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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
SF
1626
Stifel
SF
$12.4B
$5.53M ﹤0.01%
235,726
-304
-0.1% -$6.89K
EPC icon
1627
Edgewell Personal Care
EPC
$1.3B
$5.52M ﹤0.01%
125,825
-5,098
-4% -$212K
ROIC
1628
DELISTED
Retail Opportunity Investments Corp.
ROIC
$5.52M ﹤0.01%
318,390
+48,594
+18% +$830K
STAG icon
1629
STAG Industrial
STAG
$7.44B
$5.52M ﹤0.01%
186,140
+24,988
+16% +$690K
DBD
1630
DELISTED
Diebold Nixdorf Incorporated
DBD
$5.51M ﹤0.01%
498,019
+159,673
+47% +$1.12M
GIII icon
1631
G-III Apparel Group
GIII
$1.54B
$5.51M ﹤0.01%
137,854
-2,643
-2% -$91.8K
INDB icon
1632
Independent Bank
INDB
$4.04B
$5.51M ﹤0.01%
68,000
+10,680
+19% +$846K
USG
1633
DELISTED
Usg
USG
$5.5M ﹤0.01%
127,053
+5,316
+4% +$229K
WBT
1634
DELISTED
Welbilt, Inc.
WBT
$5.45M ﹤0.01%
332,576
+35,071
+12% +$512K
GRPN icon
1635
Groupon
GRPN
$1.03B
$5.44M ﹤0.01%
76,663
+8,268
+12% +$583K
MDB icon
1636
MongoDB
MDB
$25.8B
$5.44M ﹤0.01%
37,022
-3,600
-9% -$369K
SCHL icon
1637
Scholastic
SCHL
$774M
$5.41M ﹤0.01%
136,106
+5,865
+5% +$242K
KOS icon
1638
Kosmos Energy
KOS
$1.47B
$5.41M ﹤0.01%
867,590
+218,992
+34% +$1.21M
PDCE
1639
DELISTED
PDC Energy, Inc.
PDCE
$5.4M ﹤0.01%
132,837
+46,953
+55% +$1.71M
HOUS
1640
DELISTED
Anywhere Real Estate
HOUS
$5.4M ﹤0.01%
473,842
+21,353
+5% +$329K
BHK icon
1641
BlackRock Core Bond Trust
BHK
$644M
$5.4M ﹤0.01%
401,236
-852
-0.2% -$11.1K
REXR icon
1642
Rexford Industrial Realty
REXR
$8.63B
$5.39M ﹤0.01%
150,552
+37,827
+34% +$1.27M
LTC
1643
LTC Properties
LTC
$2.13B
$5.38M ﹤0.01%
117,482
+16,356
+16% +$735K
VMI icon
1644
Valmont Industries
VMI
$8.86B
$5.38M ﹤0.01%
41,361
+2,338
+6% +$302K
FFIN icon
1645
First Financial Bankshares
FFIN
$5.05B
$5.37M ﹤0.01%
185,980
-29,794
-14% -$910K
CTLT
1646
DELISTED
CATALENT, INC.
CTLT
$5.37M ﹤0.01%
132,223
+30,062
+29% +$1.17M
FWRD icon
1647
Forward Air
FWRD
$461M
$5.37M ﹤0.01%
82,885
-3,091
-4% -$189K
SIMO icon
1648
Silicon Motion
SIMO
$7.11B
$5.35M ﹤0.01%
135,063
-26,241
-16% -$1.02M
Z icon
1649
Zillow
Z
$7.78B
$5.34M ﹤0.01%
153,753
+17,204
+13% +$614K
GES
1650
DELISTED
Guess Inc
GES
$5.33M ﹤0.01%
272,081
-111,555
-29% -$2.36M
64 65
66
67 68

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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.