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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
FPF
1301
First Trust Intermediate Duration Preferred & Income Fund
FPF
$1.08B
$8.23M 0.01%
377,250
+90,573
+32% +$1.92M
NEO icon
1302
NeoGenomics
NEO
$1.74B
$8.22M 0.01%
401,857
+2,834
+0.7% +$49.2K
FNV icon
1303
Franco-Nevada
FNV
$40.6B
$8.19M 0.01%
109,119
+9,175
+9% +$681K
MTH icon
1304
Meritage Homes
MTH
$4.89B
$8.18M 0.01%
365,836
+2,512
+0.7% +$53.8K
VISN
1305
Vistance Networks Inc
VISN
$2.67B
$8.17M 0.01%
376,010
+83,483
+29% +$1.75M
KMPR icon
1306
Kemper
KMPR
$1.82B
$8.17M 0.01%
107,315
-18,135
-14% -$1.39M
CNX icon
1307
CNX Resources
CNX
$4.84B
$8.16M 0.01%
757,357
-59,760
-7% -$674K
DRH icon
1308
Diamondrock Hospitality Co
DRH
$2.67B
$8.16M 0.01%
753,061
+69,184
+10% +$715K
CPE
1309
DELISTED
Callon Petroleum Company
CPE
$8.15M 0.01%
107,940
+39,905
+59% +$3.09M
NEU icon
1310
NewMarket
NEU
$7.2B
$8.15M 0.01%
18,789
+39
+0.2% +$16.5K
IBKC
1311
DELISTED
IBERIABANK Corp
IBKC
$8.13M 0.01%
113,360
+10,447
+10% +$775K
SNP
1312
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
$8.12M 0.01%
102,187
-1,472
-1% -$121K
EVR icon
1313
Evercore
EVR
$13.2B
$8.11M 0.01%
89,069
-3,772
-4% -$331K
NBIX icon
1314
Neurocrine Biosciences
NBIX
$18.4B
$8.06M 0.01%
91,520
+3,173
+4% +$265K
CMP icon
1315
Compass Minerals
CMP
$1.25B
$8.06M 0.01%
148,227
+4,494
+3% +$227K
NFG icon
1316
National Fuel Gas
NFG
$7.73B
$8.06M 0.01%
132,186
-716
-0.5% -$41.6K
LITE icon
1317
Lumentum
LITE
$50.7B
$8.04M 0.01%
142,255
-2,959
-2% -$142K
HYI
1318
Western Asset High Yield Opportunity Fund Inc
HYI
$134M
$8.04M 0.01%
544,222
-121,080
-18% -$1.73M
CHX
1319
DELISTED
ChampionX
CHX
$8.03M 0.01%
195,513
+14,316
+8% +$529K
AVLR
1320
DELISTED
Avalara, Inc.
AVLR
$8.02M 0.01%
+143,688
New +$6.67M
FCFS icon
1321
FirstCash
FCFS
$8.97B
$7.99M 0.01%
92,398
-17,128
-16% -$1.43M
GDOT icon
1322
Green Dot
GDOT
$758M
$7.99M 0.01%
131,670
-67,152
-34% -$4.68M
DO
1323
DELISTED
Diamond Offshore Drilling
DO
$7.97M 0.01%
759,415
+67,703
+10% +$716K
MCY icon
1324
Mercury Insurance
MCY
$6.07B
$7.96M 0.01%
158,950
+17,061
+12% +$886K
W icon
1325
Wayfair
W
$12.5B
$7.96M 0.01%
53,607
-9,504
-15% -$1.24M
51 52
53
54 55

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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.