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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
WMS icon
1851
Advanced Drainage Systems
WMS
$10.6B
$3.93M ﹤0.01%
152,426
+23,472
+18% +$594K
FOX icon
1852
Fox Class B
FOX
$22.1B
$3.92M ﹤0.01%
+109,356
New +$4.17M
ECHO
1853
DELISTED
Echo Global Logistics, Inc.
ECHO
$3.92M ﹤0.01%
158,320
+25,437
+19% +$600K
TPH
1854
DELISTED
Tri Pointe Homes
TPH
$3.92M ﹤0.01%
310,266
+14,373
+5% +$183K
TKC icon
1855
Turkcell
TKC
$4.7B
$3.92M ﹤0.01%
731,415
+51,939
+8% +$331K
TNC icon
1856
Tennant Co
TNC
$1.44B
$3.92M ﹤0.01%
63,084
+3,353
+6% +$201K
VET icon
1857
Vermilion Energy
VET
$1.66B
$3.92M ﹤0.01%
158,551
+40,752
+35% +$999K
PLUS icon
1858
ePlus
PLUS
$2.43B
$3.91M ﹤0.01%
88,388
-1,812
-2% -$75.3K
HT
1859
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
$3.91M ﹤0.01%
228,282
+12,178
+6% +$219K
MEI icon
1860
Methode Electronics
MEI
$458M
$3.91M ﹤0.01%
135,890
+44,816
+49% +$1.22M
OSIS icon
1861
OSI Systems
OSIS
$3.53B
$3.89M ﹤0.01%
44,403
-6,415
-13% -$537K
KLIC icon
1862
Kulicke & Soffa
KLIC
$4.34B
$3.88M ﹤0.01%
175,606
+19,568
+13% +$433K
FTR
1863
DELISTED
Frontier Communications Corp.
FTR
$3.88M ﹤0.01%
1,949,529
-106,960
-5% -$260K
FNDE icon
1864
Schwab Fundamental Emerging Markets Large Company Index ETF
FNDE
$9.46B
$3.87M ﹤0.01%
139,377
+7,678
+6% +$213K
BC icon
1865
Brunswick
BC
$5.23B
$3.86M ﹤0.01%
76,682
-25,493
-25% -$1.29M
TISI icon
1866
Team
TISI
$80.6M
$3.86M ﹤0.01%
22,039
+432
+2% +$68.4K
OIS icon
1867
Oil States International
OIS
$466M
$3.86M ﹤0.01%
227,350
+19,050
+9% +$322K
DNOW icon
1868
DNOW Inc
DNOW
$2.44B
$3.85M ﹤0.01%
275,503
+76,444
+38% +$1.06M
MMT
1869
Aberdeen Multi-Market Income Fund
MMT
$237M
$3.85M ﹤0.01%
676,878
+9,258
+1% +$51.3K
MTSC
1870
DELISTED
MTS Systems Corp
MTSC
$3.84M ﹤0.01%
70,589
+6,212
+10% +$315K
CYH icon
1871
Community Health Systems
CYH
$382M
$3.83M ﹤0.01%
1,027,105
-121,627
-11% -$499K
DX
1872
Dynex Capital
DX
$3.18B
$3.83M ﹤0.01%
209,633
+15,898
+8% +$290K
MSD
1873
Morgan Stanley Emerging Markets Debt Fund
MSD
$146M
$3.82M ﹤0.01%
424,914
+54,706
+15% +$485K
PRAA icon
1874
PRA Group
PRAA
$672M
$3.82M ﹤0.01%
142,338
-19,756
-12% -$571K
FSP
1875
Franklin Street Properties
FSP
$49.9M
$3.81M ﹤0.01%
529,334
+48,943
+10% +$351K
73 74
75
76 77

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AF
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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.