0.7% +$121K
VNO icon
854
Vornado Realty Trust
VNO
$7.41B
$16.9M 0.01%
250,543
+6,157
+3% +$413K
CM icon
855
Canadian Imperial Bank of Commerce
CM
$109B
$16.9M 0.01%
426,934
+29,732
+7% +$1.23M
TER icon
856
Teradyne
TER
$48.9B
$16.9M 0.01%
423,175
-6,550
-2% -$245K
MDU icon
857
MDU Resources
MDU
$4.36B
$16.8M 0.01%
1,714,767
+230,941
+16% +$2.24M
EPAM icon
858
EPAM Systems
EPAM
$5.26B
$16.8M 0.01%
99,336
+21,172
+27% +$3.17M
IIM icon
859
Invesco Value Municipal Income Trust
IIM
$590M
$16.8M 0.01%
1,163,786
+293,607
+34% +$4.21M
IRDM icon
860
Iridium Communications
IRDM
$4.81B
$16.8M 0.01%
634,233
+55,962
+10% +$1.2M
POOL icon
861
Pool Corp
POOL
$6.84B
$16.7M 0.01%
101,183
+7,151
+8% +$1.11M
HXL icon
862
Hexcel
HXL
$8.3B
$16.7M 0.01%
240,804
-7,818
-3% -$526K
FLS icon
863
Flowserve
FLS
$9.4B
$16.7M 0.01%
368,895
-7,312
-2% -$319K
KEP icon
864
Korea Electric Power
KEP
$15.1B
$16.6M 0.01%
1,279,399
+120,052
+10% +$1.79M
CPB icon
865
Campbell Soup
CPB
$6.83B
$16.6M 0.01%
436,469
-332,670
-43% -$11.7M
BPL
866
DELISTED
Buckeye Partners, L.P.
BPL
$16.6M 0.01%
489,128
+133,276
+37% +$4.31M
NGHC
867
DELISTED
National General Holdings Corp
NGHC
$16.6M 0.01%
698,326
-157,146
-18% -$3.87M
TEF
868
DELISTED
Telefonica
TEF
$16.6M 0.01%
2,452,724
+115,978
+5% +$811K
PBF icon
869
PBF Energy
PBF
$7.15B
$16.5M 0.01%
530,274
-92,144
-15% -$3.1M
MIC
870
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$16.4M 0.01%
398,370
+48,241
+14% +$1.98M
EHC icon
871
Encompass Health
EHC
$11.6B
$16.4M 0.01%
353,070
+19,643
+6% +$995K
DISH
872
DELISTED
DISH Network Corp.
DISH
$16.4M 0.01%
516,847
+134,869
+35% +$4.13M
STM icon
873
STMicroelectronics
STM
$45.3B
$16.4M 0.01%
1,101,103
+27,302
+3% +$423K
BOH icon
874
Bank of Hawaii
BOH
$3.19B
$16.3M 0.01%
207,227
-7,259
-3% -$569K
LPL icon
875
LG Display
LPL
$2.96B
$16.2M 0.01%
1,877,619
+362,688
+24% +$3.23M
33 34
35
36 37

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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.