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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
DENN
1901
DELISTED
Denny's
DENN
$3.68M ﹤0.01%
200,481
+22,770
+13% +$404K
GTN icon
1902
Gray Television
GTN
$437M
$3.68M ﹤0.01%
172,208
-21,567
-11% -$402K
EHTH icon
1903
eHealth
EHTH
$41.9M
$3.68M ﹤0.01%
58,990
-20,236
-26% -$1.12M
TGI
1904
DELISTED
Triumph Group
TGI
$3.66M ﹤0.01%
191,924
+48,727
+34% +$918K
AVX
1905
DELISTED
AVX Corporation
AVX
$3.66M ﹤0.01%
210,882
+47,937
+29% +$838K
MTX icon
1906
Minerals Technologies
MTX
$2.29B
$3.66M ﹤0.01%
62,179
+6,874
+12% +$393K
GHL
1907
DELISTED
Greenhill & Co., Inc.
GHL
$3.65M ﹤0.01%
169,899
+5,116
+3% +$127K
WERN icon
1908
Werner Enterprises
WERN
$2.2B
$3.65M ﹤0.01%
107,012
-15,587
-13% -$519K
WIRE
1909
DELISTED
Encore Wire Corp
WIRE
$3.64M ﹤0.01%
63,655
+14,654
+30% +$813K
ALEX
1910
DELISTED
Alexander & Baldwin
ALEX
$3.63M ﹤0.01%
142,749
+10,222
+8% +$235K
CCJ icon
1911
Cameco
CCJ
$36.8B
$3.63M ﹤0.01%
307,957
+35,930
+13% +$432K
BOX icon
1912
Box
BOX
$4.49B
$3.63M ﹤0.01%
187,842
-613
-0.3% -$12.7K
BECN
1913
DELISTED
Beacon Roofing Supply, Inc.
BECN
$3.59M ﹤0.01%
111,692
-18,046
-14% -$631K
QDEL icon
1914
QuidelOrtho
QDEL
$1.13B
$3.59M ﹤0.01%
54,832
+2,064
+4% +$125K
NOAH
1915
Noah Holdings
NOAH
$590M
$3.58M ﹤0.01%
73,783
+7,521
+11% +$365K
UBA
1916
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
$3.58M ﹤0.01%
173,272
+6,507
+4% +$136K
BBT
1917
Beacon Financial Corp
BBT
$2.5B
$3.57M ﹤0.01%
131,218
+28,705
+28% +$831K
HTLD icon
1918
Heartland Express
HTLD
$1.01B
$3.57M ﹤0.01%
185,302
-21,898
-11% -$435K
CPK icon
1919
Chesapeake Utilities
CPK
$3.28B
$3.56M ﹤0.01%
39,084
+617
+2% +$54.9K
KFRC icon
1920
Kforce
KFRC
$1.05B
$3.56M ﹤0.01%
101,497
-4,047
-4% -$140K
TGE
1921
DELISTED
Tallgrass Energy, LP Class A Shares
TGE
$3.56M ﹤0.01%
141,403
+3,545
+3% +$84K
KYNB
1922
Kyntra Bio
KYNB
$27.4M
$3.55M ﹤0.01%
2,610
+474
+22% +$643K
AERI
1923
DELISTED
Aerie Pharmaceuticals
AERI
$3.53M ﹤0.01%
74,351
+6,463
+10% +$284K
MGRC icon
1924
McGrath RentCorp
MGRC
$2.87B
$3.53M ﹤0.01%
62,339
+1,174
+2% +$62.8K
ACRE
1925
Ares Commercial Real Estate
ACRE
$247M
$3.52M ﹤0.01%
231,719
+32,937
+17% +$480K
75 76
77
78 79

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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.