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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
GPI icon
1401
Group 1 Automotive
GPI
$4.4B
$7.24M 0.01%
111,823
+3,946
+4% +$240K
POWI icon
1402
Power Integrations
POWI
$3.15B
$7.23M 0.01%
206,848
+14,118
+7% +$480K
NOVT icon
1403
Novanta
NOVT
$4.86B
$7.22M 0.01%
85,272
+26,623
+45% +$2M
PUMP icon
1404
ProPetro Holding
PUMP
$1.25B
$7.22M 0.01%
320,479
+82,353
+35% +$1.47M
SRCL
1405
DELISTED
Stericycle Inc
SRCL
$7.22M 0.01%
132,631
+25,978
+24% +$1.18M
RHP icon
1406
Ryman Hospitality Properties
RHP
$8.59B
$7.21M 0.01%
87,697
-20,842
-19% -$1.67M
KWR icon
1407
Quaker Houghton
KWR
$2.56B
$7.19M 0.01%
35,883
-630
-2% -$125K
CVA
1408
DELISTED
Covanta Holding Corporation
CVA
$7.18M 0.01%
415,072
+26,650
+7% +$435K
LSI
1409
DELISTED
Life Storage, Inc.
LSI
$7.17M 0.01%
110,648
-15,534
-12% -$995K
ADC icon
1410
Agree Realty
ADC
$9.77B
$7.17M 0.01%
103,363
+1,544
+2% +$99.9K
MRCY icon
1411
Mercury Systems
MRCY
$5.44B
$7.17M 0.01%
111,852
+35,568
+47% +$2.05M
GLOG
1412
DELISTED
GASLOG LTD
GLOG
$7.16M 0.01%
409,887
+7,319
+2% +$127K
EGBN icon
1413
Eagle Bancorp
EGBN
$867M
$7.15M 0.01%
142,430
-12,370
-8% -$675K
WTFC icon
1414
Wintrust Financial
WTFC
$10.8B
$7.15M 0.01%
106,193
+5,148
+5% +$368K
FUL icon
1415
H.B. Fuller
FUL
$2.99B
$7.14M 0.01%
146,725
+10,529
+8% +$505K
BTZ icon
1416
BlackRock Credit Allocation Income Trust
BTZ
$931M
$7.13M 0.01%
574,901
+42,394
+8% +$508K
ICUI icon
1417
ICU Medical
ICUI
$4.14B
$7.13M 0.01%
29,813
+1,981
+7% +$475K
WRI
1418
DELISTED
Weingarten Realty Investors
WRI
$7.13M 0.01%
242,593
-5,254
-2% -$147K
EWY icon
1419
iShares MSCI South Korea ETF
EWY
$20.3B
$7.12M 0.01%
116,861
-4,579
-4% -$284K
CBD
1420
DELISTED
Companhia Brasileira de Distribuicao
CBD
$7.1M 0.01%
304,911
+13,248
+5% +$325K
CLF icon
1421
Cleveland-Cliffs
CLF
$6.38B
$7.08M 0.01%
708,761
+30,092
+4% +$301K
CORE
1422
DELISTED
Core Mark Holding Co., Inc.
CORE
$7.08M 0.01%
190,551
+13,496
+8% +$424K
RH icon
1423
RH
RH
$3.31B
$7.07M 0.01%
68,659
-8,033
-10% -$1.09M
THO icon
1424
Thor Industries
THO
$4.04B
$7.06M 0.01%
113,213
+20,644
+22% +$1.31M
LZB icon
1425
La-Z-Boy
LZB
$1.64B
$7.05M 0.01%
213,857
+48,446
+29% +$1.53M
55 56
57
58 59

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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.