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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
WES icon
876
Western Midstream Partners
WES
$19.5B
$16.2M 0.01%
+515,719
New +$16.4M
NTES icon
877
NetEase
NTES
$82B
$16.1M 0.01%
334,410
+10,600
+3% +$504K
PDCO
878
DELISTED
Patterson Companies, Inc.
PDCO
$16.1M 0.01%
738,441
+60,972
+9% +$1.35M
ISD
879
PGIM High Yield Bond Fund
ISD
$415M
$16.1M 0.01%
1,134,568
+114,054
+11% +$1.59M
TGNA
880
DELISTED
TEGNA Inc
TGNA
$16.1M 0.01%
1,139,856
-174,938
-13% -$2.22M
ATR icon
881
AptarGroup
ATR
$8.75B
$16M 0.01%
150,844
+5,799
+4% +$579K
ZEN
882
DELISTED
ZENDESK INC
ZEN
$16M 0.01%
188,777
+27,813
+17% +$2.04M
BSMX
883
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
$16M 0.01%
2,366,839
-144,115
-6% -$984K
LOPE icon
884
Grand Canyon Education
LOPE
$4B
$16M 0.01%
139,908
-7,908
-5% -$815K
DDS icon
885
Dillards
DDS
$9.26B
$16M 0.01%
222,159
-20,181
-8% -$1.39M
WPP icon
886
WPP
WPP
$4.59B
$16M 0.01%
302,817
+40,219
+15% +$2.24M
WH icon
887
Wyndham Hotels & Resorts
WH
$5.59B
$16M 0.01%
319,611
-54,042
-14% -$2.73M
IDA icon
888
Idacorp
IDA
$8.23B
$16M 0.01%
160,372
-1,558
-1% -$151K
DHC
889
Diversified Healthcare Trust
DHC
$2.26B
$15.9M 0.01%
1,351,350
+172,886
+15% +$2.21M
NWSA icon
890
News Corp Class A
NWSA
$15.3B
$15.9M 0.01%
1,276,676
-13,282
-1% -$167K
BHF icon
891
Brighthouse Financial
BHF
$3.66B
$15.8M 0.01%
436,016
+79,333
+22% +$2.97M
JEF icon
892
Jefferies Financial Group
JEF
$13.2B
$15.8M 0.01%
939,514
+80,176
+9% +$1.42M
JD icon
893
JD.com
JD
$42.8B
$15.8M 0.01%
524,060
+48,934
+10% +$1.24M
HRC
894
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$15.8M 0.01%
149,080
+14,223
+11% +$1.43M
LM
895
DELISTED
Legg Mason, Inc.
LM
$15.8M 0.01%
576,100
+82,423
+17% +$2.36M
MLCO icon
896
Melco Resorts & Entertainment
MLCO
$2.18B
$15.8M 0.01%
697,969
-23
-0% -$500
PAGS icon
897
PagSeguro Digital
PAGS
$2.65B
$15.8M 0.01%
527,847
+57,585
+12% +$1.44M
SBH icon
898
Sally Beauty Holdings
SBH
$1.47B
$15.8M 0.01%
855,597
-9,560
-1% -$171K
SPB icon
899
Spectrum Brands
SPB
$2.07B
$15.7M 0.01%
287,374
+77,032
+37% +$4.12M
COUP
900
DELISTED
Coupa Software Incorporated
COUP
$15.6M 0.01%
171,999
+85,916
+100% +$7.36M
34 35
36
37 38

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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.