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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
IWD icon
1651
iShares Russell 1000 Value ETF
IWD
$81.4B
$5.32M ﹤0.01%
43,049
-17,035
-28% -$2.05M
TBI
1652
Trueblue
TBI
$227M
$5.31M ﹤0.01%
224,753
-13,077
-5% -$305K
QTS
1653
DELISTED
QTS REALTY TRUST, INC.
QTS
$5.31M ﹤0.01%
118,042
-40,483
-26% -$1.69M
LSXMA
1654
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
$5.3M ﹤0.01%
192,186
+13,923
+8% +$397K
AVNT icon
1655
Avient
AVNT
$3.29B
$5.3M ﹤0.01%
180,814
-6,348
-3% -$199K
AD
1656
Array Digital Infrastructure
AD
$3.04B
$5.28M ﹤0.01%
115,040
-59,791
-34% -$3.13M
UNFI icon
1657
United Natural Foods
UNFI
$3.04B
$5.27M ﹤0.01%
398,635
+147,998
+59% +$2M
USNA icon
1658
Usana Health Sciences
USNA
$419M
$5.27M ﹤0.01%
62,806
-8,144
-11% -$850K
CVBF icon
1659
CVB Financial
CVBF
$4.02B
$5.26M ﹤0.01%
250,117
+61,277
+32% +$1.34M
WUBA
1660
DELISTED
58.com Inc
WUBA
$5.26M ﹤0.01%
80,076
+2,713
+4% +$171K
FIX icon
1661
Comfort Systems
FIX
$53.5B
$5.25M ﹤0.01%
100,217
-6,199
-6% -$309K
VIV icon
1662
Telefônica Brasil
VIV
$20.4B
$5.25M ﹤0.01%
434,993
-61,538
-12% -$776K
IBOC icon
1663
International Bancshares
IBOC
$4.77B
$5.24M ﹤0.01%
137,654
-17,115
-11% -$647K
LPX icon
1664
Louisiana-Pacific
LPX
$5.14B
$5.23M ﹤0.01%
214,493
+11,161
+5% +$273K
PRI icon
1665
Primerica
PRI
$10.1B
$5.22M ﹤0.01%
42,756
-673
-2% -$77.5K
NMRK icon
1666
Newmark Group
NMRK
$2.64B
$5.22M ﹤0.01%
626,107
-47,844
-7% -$454K
KELYA icon
1667
Kelly Services Class A
KELYA
$548M
$5.22M ﹤0.01%
236,509
-2,008
-0.8% -$46K
SPN
1668
DELISTED
Superior Energy Services, Inc.
SPN
$5.22M ﹤0.01%
111,695
+36,760
+49% +$1.58M
ANAT
1669
DELISTED
American National Group, Inc. Common Stock
ANAT
$5.21M ﹤0.01%
43,142
+1,066
+3% +$146K
ALV icon
1670
Autoliv
ALV
$9.14B
$5.2M ﹤0.01%
70,773
-2,323
-3% -$180K
HURN icon
1671
Huron Consulting
HURN
$2.76B
$5.2M ﹤0.01%
110,095
+25,200
+30% +$1.24M
REVG
1672
DELISTED
REV Group
REVG
$5.19M ﹤0.01%
474,186
+2,172
+0.5% +$19.6K
ETRN
1673
DELISTED
Equitrans Midstream Corporation Common Stock
ETRN
$5.17M ﹤0.01%
237,336
-85,290
-26% -$1.71M
WIFI
1674
DELISTED
Boingo Wireless, Inc.
WIFI
$5.17M ﹤0.01%
222,028
-11,956
-5% -$272K
LIVN icon
1675
LivaNova
LIVN
$4.47B
$5.15M ﹤0.01%
52,979
+2,237
+4% +$209K
65 66
67
68 69

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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.