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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
CBZ icon
1951
CBIZ
CBZ
$2.95B
$3.33M ﹤0.01%
164,432
+34,947
+27% +$706K
FND icon
1952
Floor & Decor
FND
$6.03B
$3.32M ﹤0.01%
80,505
-45
-0.1% -$1.58K
NVCR icon
1953
NovoCure
NVCR
$1.76B
$3.32M ﹤0.01%
68,833
-5,583
-8% -$269K
PCRX icon
1954
Pacira BioSciences
PCRX
$1.04B
$3.31M ﹤0.01%
87,063
-22,826
-21% -$891K
OFIX icon
1955
Orthofix Medical
OFIX
$492M
$3.31M ﹤0.01%
58,733
-4,601
-7% -$258K
SCHK icon
1956
Schwab 1000 Index ETF
SCHK
$5.59B
$3.31M ﹤0.01%
238,118
-60,368
-20% -$808K
VICI icon
1957
VICI Properties
VICI
$29.9B
$3.31M ﹤0.01%
151,040
+24,403
+19% +$516K
CAL icon
1958
Caleres
CAL
$432M
$3.3M ﹤0.01%
133,775
-9,053
-6% -$259K
RDUS
1959
DELISTED
Radius Recycling
RDUS
$3.29M ﹤0.01%
137,075
-17,038
-11% -$403K
NUAN
1960
DELISTED
Nuance Communications, Inc.
NUAN
$3.29M ﹤0.01%
224,460
+32,839
+17% +$455K
PIPR icon
1961
Piper Sandler
PIPR
$4.99B
$3.29M ﹤0.01%
180,660
-37,708
-17% -$669K
ZTO icon
1962
ZTO Express
ZTO
$18.2B
$3.29M ﹤0.01%
179,912
+41,593
+30% +$762K
MOMO
1963
Hello Group
MOMO
$867M
$3.28M ﹤0.01%
85,838
+12,044
+16% +$385K
AVTA
1964
DELISTED
Avantax, Inc. Common Stock
AVTA
$3.28M ﹤0.01%
98,250
-2,876
-3% -$83.8K
BRG
1965
DELISTED
Bluerock Residential Growth REIT, Inc.
BRG
$3.28M ﹤0.01%
304,309
+28,791
+10% +$300K
SMPL icon
1966
Simply Good Foods
SMPL
$907M
$3.27M ﹤0.01%
158,946
+40,575
+34% +$810K
ATKR icon
1967
Atkore
ATKR
$2.41B
$3.27M ﹤0.01%
151,804
+11,531
+8% +$258K
INXN
1968
DELISTED
Interxion Holding N.V.
INXN
$3.26M ﹤0.01%
48,920
-26,926
-36% -$1.67M
PRDO icon
1969
Perdoceo Education
PRDO
$2.17B
$3.25M ﹤0.01%
196,887
-4,549
-2% -$65.7K
SYNA icon
1970
Synaptics
SYNA
$4.05B
$3.25M ﹤0.01%
81,843
-6,268
-7% -$248K
TMP icon
1971
Tompkins Financial
TMP
$1.42B
$3.25M ﹤0.01%
42,766
+3,410
+9% +$265K
KOP icon
1972
Koppers
KOP
$946M
$3.25M ﹤0.01%
125,142
+29,877
+31% +$703K
STBA icon
1973
S&T Bancorp
STBA
$1.9B
$3.24M ﹤0.01%
81,881
+9,819
+14% +$393K
CATM
1974
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
$3.23M ﹤0.01%
90,914
-34,067
-27% -$1.01M
CWST icon
1975
Casella Waste Systems
CWST
$5.76B
$3.23M ﹤0.01%
90,956
-4,656
-5% -$152K
77 78
79
80 81

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MCM
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PSUF
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IA
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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.