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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
ESNT icon
1551
Essent Group
ESNT
$6.28B
$6.03M 0.01%
138,813
+31,616
+29% +$1.3M
RLJ icon
1552
RLJ Lodging Trust
RLJ
$1.88B
$6M 0.01%
341,645
+61,288
+22% +$1.12M
EXP icon
1553
Eagle Materials
EXP
$6.49B
$6M 0.01%
71,152
+12,852
+22% +$928K
CLGX
1554
DELISTED
Corelogic, Inc.
CLGX
$5.99M 0.01%
160,696
+7,952
+5% +$293K
CSGS
1555
DELISTED
CSG Systems International
CSGS
$5.98M 0.01%
141,346
+1,998
+1% +$77.2K
ARRS
1556
DELISTED
ARRIS International plc Ordinary Shares
ARRS
$5.98M 0.01%
189,123
-950
-0.5% -$29.8K
CADE
1557
DELISTED
Cadence Bank
CADE
$5.97M 0.01%
211,615
+51,750
+32% +$1.54M
ARRY
1558
DELISTED
Array Biopharma Inc
ARRY
$5.97M 0.01%
244,942
+84,650
+53% +$1.76M
RVT icon
1559
Royce Value Trust
RVT
$2.19B
$5.97M 0.01%
433,589
+90,722
+26% +$1.23M
BMI icon
1560
Badger Meter
BMI
$3.87B
$5.96M 0.01%
107,208
+30,668
+40% +$1.7M
CHH icon
1561
Choice Hotels
CHH
$5.26B
$5.96M 0.01%
76,682
-846
-1% -$65.7K
OPI
1562
DELISTED
Office Properties Income Trust
OPI
$5.95M 0.01%
+215,209
New +$6.52M
ADNT icon
1563
Adient
ADNT
$1.69B
$5.95M 0.01%
458,786
+94,900
+26% +$1.66M
DXJ icon
1564
WisdomTree Japan Hedged Equity Fund
DXJ
$7.07B
$5.94M 0.01%
117,431
+1,505
+1% +$75K
JBGS
1565
JBG SMITH
JBGS
$846M
$5.94M 0.01%
143,665
-2,823
-2% -$111K
CHSP
1566
DELISTED
Chesapeake Lodging Trust
CHSP
$5.93M 0.01%
213,405
+15,843
+8% +$447K
MBT
1567
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$5.93M 0.01%
784,716
+67,921
+9% +$539K
WAL icon
1568
Western Alliance Bancorporation
WAL
$8.81B
$5.93M 0.01%
144,419
-23,701
-14% -$1.04M
TRS icon
1569
TriMas Corp
TRS
$1.41B
$5.91M 0.01%
195,503
+26,156
+15% +$776K
SBGI icon
1570
Sinclair Inc
SBGI
$1.02B
$5.91M 0.01%
153,517
+16,908
+12% +$566K
AEIS icon
1571
Advanced Energy
AEIS
$10.1B
$5.91M 0.01%
118,871
+4,857
+4% +$236K
EPAC icon
1572
Enerpac Tool Group
EPAC
$1.86B
$5.89M 0.01%
241,752
+6,875
+3% +$161K
SSP icon
1573
E.W. Scripps
SSP
$270M
$5.88M 0.01%
280,139
-2,587
-0.9% -$51.4K
MED icon
1574
Medifast
MED
$107M
$5.88M 0.01%
46,064
+3,352
+8% +$425K
ALRM icon
1575
Alarm.com
ALRM
$2.75B
$5.87M 0.01%
90,472
+4,435
+5% +$269K
61 62
63
64 65

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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.