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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
OLN icon
1201
Olin
OLN
$2.44B
$9.78M 0.01%
422,672
+45,032
+12% +$1.08M
TEX icon
1202
Terex
TEX
$7.84B
$9.77M 0.01%
304,000
+21,183
+7% +$672K
BRKR icon
1203
Bruker
BRKR
$9.58B
$9.76M 0.01%
253,801
-1,204
-0.5% -$43.5K
WWE
1204
DELISTED
World Wrestling Entertainment
WWE
$9.74M 0.01%
112,221
-297
-0.3% -$25K
DATA
1205
DELISTED
Tableau Software, Inc.
DATA
$9.72M 0.01%
76,334
+10,803
+16% +$1.36M
SMG icon
1206
ScottsMiracle-Gro
SMG
$4.25B
$9.7M 0.01%
123,433
+2,181
+2% +$164K
LTM
1207
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
$9.69M 0.01%
915,717
-21,142
-2% -$243K
IQI icon
1208
Invesco Quality Municipal Securities
IQI
$527M
$9.69M 0.01%
799,885
+271,558
+51% +$3.22M
ICL icon
1209
ICL Group
ICL
$6.76B
$9.65M 0.01%
1,840,795
+4,739
+0.3% +$26.3K
DEI icon
1210
Douglas Emmett
DEI
$2.01B
$9.61M 0.01%
237,849
+22,064
+10% +$839K
CIM
1211
Chimera Investment
CIM
$1.06B
$9.6M 0.01%
170,803
-10,692
-6% -$601K
COR
1212
DELISTED
Coresite Realty Corporation
COR
$9.58M 0.01%
89,484
-4,131
-4% -$409K
SANM icon
1213
Sanmina
SANM
$9.24B
$9.57M 0.01%
331,777
+47,997
+17% +$1.41M
ESLT icon
1214
Elbit Systems
ESLT
$38.4B
$9.54M 0.01%
73,977
+203
+0.3% +$25.9K
MATX icon
1215
Matsons
MATX
$6.15B
$9.54M 0.01%
264,361
+38,699
+17% +$1.34M
HHH icon
1216
Howard Hughes
HHH
$4B
$9.54M 0.01%
90,964
+3,471
+4% +$359K
GTLS
1217
DELISTED
Chart Industries
GTLS
$9.53M 0.01%
105,273
+21,885
+26% +$1.77M
RITM icon
1218
Rithm Capital
RITM
$5.46B
$9.52M 0.01%
562,708
-294,853
-34% -$4.86M
BGS icon
1219
B&G Foods
BGS
$297M
$9.51M 0.01%
389,273
-44,681
-10% -$1.17M
DNKN
1220
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$9.47M 0.01%
126,121
-1,376
-1% -$96.3K
RPAI
1221
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$9.45M 0.01%
775,558
-8,063
-1% -$98.3K
CBRL icon
1222
Cracker Barrel
CBRL
$1.2B
$9.44M 0.01%
58,386
+8,056
+16% +$1.32M
VC icon
1223
Visteon
VC
$2.85B
$9.43M 0.01%
139,950
+14,914
+12% +$1.12M
PBH icon
1224
Prestige Consumer Healthcare
PBH
$2.45B
$9.41M 0.01%
314,681
-8,450
-3% -$242K
XPO icon
1225
XPO
XPO
$24B
$9.37M 0.01%
504,334
-567,780
-53% -$10.9M
47 48
49
50 51

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MCM
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PSUF
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IA
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SCC
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BAM
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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.