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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
WF icon
901
Woori Financial
WF
$15.9B
$15.6M 0.01%
435,123
-9,359
-2% -$364K
BSAC icon
902
Banco Santander Chile
BSAC
$16B
$15.6M 0.01%
524,656
-26,091
-5% -$814K
DIN icon
903
Dine Brands
DIN
$454M
$15.6M 0.01%
170,822
-6,528
-4% -$555K
BRX icon
904
Brixmor Property Group
BRX
$9.87B
$15.6M 0.01%
848,746
+188,591
+29% +$3.21M
ODFL icon
905
Old Dominion Freight Line
ODFL
$47.2B
$15.6M 0.01%
323,856
-38,679
-11% -$1.81M
MPWR icon
906
Monolithic Power Systems
MPWR
$63.4B
$15.6M 0.01%
115,009
+3,516
+3% +$461K
CDK
907
DELISTED
CDK Global, Inc.
CDK
$15.6M 0.01%
264,486
+19,771
+8% +$1.08M
SRPT icon
908
Sarepta Therapeutics
SRPT
$1.63B
$15.6M 0.01%
130,482
+8,709
+7% +$1.12M
SKYW icon
909
Skywest
SKYW
$4.5B
$15.5M 0.01%
285,720
-11,280
-4% -$579K
CC icon
910
Chemours
CC
$2.57B
$15.5M 0.01%
416,572
+61,642
+17% +$2.24M
WEN icon
911
Wendy's
WEN
$1.45B
$15.5M 0.01%
864,639
+62,868
+8% +$1.07M
WST icon
912
West Pharmaceutical
WST
$23.8B
$15.5M 0.01%
140,343
+9,867
+8% +$1.03M
SCO
913
DELISTED
SCOR ADS (ORD 1/10 SH FRF 25 P.V.)
SCO
$15.5M 0.01%
3,673,117
-165,334
-4% -$696K
ULTI
914
DELISTED
Ultimate Software Group Inc
ULTI
$15.5M 0.01%
46,809
-5,431
-10% -$1.66M
BWXT icon
915
BWX Technologies
BWXT
$15.4B
$15.4M 0.01%
309,939
+23,773
+8% +$1.12M
TRU icon
916
TransUnion
TRU
$16.4B
$15.3M 0.01%
228,993
+14,745
+7% +$913K
CGNX icon
917
Cognex
CGNX
$10B
$15.3M 0.01%
300,927
+34,734
+13% +$1.66M
RNG icon
918
RingCentral
RNG
$4.71B
$15.3M 0.01%
141,559
-12,117
-8% -$1.19M
HIO
919
Western Asset High Income Opportunity Fund
HIO
$335M
$15.2M 0.01%
3,153,757
+33,910
+1% +$161K
RPM icon
920
RPM International
RPM
$14.3B
$15.2M 0.01%
262,415
+1,753
+0.7% +$99.5K
KUB
921
DELISTED
KUBOTA CORPORATION (ONE ADS REP 5 SHS COM)
KUB
$15.2M 0.01%
211,164
-39,622
-16% -$2.86M
APOG icon
922
Apogee Enterprises
APOG
$872M
$15.2M 0.01%
406,044
-22,877
-5% -$794K
SLG icon
923
SL Green Realty
SLG
$3.78B
$15.2M 0.01%
174,708
+2,153
+1% +$187K
EHI
924
Western Asset Global High Income Fund
EHI
$175M
$15.2M 0.01%
1,618,040
-41,261
-2% -$381K
WAB icon
925
Wabtec
WAB
$51.1B
$15.2M 0.01%
205,905
+63,656
+45% +$4.59M
35 36
37
38 39

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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.