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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
PRA
1501
DELISTED
ProAssurance
PRA
$6.37M 0.01%
184,015
-32,666
-15% -$1.32M
KRG icon
1502
Kite Realty
KRG
$5.86B
$6.37M 0.01%
398,063
-134,145
-25% -$2.13M
GLIBA
1503
DELISTED
GCI Liberty, Inc. Class A Common Stock (DE)
GLIBA
$6.36M 0.01%
114,318
-708
-0.6% -$35.8K
HI
1504
DELISTED
Hillenbrand
HI
$6.35M 0.01%
152,990
+4,652
+3% +$196K
CONE
1505
DELISTED
CyrusOne Inc Common Stock
CONE
$6.34M 0.01%
120,870
-8,659
-7% -$453K
OXM icon
1506
Oxford Industries
OXM
$581M
$6.33M 0.01%
84,158
+780
+0.9% +$60K
WABC icon
1507
Westamerica Bancorp
WABC
$1.39B
$6.33M 0.01%
102,440
+1,245
+1% +$77.2K
AIT icon
1508
Applied Industrial Technologies
AIT
$12.4B
$6.32M 0.01%
106,320
+11,848
+13% +$687K
ACA icon
1509
Arcosa
ACA
$7.11B
$6.32M 0.01%
206,916
+12,344
+6% +$377K
TRQ
1510
DELISTED
Turquoise Hill Resources Ltd
TRQ
$6.31M 0.01%
379,868
+138,716
+58% +$2.35M
CUZ icon
1511
Cousins Properties
CUZ
$5.31B
$6.3M 0.01%
163,116
+36,551
+29% +$1.34M
SYKE
1512
DELISTED
SYKES Enterprises Inc
SYKE
$6.28M 0.01%
222,052
+14,003
+7% +$395K
FMBI
1513
DELISTED
First Midwest Bancorp Inc/IL
FMBI
$6.28M 0.01%
306,857
+55,579
+22% +$1.21M
MGEE icon
1514
MGE Energy Inc
MGEE
$3.03B
$6.26M 0.01%
92,143
+9,636
+12% +$613K
EXLS icon
1515
EXL Service
EXLS
$5.5B
$6.26M 0.01%
521,600
+144,090
+38% +$1.69M
ADAM
1516
Adamas Trust
ADAM
$777M
$6.26M 0.01%
256,861
+14,351
+6% +$353K
PUB
1517
DELISTED
PUBLICIS SA ADS (1 ADS = 1C0M)
PUB
$6.24M 0.01%
466,904
-66,366
-12% -$886K
PRFT
1518
DELISTED
Perficient Inc
PRFT
$6.23M 0.01%
227,542
+8,209
+4% +$216K
PLXS icon
1519
Plexus
PLXS
$6.43B
$6.23M 0.01%
102,204
-1,581
-2% -$91.3K
WPM icon
1520
Wheaton Precious Metals
WPM
$49.7B
$6.23M 0.01%
261,416
+44,492
+21% +$947K
ZNGA
1521
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$6.23M 0.01%
1,168,186
+67,495
+6% +$324K
OC icon
1522
Owens Corning
OC
$11B
$6.22M 0.01%
132,113
-28,515
-18% -$1.39M
SBNY
1523
DELISTED
Signature Bank
SBNY
$6.22M 0.01%
48,543
+634
+1% +$80.7K
LCII icon
1524
LCI Industries
LCII
$2.59B
$6.21M 0.01%
80,896
+29,412
+57% +$2.33M
STOR
1525
DELISTED
STORE Capital Corporation
STOR
$6.2M 0.01%
185,020
+23,260
+14% +$733K
59 60
61
62 63

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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.