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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
UA icon
1876
Under Armour Class C
UA
$2.95B
$3.81M ﹤0.01%
201,666
+15,694
+8% +$297K
CYBR
1877
DELISTED
CyberArk
CYBR
$3.8M ﹤0.01%
31,893
-10,284
-24% -$983K
FSS icon
1878
Federal Signal
FSS
$6.82B
$3.79M ﹤0.01%
146,009
+15,918
+12% +$364K
IRT icon
1879
Independence Realty Trust
IRT
$3.98B
$3.79M ﹤0.01%
351,706
+47,611
+16% +$489K
TIVO
1880
DELISTED
Tivo Inc
TIVO
$3.79M ﹤0.01%
406,348
-35,497
-8% -$368K
SHEN icon
1881
Shenandoah Telecom
SHEN
$678M
$3.79M ﹤0.01%
85,342
+829
+1% +$38.9K
NSA
1882
DELISTED
National Storage Affiliates Trust
NSA
$3.78M ﹤0.01%
132,579
-15,039
-10% -$417K
EWJ icon
1883
iShares MSCI Japan ETF
EWJ
$21.2B
$3.76M ﹤0.01%
68,744
+279
+0.4% +$15K
BOKF icon
1884
BOK Financial
BOKF
$8.58B
$3.76M ﹤0.01%
46,101
+7,165
+18% +$602K
XLI icon
1885
State Street Industrial Select Sector SPDR ETF
XLI
$32.2B
$3.76M ﹤0.01%
50,103
+2,782
+6% +$201K
CALY
1886
Callaway Golf Company
CALY
$3.28B
$3.75M ﹤0.01%
235,255
+9,984
+4% +$164K
ORIT
1887
DELISTED
Oritani Financial Corp. New
ORIT
$3.74M ﹤0.01%
224,994
+37,799
+20% +$636K
MDRX
1888
DELISTED
Veradigm Inc. Common Stock
MDRX
$3.74M ﹤0.01%
392,151
+51,424
+15% +$568K
CHA
1889
DELISTED
China Telecom Corporation, LTD
CHA
$3.72M ﹤0.01%
66,388
+4,771
+8% +$258K
UNVR
1890
DELISTED
Univar Solutions Inc.
UNVR
$3.71M ﹤0.01%
167,577
+66,522
+66% +$1.43M
VOOV icon
1891
Vanguard S&P 500 Value ETF
VOOV
$6.61B
$3.71M ﹤0.01%
34,111
+10,353
+44% +$1.1M
TROX icon
1892
Tronox
TROX
$967M
$3.7M ﹤0.01%
281,688
+64,837
+30% +$686K
HF
1893
DELISTED
HFF Inc.
HF
$3.7M ﹤0.01%
77,558
-7,649
-9% -$325K
BANR icon
1894
Banner Corp
BANR
$2.38B
$3.7M ﹤0.01%
68,307
+3,543
+5% +$201K
CSR
1895
Centerspace
CSR
$952M
$3.69M ﹤0.01%
61,669
+17,753
+40% +$1.03M
INN
1896
Summit Hotel Properties
INN
$766M
$3.69M ﹤0.01%
323,555
+69,007
+27% +$764K
AIR icon
1897
AAR Corp
AIR
$5.4B
$3.69M ﹤0.01%
113,544
+4,651
+4% +$168K
MEOH icon
1898
Methanex
MEOH
$4.23B
$3.69M ﹤0.01%
64,840
+2,113
+3% +$119K
GLNG icon
1899
Golar LNG
GLNG
$4.82B
$3.68M ﹤0.01%
174,521
-32,731
-16% -$722K
SLCA
1900
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$3.68M ﹤0.01%
211,996
-135,875
-39% -$1.95M
74 75
76
77 78

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AF
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MCM
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PSUF
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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.