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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
NTB icon
1601
Bank of N.T. Butterfield & Son
NTB
$2.41B
$5.65M ﹤0.01%
157,422
+6,026
+4% +$216K
AGS
1602
DELISTED
PlayAGS
AGS
$5.64M ﹤0.01%
235,900
+24,073
+11% +$594K
ENOV icon
1603
Enovis
ENOV
$1.74B
$5.64M ﹤0.01%
110,495
+40,246
+57% +$1.76M
ASX icon
1604
ASE Group
ASX
$68.3B
$5.64M ﹤0.01%
1,309,195
+315,348
+32% +$1.24M
MDP
1605
DELISTED
Meredith Corporation
MDP
$5.64M ﹤0.01%
102,085
+2,239
+2% +$124K
CMPR icon
1606
Cimpress
CMPR
$2.37B
$5.63M ﹤0.01%
70,317
-11,548
-14% -$1.06M
NHY
1607
DELISTED
NORSK HYDRO A. S. ADR
NHY
$5.63M ﹤0.01%
1,375,849
-50,348
-4% -$206K
NHC icon
1608
National Healthcare
NHC
$3.57B
$5.63M ﹤0.01%
74,239
+6,108
+9% +$485K
OSG
1609
Octave Specialty Group
OSG
$257M
$5.63M ﹤0.01%
310,741
+20,953
+7% +$400K
EVTC icon
1610
Evertec
EVTC
$1.97B
$5.63M ﹤0.01%
202,490
-44,235
-18% -$1.25M
TIER
1611
DELISTED
TIER REIT, Inc.
TIER
$5.63M ﹤0.01%
196,325
-3,510
-2% -$83.4K
RWT
1612
Redwood Trust
RWT
$588M
$5.63M ﹤0.01%
348,275
-148,248
-30% -$2.34M
BCH icon
1613
Banco de Chile
BCH
$20.6B
$5.62M ﹤0.01%
190,864
+13,107
+7% +$404K
PRSP
1614
DELISTED
Perspecta Inc. Common Stock
PRSP
$5.61M ﹤0.01%
277,432
-193,079
-41% -$3.88M
TRNO icon
1615
Terreno Realty
TRNO
$7.58B
$5.61M ﹤0.01%
133,352
+28,337
+27% +$1.13M
CSII
1616
DELISTED
Cardiovascular Systems, Inc.
CSII
$5.6M ﹤0.01%
144,781
+124,664
+620% +$4.23M
CBPO
1617
DELISTED
China Biologic Products Holdings, Inc.
CBPO
$5.59M ﹤0.01%
61,291
-5,344
-8% -$437K
CFFN icon
1618
Capitol Federal Financial
CFFN
$1.09B
$5.58M ﹤0.01%
417,741
-22,944
-5% -$304K
MLI icon
1619
Mueller Industries
MLI
$14.5B
$5.57M ﹤0.01%
710,676
+121,608
+21% +$895K
BSBR icon
1620
Santander
BSBR
$38.2B
$5.55M ﹤0.01%
516,329
+32,550
+7% +$389K
SM icon
1621
SM Energy
SM
$7.6B
$5.54M ﹤0.01%
317,031
-25,881
-8% -$460K
UTL icon
1622
Unitil
UTL
$989M
$5.54M ﹤0.01%
102,360
-19,309
-16% -$1.01M
RES icon
1623
RPC Inc
RES
$1.13B
$5.54M ﹤0.01%
485,549
+18,526
+4% +$198K
CARS icon
1624
Cars.com
CARS
$722M
$5.54M ﹤0.01%
242,893
-7,831
-3% -$189K
TCF
1625
DELISTED
TCF Financial Corporation Common Stock
TCF
$5.54M ﹤0.01%
134,558
-5,735
-4% -$248K
63 64
65
66 67

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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.