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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
ENV
1351
DELISTED
ENVESTNET, INC.
ENV
$7.72M 0.01%
118,027
+9,038
+8% +$520K
PLAY icon
1352
Dave & Buster's
PLAY
$357M
$7.71M 0.01%
154,662
-10,223
-6% -$501K
DORM icon
1353
Dorman Products
DORM
$4.26B
$7.71M 0.01%
87,472
-12,016
-12% -$1.04M
CROX icon
1354
Crocs
CROX
$6.65B
$7.68M 0.01%
298,366
-16,202
-5% -$444K
NWN icon
1355
Northwest Natural Holdings
NWN
$2.17B
$7.68M 0.01%
116,953
-8,612
-7% -$540K
COKE icon
1356
Coca-Cola Consolidated
COKE
$13B
$7.66M 0.01%
266,260
+24,710
+10% +$565K
PRKS icon
1357
United Parks & Resorts
PRKS
$2.17B
$7.65M 0.01%
297,113
-37,373
-11% -$953K
FN icon
1358
Fabrinet
FN
$14.9B
$7.64M 0.01%
145,956
+18,483
+14% +$1.01M
FRME icon
1359
First Merchants
FRME
$2.71B
$7.64M 0.01%
207,372
+75,662
+57% +$2.9M
ALGT icon
1360
Allegiant Air
ALGT
$2.59B
$7.63M 0.01%
58,937
+5,675
+11% +$722K
OII icon
1361
Oceaneering
OII
$4.7B
$7.63M 0.01%
483,634
-163,068
-25% -$2.53M
MTRN icon
1362
Materion
MTRN
$4.08B
$7.62M 0.01%
133,560
+12,619
+10% +$657K
HR
1363
DELISTED
Healthcare Realty Trust Incorporated
HR
$7.59M 0.01%
236,531
-23,733
-9% -$745K
ONB icon
1364
Old National Bancorp
ONB
$10.3B
$7.59M 0.01%
462,738
-48,495
-9% -$810K
B
1365
DELISTED
Barnes Group Inc.
B
$7.58M 0.01%
147,511
-3,813
-3% -$217K
ATI icon
1366
ATI
ATI
$24.4B
$7.58M 0.01%
296,345
-11,950
-4% -$315K
CW icon
1367
Curtiss-Wright
CW
$25.5B
$7.57M 0.01%
66,762
+9,158
+16% +$1.04M
PBR.A icon
1368
Petrobras Class A
PBR.A
$106B
$7.57M 0.01%
529,038
-13,024
-2% -$182K
OLED icon
1369
Universal Display
OLED
$3.77B
$7.56M 0.01%
49,457
+14,638
+42% +$1.81M
RBC icon
1370
RBC Bearings
RBC
$17.7B
$7.55M 0.01%
59,352
+7,095
+14% +$953K
PRLB icon
1371
Protolabs
PRLB
$1.72B
$7.54M 0.01%
71,670
-5,655
-7% -$635K
SEMG
1372
DELISTED
SEMGROUP CORPORATION
SEMG
$7.53M 0.01%
510,562
+53,722
+12% +$849K
LBTYK icon
1373
Liberty Global Class C
LBTYK
$3.45B
$7.53M 0.01%
310,833
-502,914
-62% -$11.9M
SPSC icon
1374
SPS Commerce
SPSC
$2.57B
$7.52M 0.01%
141,724
+34,796
+33% +$1.7M
CWT icon
1375
California Water Service
CWT
$3.11B
$7.5M 0.01%
138,072
-6,542
-5% -$329K
53 54
55
56 57

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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.