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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
TELN
1226
DELISTED
TELENOR ASA
TELN
$9.37M 0.01%
472,229
+64,367
+16% +$1.28M
BEAT
1227
DELISTED
BioTelemetry, Inc.
BEAT
$9.36M 0.01%
149,402
-27,295
-15% -$1.87M
FLEX icon
1228
Flex
FLEX
$41.5B
$9.34M 0.01%
1,239,591
+38,192
+3% +$273K
SHOP icon
1229
Shopify
SHOP
$169B
$9.34M 0.01%
451,960
+97,170
+27% +$1.72M
TUP
1230
DELISTED
Tupperware Brands Corporation
TUP
$9.34M 0.01%
364,945
-275,333
-43% -$8.4M
SAFM
1231
DELISTED
Sanderson Farms Inc
SAFM
$9.33M 0.01%
70,792
-8,113
-10% -$972K
WAFD icon
1232
WaFd
WAFD
$2.71B
$9.33M 0.01%
322,973
+9,010
+3% +$265K
PTEN icon
1233
Patterson-UTI
PTEN
$3.48B
$9.32M 0.01%
664,677
+166,063
+33% +$2.18M
TKR icon
1234
Timken Company
TKR
$9.72B
$9.3M 0.01%
213,245
+33,974
+19% +$1.44M
CNK icon
1235
Cinemark Holdings
CNK
$4.09B
$9.28M 0.01%
231,969
+34,650
+18% +$1.35M
PINC
1236
DELISTED
Premier
PINC
$9.25M 0.01%
268,256
-35,657
-12% -$1.32M
QEP
1237
DELISTED
QEP RESOURCES, INC.
QEP
$9.25M 0.01%
1,187,418
+131,314
+12% +$1.05M
WSO icon
1238
Watsco Inc
WSO
$15.1B
$9.22M 0.01%
64,402
-401
-0.6% -$57.5K
AMCX icon
1239
AMC Global Media
AMCX
$451M
$9.21M 0.01%
162,270
+12,025
+8% +$739K
ELUX
1240
DELISTED
AKTIEB. ELECTROLUX B ADR SPNSD
ELUX
$9.19M 0.01%
178,080
+5,719
+3% +$295K
BLKB icon
1241
Blackbaud
BLKB
$1.65B
$9.14M 0.01%
114,642
+5,414
+5% +$397K
AMH icon
1242
American Homes 4 Rent
AMH
$12.2B
$9.13M 0.01%
402,061
+10,661
+3% +$234K
NVT icon
1243
nVent Electric
NVT
$22.9B
$9.12M 0.01%
337,827
+7,589
+2% +$195K
AXS icon
1244
AXIS Capital
AXS
$8.79B
$9.09M 0.01%
165,969
-3,970
-2% -$220K
KNX icon
1245
Knight Transportation
KNX
$11.4B
$9.08M 0.01%
277,964
+28,012
+11% +$891K
PEB icon
1246
Pebblebrook Hotel Trust
PEB
$2.2B
$9.08M 0.01%
292,221
-12,581
-4% -$397K
ITT icon
1247
ITT
ITT
$17.8B
$9.07M 0.01%
156,360
-35,058
-18% -$1.91M
RAMP icon
1248
LiveRamp
RAMP
$2.29B
$9.07M 0.01%
166,170
-34,109
-17% -$1.69M
WPG
1249
DELISTED
Washington Prime Group Inc.
WPG
$9.06M 0.01%
178,093
+26,224
+17% +$1.29M
VGR
1250
DELISTED
Vector Group Ltd.
VGR
$9.05M 0.01%
1,242,187
-7,928
-0.6% -$59K
48 49
50
51 52

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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.