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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
SNR
2076
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
$2.9M ﹤0.01%
531,614
-115,138
-18% -$588K
PLAB icon
2077
Photronics
PLAB
$1.65B
$2.87M ﹤0.01%
303,786
-6,122
-2% -$62K
QTWO icon
2078
Q2 Holdings
QTWO
$3.78B
$2.87M ﹤0.01%
41,459
-332
-0.8% -$20.7K
WK icon
2079
Workiva
WK
$3.45B
$2.87M ﹤0.01%
56,576
+14,847
+36% +$653K
ACR
2080
ACRES Commercial Realty
ACR
$130M
$2.86M ﹤0.01%
89,807
+23,347
+35% +$742K
RGR icon
2081
Sturm, Ruger & Co
RGR
$603M
$2.86M ﹤0.01%
53,905
-968
-2% -$52.8K
EFII
2082
DELISTED
Electronics for Imaging
EFII
$2.85M ﹤0.01%
106,142
+3,214
+3% +$84.5K
HPP
2083
Hudson Pacific Properties
HPP
$758M
$2.85M ﹤0.01%
11,828
+604
+5% +$137K
SMP icon
2084
Standard Motor Products
SMP
$902M
$2.85M ﹤0.01%
57,946
+3,764
+7% +$186K
RPT
2085
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
$2.85M ﹤0.01%
236,911
-205,820
-46% -$2.56M
HCC icon
2086
Warrior Met Coal
HCC
$4.17B
$2.84M ﹤0.01%
93,500
+13,360
+17% +$366K
RYAM icon
2087
Rayonier Advanced Materials
RYAM
$562M
$2.84M ﹤0.01%
209,569
-78,672
-27% -$1.07M
CNR
2088
Core Natural Resources Inc
CNR
$3.93B
$2.84M ﹤0.01%
82,897
+2,969
+4% +$104K
HEES
2089
DELISTED
H&E Equipment Services
HEES
$2.84M ﹤0.01%
112,956
+19,366
+21% +$509K
ATNI icon
2090
ATN International
ATNI
$365M
$2.83M ﹤0.01%
50,275
+5,543
+12% +$367K
LTRPA
2091
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
$2.83M ﹤0.01%
199,335
-27,307
-12% -$430K
HGV icon
2092
Hilton Grand Vacations
HGV
$4.04B
$2.82M ﹤0.01%
91,550
+2,298
+3% +$70.4K
FTDR icon
2093
Frontdoor
FTDR
$5.27B
$2.81M ﹤0.01%
81,593
+13,043
+19% +$398K
RGS icon
2094
Regis Corp
RGS
$68.4M
$2.8M ﹤0.01%
7,108
+46
+0.7% +$17K
ACIA
2095
DELISTED
Acacia Communications Inc
ACIA
$2.79M ﹤0.01%
48,710
+32,195
+195% +$1.54M
MSEX icon
2096
Middlesex Water
MSEX
$1.07B
$2.79M ﹤0.01%
49,766
+8,837
+22% +$498K
DF
2097
DELISTED
Dean Foods Company
DF
$2.79M ﹤0.01%
919,399
-104,955
-10% -$422K
BCC icon
2098
Boise Cascade
BCC
$2.73B
$2.78M ﹤0.01%
104,002
+2,503
+2% +$67.4K
VGT icon
2099
Vanguard Information Technology ETF
VGT
$133B
$2.78M ﹤0.01%
110,840
+3,936
+4% +$91.4K
FFIC
2100
DELISTED
Flushing Financial
FFIC
$2.78M ﹤0.01%
126,721
-4,192
-3% -$94.4K
82 83
84
85 86

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MCM
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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.