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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
SLAB icon
2001
Silicon Laboratories
SLAB
$7.14B
$3.13M ﹤0.01%
38,654
-19,569
-34% -$1.63M
BIT icon
2002
BlackRock Multi-Sector Income Trust
BIT
$692M
$3.11M ﹤0.01%
187,408
-124,506
-40% -$2.04M
ANH
2003
DELISTED
Anworth Mortgage Asset Corporation
ANH
$3.11M ﹤0.01%
768,845
+65,460
+9% +$282K
XLV icon
2004
State Street Health Care Select Sector SPDR ETF
XLV
$42.9B
$3.1M ﹤0.01%
33,841
+5,481
+19% +$494K
XPRO icon
2005
Expro Ltd
XPRO
$1.66B
$3.1M ﹤0.01%
83,136
-9,882
-11% -$361K
DNR
2006
DELISTED
Denbury Resources, Inc.
DNR
$3.09M ﹤0.01%
1,509,077
-64,193
-4% -$128K
UHT
2007
Universal Health Realty Income Trust
UHT
$621M
$3.09M ﹤0.01%
40,839
-1,234
-3% -$87.9K
SSB icon
2008
SouthState Bank Corp
SSB
$10.3B
$3.09M ﹤0.01%
45,199
-22,110
-33% -$1.49M
HVT icon
2009
Haverty Furniture Companies
HVT
$418M
$3.09M ﹤0.01%
141,150
-20,394
-13% -$441K
AMSF icon
2010
AMERISAFE
AMSF
$562M
$3.09M ﹤0.01%
51,975
+6,865
+15% +$408K
P
2011
Everpure Inc
P
$23B
$3.08M ﹤0.01%
141,583
+51,181
+57% +$973K
CBB
2012
DELISTED
Cincinnati Bell Inc.
CBB
$3.08M ﹤0.01%
323,294
+88,459
+38% +$801K
TVTY
2013
DELISTED
Tivity Health, Inc. Common Stock
TVTY
$3.08M ﹤0.01%
175,311
+110,580
+171% +$2.35M
WNC icon
2014
Wabash National
WNC
$504M
$3.07M ﹤0.01%
226,507
-2,124
-0.9% -$30.1K
WMC
2015
DELISTED
Western Asset Mortgage Capital Corporation
WMC
$3.07M ﹤0.01%
29,996
-2,785
-8% -$274K
QIWI
2016
DELISTED
QIWI PLC
QIWI
$3.07M ﹤0.01%
213,290
+2,437
+1% +$35.7K
ASIX icon
2017
AdvanSix
ASIX
$542M
$3.07M ﹤0.01%
107,351
-11,205
-9% -$341K
CATO icon
2018
Cato Corp
CATO
$65.7M
$3.06M ﹤0.01%
204,519
+12,899
+7% +$191K
BTG icon
2019
B2Gold
BTG
$4.98B
$3.06M ﹤0.01%
1,090,024
-314,443
-22% -$937K
TU icon
2020
Telus
TU
$17.4B
$3.06M ﹤0.01%
165,254
+12,292
+8% +$217K
ENTA icon
2021
Enanta Pharmaceuticals
ENTA
$362M
$3.06M ﹤0.01%
32,032
-3,165
-9% -$284K
INWK
2022
DELISTED
InnerWorkings, Inc.
INWK
$3.06M ﹤0.01%
844,395
+107,303
+15% +$480K
ANGO icon
2023
AngioDynamics
ANGO
$605M
$3.06M ﹤0.01%
133,705
+13,841
+12% +$300K
ESRT icon
2024
Empire State Realty Trust
ESRT
$1B
$3.06M ﹤0.01%
193,417
+6,685
+4% +$103K
QQQ icon
2025
Invesco QQQ Trust
QQQ
$436B
$3.05M ﹤0.01%
16,988
-3,069
-15% -$521K
79 80
81
82 83

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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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.