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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
WOLF icon
1176
Wolfspeed
WOLF
$1.14B
$10.3M 0.01%
179,560
-9,962
-5% -$511K
CVI icon
1177
CVR Energy
CVI
$3.39B
$10.2M 0.01%
248,111
+157
+0.1% +$6.25K
TI
1178
DELISTED
Telecom Italia
TI
$10.2M 0.01%
1,627,158
-476,638
-23% -$2.75M
TECK icon
1179
Teck Resources
TECK
$28.8B
$10.2M 0.01%
440,425
+25,118
+6% +$566K
TS icon
1180
Tenaris
TS
$28.1B
$10.2M 0.01%
360,841
+61,602
+21% +$1.59M
TFSL icon
1181
TFS Financial
TFSL
$5.18B
$10.2M 0.01%
618,846
-5,409
-0.9% -$90.4K
BLMN icon
1182
Bloomin' Brands
BLMN
$736M
$10.2M 0.01%
497,697
-5,010
-1% -$99.7K
IEI icon
1183
iShares 3-7 Year Treasury Bond ETF
IEI
$18.1B
$10.2M 0.01%
82,496
+731
+0.9% +$89K
DCP
1184
DELISTED
DCP Midstream, LP
DCP
$10.1M 0.01%
306,603
+86,516
+39% +$2.77M
AWI icon
1185
Armstrong World Industries
AWI
$7.62B
$10.1M 0.01%
127,280
+7,374
+6% +$514K
CXP
1186
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
$10.1M 0.01%
449,056
-901
-0.2% -$19.5K
JACK icon
1187
Jack in the Box
JACK
$308M
$10.1M 0.01%
124,680
-29,191
-19% -$2.33M
WCC
1188
WESCO International
WCC
$16.1B
$10.1M 0.01%
190,375
+20,960
+12% +$1.11M
RCI icon
1189
Rogers Communications
RCI
$18.8B
$10.1M 0.01%
187,374
+31,165
+20% +$1.68M
ABM icon
1190
ABM Industries
ABM
$2.88B
$10.1M 0.01%
276,681
+22,811
+9% +$793K
XHR
1191
Xenia Hotels & Resorts
XHR
$2.01B
$10M 0.01%
458,515
+4,542
+1% +$86.5K
OMF icon
1192
OneMain Financial
OMF
$7.19B
$9.99M 0.01%
314,746
-124,254
-28% -$3.85M
IWR icon
1193
iShares Russell Mid-Cap ETF
IWR
$56.5B
$9.99M 0.01%
185,107
-14,744
-7% -$764K
BGC icon
1194
BGC Group
BGC
$5.73B
$9.99M 0.01%
1,880,669
+474,577
+34% +$2.82M
FR icon
1195
First Industrial Realty Trust
FR
$8.77B
$9.97M 0.01%
281,949
+1,057
+0.4% +$34.8K
ENIA
1196
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
$9.89M 0.01%
1,108,035
-8,129
-0.7% -$78.4K
MNDT
1197
DELISTED
Mandiant, Inc. Common Stock
MNDT
$9.86M 0.01%
586,994
-95,940
-14% -$1.61M
WDR
1198
DELISTED
Waddell & Reed Financial, Inc.
WDR
$9.8M 0.01%
567,067
-30,364
-5% -$535K
MOD icon
1199
Modine Manufacturing
MOD
$11B
$9.8M 0.01%
706,582
-23,590
-3% -$331K
ASB icon
1200
Associated Banc-Corp
ASB
$5.86B
$9.79M 0.01%
458,547
+13,415
+3% +$296K
46 47
48
49 50

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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.