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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
COOP
2826
DELISTED
Mr. Cooper
COOP
$580K ﹤0.01%
60,476
-128,407
-68% -$1.72M
NHS
2827
Neuberger High Yield Strategies Fund Inc
NHS
$251M
$580K ﹤0.01%
51,349
-100,396
-66% -$1.09M
HOLI
2828
DELISTED
Hollsys Automation Technologies INTERNATIONAL, LTD. COMMON (British Virgin Island)
HOLI
$579K ﹤0.01%
27,663
+3,471
+14% +$71.4K
MPAA icon
2829
Motorcar Parts of America
MPAA
$267M
$577K ﹤0.01%
30,555
+4,084
+15% +$81.4K
ZEUS
2830
DELISTED
Olympic Steel
ZEUS
$577K ﹤0.01%
36,377
+428
+1% +$7.69K
STFC
2831
DELISTED
State Auto Financial Corp
STFC
$577K ﹤0.01%
+17,540
New +$594K
AVD icon
2832
American Vanguard Corp
AVD
$74.1M
$576K ﹤0.01%
33,425
-1,534
-4% -$27.1K
OSBC icon
2833
Old Second Bancorp
OSBC
$1.3B
$572K ﹤0.01%
45,444
-1,406
-3% -$19.5K
OEF icon
2834
iShares S&P 100 ETF
OEF
$19.8B
$569K ﹤0.01%
4,545
-1,601
-26% -$193K
PKW icon
2835
Invesco BuyBack Achievers ETF
PKW
$1.73B
$569K ﹤0.01%
+9,539
New +$551K
LXU icon
2836
LSB Industries
LXU
$822M
$567K ﹤0.01%
118,110
-4,627
-4% -$24.6K
VPG icon
2837
Vishay Precision Group
VPG
$1.22B
$564K ﹤0.01%
16,493
-437
-3% -$14.6K
ROCC
2838
DELISTED
Ranger Oil Corporation Class A Common Stock
ROCC
$562K ﹤0.01%
12,738
-12,056
-49% -$645K
NOG icon
2839
Northern Oil and Gas
NOG
$2.16B
$560K ﹤0.01%
20,453
+3,942
+24% +$98.5K
CCRN
2840
DELISTED
Cross Country Healthcare
CCRN
$557K ﹤0.01%
79,232
-4,956
-6% -$42.5K
HLI icon
2841
Houlihan Lokey
HLI
$10.2B
$556K ﹤0.01%
12,116
-20,218
-63% -$892K
LEN.B icon
2842
Lennar Class B
LEN.B
$20.7B
$554K ﹤0.01%
14,905
+2,478
+20% +$88.5K
TLYS icon
2843
Tilly's
TLYS
$118M
$554K ﹤0.01%
49,746
+741
+2% +$8.78K
DBEF icon
2844
Xtrackers MSCI EAFE Hedged Equity ETF
DBEF
$9.16B
$553K ﹤0.01%
17,708
+3,805
+27% +$114K
SEI
2845
Solaris Energy Infrastructure
SEI
$2.9B
$553K ﹤0.01%
33,630
+5,392
+19% +$82.7K
BELFB
2846
Bel Fuse Inc Class B
BELFB
$3.57B
$551K ﹤0.01%
21,794
+596
+3% +$13.8K
CO
2847
DELISTED
Global Cord Blood Corporation
CO
$551K ﹤0.01%
78,535
+4,274
+6% +$28.2K
CERS icon
2848
Cerus
CERS
$585M
$549K ﹤0.01%
88,143
-1,541
-2% -$9.36K
BRY
2849
DELISTED
Berry Corp
BRY
$547K ﹤0.01%
47,389
-23,211
-33% -$264K
GBT
2850
DELISTED
Global Blood Therapeutics, Inc.
GBT
$547K ﹤0.01%
10,325
+3,951
+62% +$194K
112 113
114
115 116

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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.