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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
IMKTA icon
2026
Ingles Markets
IMKTA
$1.72B
$3.05M ﹤0.01%
110,376
-16,617
-13% -$488K
NCI
2027
DELISTED
Navigant Consulting, Inc.
NCI
$3.05M ﹤0.01%
156,490
-48,161
-24% -$1.13M
TARO
2028
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
$3.04M ﹤0.01%
28,174
+2,834
+11% +$282K
REGI
2029
DELISTED
Renewable Energy Group, Inc.
REGI
$3.04M ﹤0.01%
138,607
-33,324
-19% -$859K
CAMP
2030
DELISTED
CalAmp Corp.
CAMP
$3.04M ﹤0.01%
10,513
+130
+1% +$41.1K
CADE
2031
DELISTED
Cadence Bancorporation
CADE
$3.04M ﹤0.01%
163,925
+85,953
+110% +$1.63M
AKS
2032
DELISTED
AK Steel Holding Corp
AKS
$3.04M ﹤0.01%
1,105,334
+332,336
+43% +$942K
CMRE icon
2033
Costamare
CMRE
$1.85B
$3.04M ﹤0.01%
584,118
+29,682
+5% +$149K
VRTU
2034
DELISTED
Virtusa Corporation
VRTU
$3.04M ﹤0.01%
56,777
+1,806
+3% +$89.4K
MTDR icon
2035
Matador Resources
MTDR
$6.04B
$3.03M ﹤0.01%
156,951
-28,361
-15% -$528K
LTXB
2036
DELISTED
LegacyTexas Financial Group Inc
LTXB
$3.03M ﹤0.01%
80,960
+16,580
+26% +$647K
AXIA
2037
AXIA Energia
AXIA
$22.9B
$3.03M ﹤0.01%
408,225
-5,117
-1% -$37.3K
MITT
2038
TPG Mortgage Investment Trust
MITT
$228M
$3.03M ﹤0.01%
59,889
-8,996
-13% -$471K
HAFC icon
2039
Hanmi Financial
HAFC
$935M
$3.02M ﹤0.01%
142,178
+8,377
+6% +$182K
HCM icon
2040
HUTCHMED
HCM
$1.96B
$3.02M ﹤0.01%
98,816
+69,788
+240% +$1.74M
BUSE icon
2041
First Busey Corp
BUSE
$2.6B
$3.02M ﹤0.01%
123,708
+31,197
+34% +$810K
BTU icon
2042
Peabody Energy
BTU
$2.54B
$3.02M ﹤0.01%
106,504
+9,507
+10% +$300K
GFF icon
2043
Griffon
GFF
$4.02B
$3.01M ﹤0.01%
162,687
+18,046
+12% +$290K
GNC
2044
DELISTED
GNC Holdings, Inc.
GNC
$3M ﹤0.01%
1,099,176
-84,504
-7% -$239K
BLDR icon
2045
Builders FirstSource
BLDR
$7.29B
$3M ﹤0.01%
224,910
+27,917
+14% +$367K
PRO
2046
DELISTED
PROS Holdings
PRO
$2.99M ﹤0.01%
70,869
+41,442
+141% +$1.57M
FM
2047
DELISTED
iShares Frontier and Select EM ETF
FM
$2.99M ﹤0.01%
105,095
-846
-0.8% -$23.9K
RSX
2048
DELISTED
VanEck Russia ETF
RSX
$2.98M ﹤0.01%
144,725
-60,000
-29% -$1.23M
BB icon
2049
BlackBerry
BB
$4.58B
$2.97M ﹤0.01%
294,058
-10,910
-4% -$91.8K
MIK
2050
DELISTED
Michaels Stores, Inc
MIK
$2.96M ﹤0.01%
259,615
-88,325
-25% -$1.21M
80 81
82
83 84

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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.