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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
PIM
2801
Franklin Master Intermediate Income Trust
PIM
$149M
$633K ﹤0.01%
139,374
-16,686
-11% -$74.2K
DAY
2802
DELISTED
Dayforce
DAY
$633K ﹤0.01%
+12,342
New +$546K
ASUR icon
2803
Asure Software
ASUR
$237M
$632K ﹤0.01%
103,385
+9,208
+10% +$54.7K
BRSP
2804
BrightSpire Capital
BRSP
$683M
$632K ﹤0.01%
40,335
-3,671
-8% -$60.4K
VLRS
2805
Controladora Vuela Compania de Aviacion
VLRS
$910M
$628K ﹤0.01%
+73,681
New +$581K
ATRO icon
2806
Astronics
ATRO
$3.37B
$625K ﹤0.01%
22,910
+1,292
+6% +$34.4K
SWBI icon
2807
Smith & Wesson
SWBI
$657M
$623K ﹤0.01%
86,713
-111,511
-56% -$1.01M
UFI icon
2808
UNIFI
UFI
$121M
$622K ﹤0.01%
32,168
-11,272
-26% -$246K
NYRT
2809
DELISTED
New York REIT, Inc.
NYRT
$622K ﹤0.01%
28,956
– –
PIR
2810
DELISTED
Pier 1 Imports, Inc.
PIR
$621K ﹤0.01%
40,679
-5,068
-11% -$91.4K
IQ icon
2811
iQIYI
IQ
$1.21B
$618K ﹤0.01%
25,825
+11,438
+80% +$253K
MRSN
2812
DELISTED
Mersana Therapeutics
MRSN
$618K ﹤0.01%
4,701
+78
+2% +$9.81K
BV icon
2813
BrightView Holdings
BV
$1.3B
$611K ﹤0.01%
42,438
+17,718
+72% +$246K
ACIC icon
2814
American Coastal Insurance
ACIC
$526M
$608K ﹤0.01%
38,220
+3,841
+11% +$62.1K
AGX icon
2815
Argan
AGX
$7.33B
$607K ﹤0.01%
12,156
+1,604
+15% +$72.2K
OMER icon
2816
Omeros
OMER
$816M
$603K ﹤0.01%
34,736
-4,336
-11% -$62.5K
PETQ
2817
DELISTED
PetIQ, Inc. Class A Common Stock
PETQ
$600K ﹤0.01%
19,098
-24,074
-56% -$679K
STNG icon
2818
Scorpio Tankers
STNG
$3.94B
$595K ﹤0.01%
29,976
-288
-1% -$5.46K
XLU icon
2819
State Street Utilities Select Sector SPDR ETF
XLU
$23.4B
$592K ﹤0.01%
20,370
-23,264
-53% -$647K
SXCP
2820
DELISTED
SunCoke Energy Partners, L.P.
SXCP
$590K ﹤0.01%
47,366
-573
-1% -$7.64K
FPI
2821
Farmland Partners
FPI
$417M
$588K ﹤0.01%
91,867
+6,515
+8% +$37K
RC
2822
Ready Capital
RC
$261M
$588K ﹤0.01%
40,096
+18,203
+83% +$278K
AAIC
2823
DELISTED
Arlington Asset Investment Corp.
AAIC
$587K ﹤0.01%
73,797
-3,532
-5% -$29.2K
PHX
2824
DELISTED
PHX Minerals
PHX
$585K ﹤0.01%
37,269
+4,336
+13% +$69.2K
MBWM icon
2825
Mercantile Bank Corp
MBWM
$1.04B
$584K ﹤0.01%
17,860
+7,174
+67% +$238K
111 112
113
114 115

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AF
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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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ACI
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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.