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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
RYN icon
1376
Rayonier
RYN
$6.58B
$7.48M 0.01%
261,481
+53,982
+26% +$1.44M
ACCO icon
1377
Acco Brands
ACCO
$393M
$7.47M 0.01%
872,731
-23,885
-3% -$209K
SRG
1378
Seritage Growth Properties
SRG
$139M
$7.46M 0.01%
167,947
+46,646
+38% +$1.94M
CVLT icon
1379
Commault Systems
CVLT
$5.05B
$7.44M 0.01%
114,920
+36,106
+46% +$2.33M
SSL icon
1380
Sasol
SSL
$7.38B
$7.43M 0.01%
240,119
+37,239
+18% +$1.13M
RDC
1381
DELISTED
Rowan Companies Plc
RDC
$7.43M 0.01%
688,323
+105,268
+18% +$1.23M
SNBR
1382
DELISTED
Sleep Number
SNBR
$7.42M 0.01%
157,867
+14,021
+10% +$564K
TRMK icon
1383
Trustmark
TRMK
$2.76B
$7.42M 0.01%
220,601
-2,869
-1% -$93.8K
HR icon
1384
Healthcare Realty
HR
$7.56B
$7.42M 0.01%
259,395
+10,287
+4% +$286K
BCPC
1385
Balchem Corp
BCPC
$5.26B
$7.4M 0.01%
79,734
+25,474
+47% +$2.2M
TREE icon
1386
LendingTree
TREE
$563M
$7.4M 0.01%
21,043
+409
+2% +$123K
PHI icon
1387
PLDT
PHI
$4.31B
$7.38M 0.01%
340,501
+77,091
+29% +$1.73M
PII icon
1388
Polaris
PII
$3.78B
$7.37M 0.01%
87,329
-2,121
-2% -$180K
BDC icon
1389
Belden
BDC
$3.96B
$7.37M 0.01%
137,288
+9,851
+8% +$540K
NWBI icon
1390
Northwest Bancshares
NWBI
$2.32B
$7.32M 0.01%
431,291
-11,935
-3% -$212K
VTI icon
1391
Vanguard Total Stock Market ETF
VTI
$651B
$7.31M 0.01%
50,498
+1,020
+2% +$142K
CNMD icon
1392
CONMED
CNMD
$1.32B
$7.29M 0.01%
87,702
+1,896
+2% +$138K
BKI
1393
DELISTED
Black Knight, Inc. Common Stock
BKI
$7.29M 0.01%
133,855
-15,473
-10% -$781K
LEXEA
1394
DELISTED
Liberty Expedia Holdings, Inc. Class A Common Stock
LEXEA
$7.29M 0.01%
170,358
+2,570
+2% +$110K
TCO
1395
DELISTED
Taubman Centers Inc.
TCO
$7.29M 0.01%
137,832
+834
+0.6% +$42.2K
SGI
1396
Somnigroup International
SGI
$14.3B
$7.29M 0.01%
505,272
-2,636
-0.5% -$35.7K
ONC
1397
BeOne Medicines Ltd
ONC
$33.9B
$7.28M 0.01%
55,184
+4,305
+8% +$581K
ACH
1398
Accendra Health
ACH
$247M
$7.26M 0.01%
1,770,907
+417,283
+31% +$2.64M
SUPN icon
1399
Supernus Pharmaceuticals
SUPN
$2.74B
$7.24M 0.01%
206,721
-71,896
-26% -$2.68M
IGR
1400
CBRE Global Real Estate Income Fund
IGR
$716M
$7.24M 0.01%
969,431
+18,992
+2% +$133K
54 55
56
57 58

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AF
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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.