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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
VEU icon
1701
Vanguard FTSE All-World ex-US ETF
VEU
$64.8B
$4.93M ﹤0.01%
98,242
+2,813
+3% +$138K
NPO icon
1702
Enpro
NPO
$6.26B
$4.92M ﹤0.01%
76,391
-11,286
-13% -$744K
TMHC
1703
DELISTED
Taylor Morrison
TMHC
$4.92M ﹤0.01%
277,341
-23,137
-8% -$413K
SCSC icon
1704
Scansource
SCSC
$1.17B
$4.92M ﹤0.01%
137,288
+19,339
+16% +$723K
BID
1705
DELISTED
Sotheby's
BID
$4.91M ﹤0.01%
130,084
+8,755
+7% +$351K
LMNX
1706
DELISTED
Luminex Corp
LMNX
$4.91M ﹤0.01%
213,368
+28,304
+15% +$711K
PENN icon
1707
PENN Entertainment
PENN
$2.84B
$4.9M ﹤0.01%
243,863
-57,682
-19% -$1.35M
SHO icon
1708
Sunstone Hotel Investors
SHO
$2.19B
$4.9M ﹤0.01%
340,115
+10,327
+3% +$149K
TWOU
1709
DELISTED
2U Inc
TWOU
$4.9M ﹤0.01%
2,304
-634
-22% -$1.2M
NHI icon
1710
National Health Investors
NHI
$3.79B
$4.89M ﹤0.01%
62,205
-6,652
-10% -$529K
EPAY
1711
DELISTED
Bottomline Technologies Inc
EPAY
$4.88M ﹤0.01%
97,451
-14,516
-13% -$701K
WD icon
1712
Walker & Dunlop
WD
$1.73B
$4.88M ﹤0.01%
95,753
+9,146
+11% +$464K
CPF icon
1713
Central Pacific Financial
CPF
$1.02B
$4.87M ﹤0.01%
168,945
+28,532
+20% +$801K
SHI
1714
DELISTED
Sinopec Shanghai Petrochemical Co., Ltd.
SHI
$4.87M ﹤0.01%
101,931
+12,263
+14% +$594K
FELE icon
1715
Franklin Electric
FELE
$4.66B
$4.86M ﹤0.01%
95,108
+4,740
+5% +$234K
ARCB icon
1716
ArcBest
ARCB
$3.15B
$4.84M ﹤0.01%
157,070
-25,075
-14% -$905K
NVRI icon
1717
Enviri
NVRI
$624M
$4.83M ﹤0.01%
239,783
+11,060
+5% +$238K
UFPI icon
1718
UFP Industries
UFPI
$4.95B
$4.83M ﹤0.01%
161,697
+13,786
+9% +$414K
BPYU
1719
DELISTED
Brookfield Property REIT Inc. Class A Common Stock
BPYU
$4.83M ﹤0.01%
235,666
+61,220
+35% +$1.16M
IPAR icon
1720
Interparfums
IPAR
$4.07B
$4.8M ﹤0.01%
63,309
+2,320
+4% +$162K
AVNS icon
1721
Avanos Medical
AVNS
$4.8M ﹤0.01%
112,422
-4,357
-4% -$195K
GGB icon
1722
Gerdau
GGB
$9.54B
$4.8M ﹤0.01%
1,557,680
+16,689
+1% +$54.1K
HA
1723
DELISTED
Hawaiian Holdings, Inc.
HA
$4.79M ﹤0.01%
182,677
+8,685
+5% +$252K
YPF icon
1724
YPF
YPF
$19.7B
$4.78M ﹤0.01%
341,019
+3,532
+1% +$51.8K
KBR icon
1725
KBR
KBR
$4.56B
$4.77M ﹤0.01%
249,800
+10,329
+4% +$187K
67 68
69
70 71

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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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.