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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
FBC
1926
DELISTED
Flagstar Bancorp, Inc. New
FBC
$3.52M ﹤0.01%
106,841
+1,795
+2% +$56.2K
BAK icon
1927
Braskem
BAK
$901M
$3.51M ﹤0.01%
136,016
+2,931
+2% +$81.1K
TNDM icon
1928
Tandem Diabetes Care
TNDM
$1.27B
$3.51M ﹤0.01%
55,260
+12,280
+29% +$645K
ILPT
1929
Industrial Logistics Properties Trust
ILPT
$582M
$3.51M ﹤0.01%
173,873
-13,960
-7% -$287K
EIG icon
1930
Employers Holdings
EIG
$907M
$3.5M ﹤0.01%
87,304
-26,891
-24% -$1.14M
AGRO icon
1931
Adecoagro
AGRO
$1.4B
$3.49M ﹤0.01%
507,182
+2,591
+0.5% +$18.4K
FTAI icon
1932
FTAI Aviation
FTAI
$20.2B
$3.49M ﹤0.01%
238,774
-35,354
-13% -$473K
TRST
1933
Trustco Bank Corp NY
TRST
$953M
$3.48M ﹤0.01%
89,702
+19,049
+27% +$754K
ENDP
1934
DELISTED
Endo International plc
ENDP
$3.48M ﹤0.01%
432,995
-155,717
-26% -$1.46M
TBBK icon
1935
The Bancorp
TBBK
$2.81B
$3.47M ﹤0.01%
428,904
-128,125
-23% -$1.11M
EWT icon
1936
iShares MSCI Taiwan ETF
EWT
$9.13B
$3.46M ﹤0.01%
100,191
-2,543
-2% -$83.8K
INVA icon
1937
Innoviva
INVA
$1.6B
$3.46M ﹤0.01%
246,464
-9,747
-4% -$158K
CHCO icon
1938
City Holding Co
CHCO
$2.05B
$3.46M ﹤0.01%
45,376
+146
+0.3% +$10.8K
TIMB icon
1939
TIM SA
TIMB
$9.1B
$3.43M ﹤0.01%
227,419
+3,836
+2% +$61.9K
AVAV icon
1940
AeroVironment
AVAV
$7.19B
$3.43M ﹤0.01%
50,116
-5,799
-10% -$437K
AJRD
1941
DELISTED
Aerojet Rocketdyne Holdings
AJRD
$3.41M ﹤0.01%
96,033
+730
+0.8% +$26.9K
AAON icon
1942
Aaon
AAON
$6.95B
$3.41M ﹤0.01%
110,712
+11,709
+12% +$308K
CARG icon
1943
CarGurus
CARG
$3.34B
$3.41M ﹤0.01%
85,029
+40,775
+92% +$1.6M
AUB icon
1944
Atlantic Union Bankshares
AUB
$6.05B
$3.4M ﹤0.01%
105,058
-10,959
-9% -$365K
AWP
1945
abrdn Global Premier Properties Fund
AWP
$376M
$3.39M ﹤0.01%
188,053
+16,040
+9% +$273K
CMTL icon
1946
Comtech Telecommunications
CMTL
$49.7M
$3.39M ﹤0.01%
145,899
-15,636
-10% -$387K
FIBK icon
1947
First Interstate BancSystem
FIBK
$3.67B
$3.38M ﹤0.01%
84,891
+1,038
+1% +$41.5K
JCP
1948
DELISTED
J.C. Penney Company, Inc.
JCP
$3.38M ﹤0.01%
2,265,268
+142,563
+7% +$201K
TR icon
1949
Tootsie Roll Industries
TR
$2.97B
$3.37M ﹤0.01%
111,133
+19,299
+21% +$544K
IOSP icon
1950
Innospec
IOSP
$2.09B
$3.34M ﹤0.01%
40,034
-8,006
-17% -$597K
76 77
78
79 80

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MCM
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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.