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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
BEL
1726
DELISTED
Belmond Ltd.
BEL
$4.77M ﹤0.01%
191,293
+8,706
+5% +$217K
BRKL
1727
DELISTED
Brookline Bancorp
BRKL
$4.75M ﹤0.01%
329,864
+54,734
+20% +$821K
UNIT
1728
Uniti Group
UNIT
$2.52B
$4.75M ﹤0.01%
424,381
+17,139
+4% +$251K
CHDN icon
1729
Churchill Downs
CHDN
$6.17B
$4.75M ﹤0.01%
105,212
-9,994
-9% -$446K
SUM
1730
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
$4.74M ﹤0.01%
303,778
-1,897
-0.6% -$29.7K
MTSI icon
1731
MACOM Technology Solutions
MTSI
$17.4B
$4.74M ﹤0.01%
283,529
-2,570
-0.9% -$44.8K
PLCE icon
1732
Children's Place
PLCE
$53.8M
$4.73M ﹤0.01%
48,656
+7,155
+17% +$652K
ESE icon
1733
ESCO Technologies
ESE
$7.77B
$4.73M ﹤0.01%
70,599
+9,706
+16% +$650K
UGP icon
1734
Ultrapar
UGP
$6.66B
$4.72M ﹤0.01%
789,822
+37,434
+5% +$266K
H icon
1735
Hyatt Hotels
H
$17.5B
$4.72M ﹤0.01%
64,984
-5,121
-7% -$363K
NTR icon
1736
Nutrien
NTR
$33.9B
$4.71M ﹤0.01%
89,332
-9,649
-10% -$503K
HLX icon
1737
Helix Energy Solutions
HLX
$1.34B
$4.71M ﹤0.01%
595,761
+44,596
+8% +$319K
COHR
1738
DELISTED
Coherent Inc
COHR
$4.71M ﹤0.01%
33,216
+5,189
+19% +$657K
GHDX
1739
DELISTED
Genomic Health, Inc.
GHDX
$4.7M ﹤0.01%
67,105
+10,774
+19% +$799K
EOD
1740
Allspring Global Dividend Opportunity Fund
EOD
$273M
$4.69M ﹤0.01%
895,480
+184,916
+26% +$961K
AL
1741
DELISTED
Air Lease Corp
AL
$4.68M ﹤0.01%
136,133
-562
-0.4% -$20.3K
DY icon
1742
Dycom Industries
DY
$11.2B
$4.67M ﹤0.01%
101,760
+1,698
+2% +$93K
NMIH icon
1743
NMI Holdings
NMIH
$3.37B
$4.67M ﹤0.01%
180,551
+71,745
+66% +$1.64M
MEDP icon
1744
Medpace
MEDP
$16.3B
$4.65M ﹤0.01%
78,924
-16,099
-17% -$962K
KN icon
1745
Knowles
KN
$2.96B
$4.64M ﹤0.01%
263,362
-20,208
-7% -$313K
KGC icon
1746
Kinross Gold
KGC
$27.7B
$4.64M ﹤0.01%
1,348,772
+101,793
+8% +$340K
SWN
1747
DELISTED
Southwestern Energy Company
SWN
$4.64M ﹤0.01%
988,386
-316,068
-24% -$1.37M
CONN
1748
DELISTED
Conn's Inc.
CONN
$4.62M ﹤0.01%
201,926
-9,342
-4% -$201K
PNFP icon
1749
Pinnacle Financial Partners Inc
PNFP
$15.8B
$4.61M ﹤0.01%
84,355
+5,166
+7% +$285K
NEWR
1750
DELISTED
New Relic, Inc.
NEWR
$4.61M ﹤0.01%
46,732
+9,747
+26% +$965K
68 69
70
71 72

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MCM
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PSUF
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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.