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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
BLUE
1526
DELISTED
bluebird bio
BLUE
$6.19M 0.01%
3,036
+996
+49% +$1.75M
DK icon
1527
Delek US
DK
$3.98B
$6.19M 0.01%
169,884
-24,010
-12% -$817K
SAIA icon
1528
Saia
SAIA
$10.5B
$6.18M 0.01%
101,232
-14,206
-12% -$880K
HOMB icon
1529
Home BancShares
HOMB
$6.3B
$6.18M 0.01%
351,826
+20,406
+6% +$379K
PAC icon
1530
Grupo Aeroportuario del Pacifico
PAC
$12.9B
$6.17M 0.01%
69,402
+8,872
+15% +$800K
MSA icon
1531
Mine Safety
MSA
$6.79B
$6.17M 0.01%
59,713
+533
+0.9% +$53.7K
SID icon
1532
Companhia Siderúrgica Nacional
SID
$1.37B
$6.17M 0.01%
1,501,040
+155,342
+12% +$490K
HIW icon
1533
Highwoods Properties
HIW
$3.79B
$6.16M 0.01%
131,765
+29,344
+29% +$1.31M
MBI icon
1534
MBIA
MBI
$274M
$6.16M 0.01%
647,236
-32,526
-5% -$319K
NJR icon
1535
New Jersey Resources
NJR
$6B
$6.15M 0.01%
123,580
-29,630
-19% -$1.41M
IR icon
1536
Ingersoll Rand
IR
$33.1B
$6.13M 0.01%
220,508
+37,709
+21% +$949K
HELE icon
1537
Helen of Troy
HELE
$655M
$6.13M 0.01%
52,837
-15,012
-22% -$1.73M
SPOT icon
1538
Spotify
SPOT
$108B
$6.12M 0.01%
44,113
+36,618
+489% +$5.01M
TNET icon
1539
TriNet
TNET
$3.23B
$6.11M 0.01%
102,198
-4,096
-4% -$216K
PAM icon
1540
Pampa Energía
PAM
$4.56B
$6.1M 0.01%
221,313
+2,200
+1% +$73.8K
APAM icon
1541
Artisan Partners
APAM
$2.87B
$6.1M 0.01%
242,289
+22,834
+10% +$558K
KBH icon
1542
KB Home
KBH
$3.5B
$6.09M 0.01%
252,192
-22,372
-8% -$496K
BHE icon
1543
Benchmark Electronics
BHE
$2.66B
$6.09M 0.01%
232,157
+356
+0.2% +$9.12K
CNNE icon
1544
Cannae Holdings
CNNE
$653M
$6.09M 0.01%
251,148
+60,057
+31% +$1.26M
ENS icon
1545
EnerSys
ENS
$6.43B
$6.09M 0.01%
93,512
-13,946
-13% -$1.05M
DMB
1546
BNY Mellon Municipal Bond Infrastructure Fund
DMB
$196M
$6.08M 0.01%
469,167
+97,659
+26% +$1.23M
ICFI icon
1547
ICF International
ICFI
$1.5B
$6.07M 0.01%
79,731
+16,191
+25% +$1.14M
CNH
1548
CNH Industrial
CNH
$13.4B
$6.05M 0.01%
681,936
+150,094
+28% +$1.34M
LDL
1549
DELISTED
Lydall, Inc.
LDL
$6.05M 0.01%
257,804
-26,078
-9% -$660K
PXH icon
1550
Invesco FTSE RAFI Emerging Markets ETF
PXH
$1.89B
$6.03M 0.01%
281,778
-12,331
-4% -$262K
60 61
62
63 64

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MCM
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PSUF
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IA
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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.