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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
CWEN icon
2151
Clearway Energy Class C
CWEN
$4.79B
$2.56M ﹤0.01%
169,119
-101,299
-37% -$1.52M
ADSW
2152
DELISTED
Advanced Disposal Services Inc
ADSW
$2.55M ﹤0.01%
91,114
+12,036
+15% +$313K
RAVN
2153
DELISTED
Raven Industries Inc
RAVN
$2.55M ﹤0.01%
66,357
+3,664
+6% +$139K
NP
2154
DELISTED
Neenah, Inc. Common Stock
NP
$2.54M ﹤0.01%
39,509
-12,241
-24% -$814K
GCP
2155
DELISTED
GCP Applied Technologies Inc.
GCP
$2.54M ﹤0.01%
85,846
-5,702
-6% -$153K
RDFN
2156
DELISTED
Redfin
RDFN
$2.54M ﹤0.01%
125,326
+15,099
+14% +$275K
DEA
2157
Easterly Government Properties
DEA
$1.16B
$2.54M ﹤0.01%
56,349
+19,845
+54% +$871K
MTL
2158
DELISTED
Mechel PAO American Depository Shares, each representing two ordinary shares (ADSs)
MTL
$2.53M ﹤0.01%
1,278,659
+10,740
+0.8% +$24.3K
KEM
2159
DELISTED
KEMET Corporation
KEM
$2.53M ﹤0.01%
148,909
-19,505
-12% -$359K
SPNE
2160
DELISTED
SeaSpine Holdings Corporation Common Stock
SPNE
$2.52M ﹤0.01%
167,146
-4,678
-3% -$72.3K
TPC
2161
Tutor Perini Cor
TPC
$4.03B
$2.52M ﹤0.01%
146,923
+30,887
+27% +$541K
FHB icon
2162
First Hawaiian
FHB
$3.41B
$2.51M ﹤0.01%
96,430
+48,699
+102% +$1.26M
NXRT
2163
NexPoint Residential Trust
NXRT
$689M
$2.51M ﹤0.01%
65,373
+1,212
+2% +$44.6K
EBF icon
2164
Ennis
EBF
$554M
$2.5M ﹤0.01%
120,585
+36,975
+44% +$761K
HRI icon
2165
Herc Holdings
HRI
$4.78B
$2.5M ﹤0.01%
64,225
-9,173
-12% -$347K
WMK icon
2166
Weis Markets
WMK
$1.92B
$2.5M ﹤0.01%
61,303
-9,937
-14% -$467K
SCHA icon
2167
Schwab U.S Small- Cap ETF
SCHA
$21.8B
$2.5M ﹤0.01%
142,820
-106,764
-43% -$1.83M
IPHI
2168
DELISTED
INPHI CORPORATION
IPHI
$2.49M ﹤0.01%
56,960
+1,247
+2% +$49.6K
TTEC icon
2169
TTEC Holdings
TTEC
$124M
$2.48M ﹤0.01%
68,573
-5,678
-8% -$192K
ZS icon
2170
Zscaler
ZS
$24.9B
$2.48M ﹤0.01%
34,925
+6,741
+24% +$358K
EXPR
2171
DELISTED
Express, Inc.
EXPR
$2.47M ﹤0.01%
28,870
-2,924
-9% -$295K
VTLE
2172
DELISTED
Vital Energy
VTLE
$2.46M ﹤0.01%
39,832
-35,029
-47% -$2.49M
APTS
2173
DELISTED
Preferred Apartment Communities, Inc.
APTS
$2.46M ﹤0.01%
165,836
-760
-0.5% -$12K
AMWD
2174
DELISTED
American Woodmark
AMWD
$2.46M ﹤0.01%
29,720
+1,628
+6% +$122K
HFWA icon
2175
Heritage Financial
HFWA
$1.22B
$2.46M ﹤0.01%
81,484
-2,084
-2% -$65.3K
85 86
87
88 89

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MCM
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PSUF
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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.