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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
SITC icon
1126
SITE Centers
SITC
$235M
$11.1M 0.01%
1,048,147
+93,785
+10% +$948K
PBA icon
1127
Pembina Pipeline
PBA
$29B
$11M 0.01%
300,113
+20,754
+7% +$735K
AIF
1128
DELISTED
Apollo Tactical Income Fund Inc.
AIF
$11M 0.01%
750,987
-74,863
-9% -$1.09M
ARMK icon
1129
Aramark
ARMK
$15.1B
$11M 0.01%
516,507
+115,736
+29% +$2.59M
TREX icon
1130
Trex
TREX
$4.57B
$11M 0.01%
358,262
+4,450
+1% +$155K
WTRG icon
1131
Essential Utilities
WTRG
$11.5B
$11M 0.01%
302,428
-2,660
-0.9% -$93.8K
RDN icon
1132
Radian Group
RDN
$5.22B
$11M 0.01%
531,166
+16,926
+3% +$329K
NYT icon
1133
New York Times
NYT
$12.2B
$11M 0.01%
334,890
+11,089
+3% +$328K
XEC
1134
DELISTED
CIMAREX ENERGY CO
XEC
$11M 0.01%
157,351
-13,265
-8% -$954K
DAN icon
1135
Dana Inc
DAN
$2.95B
$11M 0.01%
618,686
+74,395
+14% +$1.32M
KEX icon
1136
Kirby Corp
KEX
$7.77B
$11M 0.01%
145,892
-5,653
-4% -$412K
CACC icon
1137
Credit Acceptance
CACC
$5.84B
$11M 0.01%
24,235
-5,317
-18% -$2.29M
CAE icon
1138
CAE Inc. Common Shares
CAE
$8.48B
$10.9M 0.01%
493,618
+32,153
+7% +$672K
VIAV icon
1139
Viavi Solutions
VIAV
$8.66B
$10.9M 0.01%
883,139
+169,226
+24% +$1.98M
PRAH
1140
DELISTED
PRA Health Sciences, Inc.
PRAH
$10.9M 0.01%
99,120
-9,377
-9% -$980K
OTEX icon
1141
Open Text
OTEX
$6.02B
$10.9M 0.01%
284,036
+37,662
+15% +$1.38M
VSM
1142
DELISTED
Versum Materials, Inc.
VSM
$10.9M 0.01%
216,945
+7,321
+3% +$291K
EXAS
1143
DELISTED
Exact Sciences
EXAS
$10.9M 0.01%
125,621
+8,614
+7% +$733K
UPBD icon
1144
Upbound Group
UPBD
$1.26B
$10.9M 0.01%
520,979
+39,107
+8% +$721K
SXT icon
1145
Sensient Technologies
SXT
$5.3B
$10.8M 0.01%
159,042
+8,620
+6% +$543K
AYI icon
1146
Acuity Brands
AYI
$10.3B
$10.8M 0.01%
89,830
-3,687
-4% -$459K
TEAM icon
1147
Atlassian
TEAM
$25.4B
$10.8M 0.01%
95,870
+916
+1% +$93.6K
OKTA icon
1148
Okta
OKTA
$23.7B
$10.8M 0.01%
129,976
+6,278
+5% +$497K
CABO icon
1149
Cable One
CABO
$249M
$10.8M 0.01%
10,954
+1,679
+18% +$1.52M
KMT icon
1150
Kennametal
KMT
$2.71B
$10.7M 0.01%
292,480
+919
+0.3% +$33.6K
44 45
46
47 48

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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.