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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
TMIC
1251
DELISTED
TREND MICRO INC SPONS ADR-NEW
TMIC
$9.05M 0.01%
185,007
-26,243
-12% -$1.28M
IRBT
1252
DELISTED
iRobot
IRBT
$9.04M 0.01%
76,824
+20,664
+37% +$2.2M
GNW icon
1253
Genworth Financial
GNW
$3.84B
$9.04M 0.01%
2,359,546
-483,092
-17% -$2.12M
GPK icon
1254
Graphic Packaging
GPK
$3.34B
$9.01M 0.01%
713,200
+192,594
+37% +$2.34M
OUT icon
1255
Outfront Media
OUT
$5.81B
$8.99M 0.01%
390,169
+110,312
+39% +$2.31M
FIVN icon
1256
FIVE9
FIVN
$2.1B
$8.98M 0.01%
170,022
+9,377
+6% +$477K
TCBI icon
1257
Texas Capital Bancshares
TCBI
$4.28B
$8.96M 0.01%
164,205
+42,831
+35% +$2.48M
AA icon
1258
Alcoa
AA
$11.4B
$8.94M 0.01%
317,611
+16,566
+6% +$474K
WBC
1259
DELISTED
WABCO HOLDINGS INC.
WBC
$8.93M 0.01%
67,737
+57
+0.1% +$7.02K
SAM icon
1260
Boston Beer
SAM
$1.95B
$8.92M 0.01%
30,272
+4,510
+18% +$1.23M
FOSL icon
1261
Fossil Group
FOSL
$249M
$8.89M 0.01%
648,351
-69,026
-10% -$1.1M
KFY icon
1262
Korn Ferry
KFY
$4.35B
$8.88M 0.01%
198,400
+201
+0.1% +$9.19K
EQH icon
1263
Equitable Holdings
EQH
$13.3B
$8.87M 0.01%
440,250
+47,116
+12% +$899K
EWC icon
1264
iShares MSCI Canada ETF
EWC
$6.14B
$8.86M 0.01%
320,685
+2,063
+0.6% +$55.6K
NEOG icon
1265
Neogen
NEOG
$2B
$8.86M 0.01%
308,728
+27,298
+10% +$826K
ABG icon
1266
Asbury Automotive
ABG
$4.72B
$8.84M 0.01%
127,425
+7,009
+6% +$488K
GRUB
1267
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$8.83M 0.01%
63,564
+3,677
+6% +$570K
KPN
1268
DELISTED
ROYAL KPN NV ADS (EA REPTG 1 ORD SH)
KPN
$8.82M 0.01%
2,808,212
+174,120
+7% +$547K
SJR
1269
DELISTED
Shaw Communications Inc.
SJR
$8.81M 0.01%
422,988
+63,430
+18% +$1.29M
ZAYO
1270
DELISTED
Zayo Group Holdings, Inc.
ZAYO
$8.81M 0.01%
309,863
+70,389
+29% +$1.87M
CDP icon
1271
COPT Defense Properties
CDP
$4.39B
$8.8M 0.01%
322,239
+11,725
+4% +$296K
QSR icon
1272
Restaurant Brands International
QSR
$26.1B
$8.79M 0.01%
135,069
+12,165
+10% +$747K
BDN
1273
Brandywine Realty Trust
BDN
$521M
$8.79M 0.01%
554,167
+44,846
+9% +$677K
REZI icon
1274
Resideo Technologies
REZI
$5.35B
$8.77M 0.01%
454,554
+70,743
+18% +$1.57M
IGSB icon
1275
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$22.9B
$8.76M 0.01%
165,822
– –
49 50
51
52 53

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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.