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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
MCS icon
2101
Marcus Corp
MCS
$767M
$2.78M ﹤0.01%
69,379
-37,888
-35% -$1.57M
OEF icon
2102
CALL
iShares S&P 100 ETF
OEF
$19.5B
$2.77M ﹤0.01%
7,100
+4,500
+173% +$542K
MXL icon
2103
MaxLinear
MXL
$5.19B
$2.77M ﹤0.01%
108,512
+8,123
+8% +$178K
PPBI
2104
DELISTED
Pacific Premier Bancorp
PPBI
$2.77M ﹤0.01%
104,249
+11,853
+13% +$338K
VCEL icon
2105
Vericel Corp
VCEL
$2.38B
$2.76M ﹤0.01%
157,644
+43,876
+39% +$802K
AZZ icon
2106
AZZ Inc
AZZ
$4.24B
$2.76M ﹤0.01%
67,379
-5,075
-7% -$225K
GKOS icon
2107
Glaukos
GKOS
$9.49B
$2.75M ﹤0.01%
35,107
+17,116
+95% +$1.14M
UE icon
2108
Urban Edge Properties
UE
$2.9B
$2.75M ﹤0.01%
144,745
-68,850
-32% -$1.33M
RNST icon
2109
Renasant Corp
RNST
$4.04B
$2.75M ﹤0.01%
81,148
+14,432
+22% +$514K
CTS icon
2110
CTS Corp
CTS
$1.76B
$2.74M ﹤0.01%
93,444
+208
+0.2% +$6.1K
VBTX
2111
DELISTED
Veritex Holdings
VBTX
$2.74M ﹤0.01%
113,280
+49,347
+77% +$1.25M
HCCI
2112
DELISTED
Heritage-Crystal Clean, Inc.
HCCI
$2.74M ﹤0.01%
99,888
-10,312
-9% -$262K
SHOE
2113
Shoe Station Group
SHOE
$424M
$2.74M ﹤0.01%
160,926
-40,718
-20% -$740K
VONV icon
2114
Vanguard Russell 1000 Value ETF
VONV
$20.5B
$2.74M ﹤0.01%
50,632
+2,006
+4% +$106K
CLW icon
2115
Clearwater Paper
CLW
$348M
$2.73M ﹤0.01%
140,191
-36,912
-21% -$1.06M
SAH icon
2116
Sonic Automotive
SAH
$3.56B
$2.73M ﹤0.01%
184,334
-705
-0.4% -$10.6K
MATW icon
2117
Matthews International
MATW
$887M
$2.72M ﹤0.01%
73,528
-12,848
-15% -$523K
ADTN icon
2118
Adtran
ADTN
$675M
$2.72M ﹤0.01%
198,276
+39,126
+25% +$541K
KAI icon
2119
Kadant
KAI
$3.58B
$2.7M ﹤0.01%
30,724
-2,589
-8% -$223K
TEO icon
2120
Telecom Argentina
TEO
$5.84B
$2.7M ﹤0.01%
185,043
+6,358
+4% +$99.3K
CRMT icon
2121
America's Car Mart
CRMT
$25.9M
$2.7M ﹤0.01%
29,538
+1,789
+6% +$139K
ARD
2122
DELISTED
Ardagh Group S.A. Class A Common Shares
ARD
$2.69M ﹤0.01%
207,132
+54,330
+36% +$671K
JOBS
2123
DELISTED
51job Inc
JOBS
$2.69M ﹤0.01%
34,569
+5,090
+17% +$353K
TDW icon
2124
Tidewater
TDW
$3.63B
$2.69M ﹤0.01%
115,908
+23,844
+26% +$535K
CTBI icon
2125
Community Trust Bancorp
CTBI
$1.42B
$2.68M ﹤0.01%
65,175
+5,897
+10% +$245K
83 84
85
86 87

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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.