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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
GFI icon
976
Gold Fields
GFI
$29.2B
$14M 0.01%
3,750,134
+187,908
+5% +$726K
FAF icon
977
First American
FAF
$8.08B
$14M 0.01%
271,341
+12,000
+5% +$595K
FBP icon
978
First Bancorp
FBP
$4.47B
$14M 0.01%
1,217,441
+112,978
+10% +$1.19M
TCF
979
DELISTED
TCF Financial Corporation
TCF
$13.9M 0.01%
674,111
-52,680
-7% -$1.15M
TRGP icon
980
Targa Resources
TRGP
$56.2B
$13.9M 0.01%
333,755
-465
-0.1% -$19.5K
FHN icon
981
First Horizon
FHN
$12.3B
$13.8M 0.01%
989,520
+128,911
+15% +$1.9M
TTD icon
982
Trade Desk
TTD
$8.89B
$13.8M 0.01%
697,020
+730
+0.1% +$12K
KALU icon
983
Kaiser Aluminum
KALU
$2.65B
$13.8M 0.01%
131,560
+6,345
+5% +$646K
SQM icon
984
Sociedad Química y Minera de Chile
SQM
$19.1B
$13.7M 0.01%
357,650
-29,447
-8% -$1.2M
AZPN
985
DELISTED
ASPEN TECHNOLOGY INC
AZPN
$13.7M 0.01%
131,580
+11,604
+10% +$1.21M
EDP
986
DELISTED
EDP-ELECT DE PORTUGAL S A (REPTG 10 ORD)
EDP
$13.7M 0.01%
347,476
+35,471
+11% +$1.4M
RGLD icon
987
Royal Gold
RGLD
$16.6B
$13.7M 0.01%
150,476
-7,819
-5% -$683K
SIGI icon
988
Selective Insurance
SIGI
$5.63B
$13.7M 0.01%
215,978
+8,900
+4% +$560K
PTC icon
989
PTC
PTC
$14.7B
$13.6M 0.01%
147,999
+9,092
+7% +$805K
SCI icon
990
Service Corp International
SCI
$11.7B
$13.6M 0.01%
339,524
+2,829
+0.8% +$118K
WEX icon
991
WEX
WEX
$6.23B
$13.6M 0.01%
70,832
+3,175
+5% +$536K
HOG icon
992
Harley-Davidson
HOG
$2.66B
$13.6M 0.01%
380,259
+5,098
+1% +$186K
FSLR icon
993
First Solar
FSLR
$21.8B
$13.5M 0.01%
256,038
-27,606
-10% -$1.39M
JHX icon
994
James Hardie Industries
JHX
$15.6B
$13.5M 0.01%
1,050,835
+148,167
+16% +$1.78M
GATX icon
995
GATX Corp
GATX
$6.6B
$13.5M 0.01%
176,945
-1,413
-0.8% -$106K
AAN.A
996
DELISTED
The Aaron's Company Inc Class A
AAN.A
$13.5M 0.01%
256,653
-31,675
-11% -$1.67M
ODP
997
DELISTED
ODP
ODP
$13.5M 0.01%
371,876
+13,584
+4% +$436K
AEG icon
998
Aegon
AEG
$13.6B
$13.5M 0.01%
3,286,150
+148,970
+5% +$650K
ALB icon
999
Albemarle
ALB
$13.3B
$13.5M 0.01%
164,485
+8,036
+5% +$657K
ETSY icon
1000
Etsy
ETSY
$8.21B
$13.5M 0.01%
200,547
+12,478
+7% +$745K
38 39
40
41 42

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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.