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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
IART icon
1276
Integra LifeSciences
IART
$1.54B
$8.75M 0.01%
157,070
-11,466
-7% -$584K
ACHC icon
1277
Acadia Healthcare
ACHC
$3.01B
$8.73M 0.01%
297,760
+89,395
+43% +$2.53M
IVR icon
1278
Invesco Mortgage Capital
IVR
$769M
$8.73M 0.01%
55,228
+562
+1% +$89.1K
CCMP
1279
DELISTED
CMC Materials, Inc. Common Stock
CCMP
$8.68M 0.01%
77,517
+4,804
+7% +$497K
LRN icon
1280
Stride
LRN
$4.08B
$8.66M 0.01%
253,721
+47,742
+23% +$1.46M
BXMT icon
1281
Blackstone Mortgage Trust
BXMT
$2.81B
$8.66M 0.01%
250,477
-8,859
-3% -$301K
PSB
1282
DELISTED
PS Business Parks, Inc.
PSB
$8.65M 0.01%
55,161
-718
-1% -$105K
PGRE
1283
DELISTED
Paramount Group
PGRE
$8.63M 0.01%
608,252
-19,458
-3% -$274K
INVH icon
1284
Invitation Homes
INVH
$17.9B
$8.62M 0.01%
354,117
-106,363
-23% -$2.39M
VGM icon
1285
Invesco Trust Investment Grade Municipals
VGM
$552M
$8.62M 0.01%
695,298
+365,530
+111% +$4.43M
BRO icon
1286
Brown & Brown
BRO
$24.6B
$8.6M 0.01%
291,506
+8,673
+3% +$248K
WTS icon
1287
Watts Water Technologies
WTS
$11.6B
$8.59M 0.01%
106,222
-1,515
-1% -$115K
VEDL
1288
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
$8.54M 0.01%
809,111
-103,422
-11% -$1.04M
PMT
1289
PennyMac Mortgage Investment
PMT
$854M
$8.54M 0.01%
412,458
-51,705
-11% -$1.04M
GEF icon
1290
Greif
GEF
$4.74B
$8.47M 0.01%
205,343
+22,285
+12% +$890K
HUBB icon
1291
Hubbell
HUBB
$25.6B
$8.47M 0.01%
71,774
+3,506
+5% +$396K
CXW icon
1292
CoreCivic
CXW
$3.03B
$8.44M 0.01%
434,099
-57,170
-12% -$1.13M
CHS
1293
DELISTED
Chicos FAS, Inc.
CHS
$8.44M 0.01%
1,976,703
+348,004
+21% +$1.93M
PDM
1294
Piedmont Realty Trust
PDM
$1.2B
$8.42M 0.01%
403,656
+734
+0.2% +$14.4K
VAC icon
1295
Marriott Vacations Worldwide
VAC
$3.52B
$8.41M 0.01%
89,942
-3,613
-4% -$324K
JRI icon
1296
Nuveen Real Asset Income & Growth Fund
JRI
$354M
$8.38M 0.01%
522,694
+65,228
+14% +$1M
KRC icon
1297
Kilroy Realty
KRC
$4.5B
$8.38M 0.01%
110,359
+7,319
+7% +$524K
PRGS icon
1298
Progress Software
PRGS
$1.66B
$8.32M 0.01%
187,564
+595
+0.3% +$21.8K
SLF icon
1299
Sun Life Financial
SLF
$46.6B
$8.31M 0.01%
216,263
+13,287
+7% +$488K
LFUS icon
1300
Littelfuse
LFUS
$9.91B
$8.27M 0.01%
45,322
-2,313
-5% -$427K
50 51
52
53 54

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AF
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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.