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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
CNA icon
1776
CNA Financial
CNA
$14.9B
$4.42M ﹤0.01%
101,919
-2,715
-3% -$120K
WNS
1777
DELISTED
WNS Holdings
WNS
$4.4M ﹤0.01%
82,674
-11,227
-12% -$563K
GLOB icon
1778
Globant
GLOB
$1.65B
$4.4M ﹤0.01%
61,607
+1,595
+3% +$107K
AMKR icon
1779
Amkor Technology
AMKR
$10.6B
$4.4M ﹤0.01%
514,876
+8,035
+2% +$66.5K
COLD icon
1780
Americold
COLD
$4.21B
$4.39M ﹤0.01%
143,757
+35,027
+32% +$1.01M
NRE
1781
DELISTED
NorthStar Realty Europe Corp.
NRE
$4.35M ﹤0.01%
250,833
+15,511
+7% +$264K
MTCH icon
1782
Match Group
MTCH
$9.19B
$4.35M ﹤0.01%
76,881
-2,767
-3% -$146K
UIS icon
1783
Unisys
UIS
$252M
$4.35M ﹤0.01%
372,757
+58,182
+18% +$751K
LXFT
1784
DELISTED
Luxoft Holding, Inc.
LXFT
$4.35M ﹤0.01%
74,066
-6,772
-8% -$385K
SCL icon
1785
Stepan Co
SCL
$1.5B
$4.35M ﹤0.01%
49,654
+1,106
+2% +$95.9K
FFBC icon
1786
First Financial Bancorp
FFBC
$3.55B
$4.34M ﹤0.01%
180,524
-11,001
-6% -$285K
ARGO
1787
DELISTED
Argo Group International Holdings, Ltd.
ARGO
$4.33M ﹤0.01%
61,310
+9,810
+19% +$667K
SWCH
1788
DELISTED
Switch, Inc. Class A Common Stock
SWCH
$4.33M ﹤0.01%
420,106
+54,783
+15% +$476K
GVA icon
1789
Granite Construction
GVA
$5.16B
$4.33M ﹤0.01%
100,333
-33,950
-25% -$1.51M
RUSHA icon
1790
Rush Enterprises Class A
RUSHA
$6.34B
$4.33M ﹤0.01%
232,841
-11,160
-5% -$198K
PCH
1791
DELISTED
PotlatchDeltic
PCH
$4.33M ﹤0.01%
114,445
-21,099
-16% -$753K
MINI
1792
DELISTED
Mobile Mini Inc
MINI
$4.32M ﹤0.01%
127,358
+6,656
+6% +$236K
LADR
1793
Ladder Capital
LADR
$1.24B
$4.32M ﹤0.01%
253,774
-52,467
-17% -$897K
NXGN
1794
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
$4.32M ﹤0.01%
256,645
-10,736
-4% -$186K
GMED icon
1795
Globus Medical
GMED
$11.1B
$4.31M ﹤0.01%
87,145
-8,273
-9% -$374K
HIBB
1796
DELISTED
Hibbett, Inc. Common Stock
HIBB
$4.3M ﹤0.01%
188,574
+5,388
+3% +$94.9K
POLY
1797
DELISTED
Plantronics, Inc.
POLY
$4.3M ﹤0.01%
93,225
+17,944
+24% +$783K
PTR
1798
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
$4.26M ﹤0.01%
65,180
-7,201
-10% -$466K
CNSL
1799
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
$4.26M ﹤0.01%
390,447
-39,577
-9% -$414K
LPSN icon
1800
LivePerson
LPSN
$22M
$4.25M ﹤0.01%
9,767
+2,577
+36% +$965K
70 71
72
73 74

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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.