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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
BMS
926
DELISTED
Bemis
BMS
$15.1M 0.01%
273,043
-2,759
-1% -$140K
SIRI icon
927
SiriusXM
SIRI
$10.7B
$15.1M 0.01%
266,882
+17,514
+7% +$1.04M
OLLI icon
928
Ollie's Bargain Outlet
OLLI
$4.17B
$15M 0.01%
176,123
-19,964
-10% -$1.61M
FHI icon
929
Federated Hermes
FHI
$4.59B
$15M 0.01%
512,006
+56,340
+12% +$1.56M
GDDY icon
930
GoDaddy
GDDY
$13.6B
$15M 0.01%
199,552
+9,285
+5% +$653K
BFAM icon
931
Bright Horizons
BFAM
$4.24B
$15M 0.01%
117,879
+5,503
+5% +$656K
JBL icon
932
Jabil
JBL
$31.7B
$15M 0.01%
563,044
-58,991
-9% -$1.58M
SMTC icon
933
Semtech
SMTC
$10.4B
$15M 0.01%
293,696
-27,590
-9% -$1.42M
TXNM
934
TXNM Energy Inc
TXNM
$6.43B
$14.9M 0.01%
315,651
+19,366
+7% +$847K
AMTD
935
DELISTED
TD Ameritrade Holding Corp
AMTD
$14.9M 0.01%
298,859
+1,954
+0.7% +$106K
TRCO
936
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
$14.9M 0.01%
323,633
-52,931
-14% -$2.43M
EXEL icon
937
Exelixis
EXEL
$14.2B
$14.9M 0.01%
626,537
+82,156
+15% +$1.87M
NWL icon
938
Newell Brands
NWL
$2.24B
$14.9M 0.01%
970,275
-587,884
-38% -$10.8M
TTM
939
DELISTED
Tata Motors Limited
TTM
$14.9M 0.01%
1,183,057
+135,343
+13% +$1.69M
CACI icon
940
CACI
CACI
$11.3B
$14.8M 0.01%
81,482
-8,761
-10% -$1.49M
CFR icon
941
Cullen/Frost Bankers
CFR
$10.5B
$14.8M 0.01%
152,141
+1,291
+0.9% +$128K
CLH icon
942
Clean Harbors
CLH
$16B
$14.8M 0.01%
206,325
+19,318
+10% +$1.19M
S
943
DELISTED
Sprint Corporation
S
$14.7M 0.01%
2,605,370
+485,896
+23% +$3.01M
DAR icon
944
Darling Ingredients
DAR
$9.28B
$14.7M 0.01%
678,988
-146,136
-18% -$3.08M
ARDC
945
Are Dynamic Credit Allocation Fund
ARDC
$296M
$14.6M 0.01%
985,663
+43,943
+5% +$645K
UMC icon
946
United Microelectronic
UMC
$43.6B
$14.6M 0.01%
7,775,653
+1,497,157
+24% +$2.76M
CPRI icon
947
Capri Holdings
CPRI
$1.88B
$14.6M 0.01%
318,418
+65,100
+26% +$2.85M
TDK
948
DELISTED
TDK CORP AMER DEP SH
TDK
$14.5M 0.01%
185,169
+24,003
+15% +$1.88M
VYX icon
949
NCR Voyix
VYX
$1.19B
$14.5M 0.01%
867,126
+60,180
+7% +$997K
MKTAY
950
DELISTED
MAKITA CORP SPONS ADR
MKTAY
$14.5M 0.01%
417,082
-40,924
-9% -$1.42M
36 37
38
39 40

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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.