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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
DLPH
2176
DELISTED
Delphi Technologies PLC Ordinary Shares
DLPH
$2.46M ﹤0.01%
127,515
+40,057
+46% +$741K
TDAY
2177
USA Today Co
TDAY
$1.29B
$2.45M ﹤0.01%
233,173
+721
+0.3% +$9.25K
BANC icon
2178
Banc of California
BANC
$2.87B
$2.45M ﹤0.01%
176,820
+25,013
+16% +$374K
GLUU
2179
DELISTED
Glu Mobile Inc.
GLUU
$2.44M ﹤0.01%
223,304
-23,476
-10% -$221K
WLH
2180
DELISTED
WILLIAM LYON HOMES
WLH
$2.44M ﹤0.01%
158,961
+19,043
+14% +$263K
BZH icon
2181
Beazer Homes USA
BZH
$888M
$2.44M ﹤0.01%
211,567
-5,774
-3% -$69.1K
CJ
2182
DELISTED
C&J Energy Services, Inc.
CJ
$2.43M ﹤0.01%
156,713
+22,938
+17% +$370K
ARR
2183
Armour Residential REIT
ARR
$2.32B
$2.43M ﹤0.01%
24,876
-9,891
-28% -$1.01M
INF
2184
DELISTED
BROOKFIELD GLOBAL LISTED INFRASTRUCTURE INCOME FUND INC.
INF
$2.42M ﹤0.01%
196,700
+27,417
+16% +$322K
CGW icon
2185
Invesco S&P Global Water Index ETF
CGW
$1.05B
$2.42M ﹤0.01%
68,327
+4
+0% +$136
SASR
2186
DELISTED
Sandy Spring Bancorp Inc
SASR
$2.42M ﹤0.01%
77,328
-10,073
-12% -$333K
IVC
2187
DELISTED
Invacare Corporation
IVC
$2.42M ﹤0.01%
288,593
+68,127
+31% +$491K
EGIO
2188
DELISTED
Edgio, Inc. Common Stock
EGIO
$2.41M ﹤0.01%
18,687
+2,917
+18% +$339K
BF.A icon
2189
Brown-Forman Class A
BF.A
$13.7B
$2.41M ﹤0.01%
47,039
-910
-2% -$44.2K
JBSS icon
2190
John B. Sanfilippo & Son
JBSS
$986M
$2.4M ﹤0.01%
33,455
+7,170
+27% +$478K
TAST
2191
DELISTED
Carrols Restaurant Group, Inc.
TAST
$2.4M ﹤0.01%
240,997
+87,676
+57% +$855K
VIG icon
2192
Vanguard Dividend Appreciation ETF
VIG
$111B
$2.4M ﹤0.01%
21,909
+4,486
+26% +$473K
MCRN
2193
DELISTED
Milacron Holdings Corp.
MCRN
$2.4M ﹤0.01%
212,086
+883
+0.4% +$11.7K
IRTC icon
2194
iRhythm Holdings
IRTC
$4.02B
$2.4M ﹤0.01%
32,010
-4,634
-13% -$396K
WOR icon
2195
Worthington Enterprises
WOR
$2.74B
$2.4M ﹤0.01%
104,072
-72
-0.1% -$1.65K
KTF
2196
DWS Municipal Income Trust
KTF
$345M
$2.39M ﹤0.01%
+217,098
New +$2.35M
CARB
2197
DELISTED
Carbonite Inc
CARB
$2.38M ﹤0.01%
96,140
+5,000
+5% +$129K
SXC icon
2198
SunCoke Energy
SXC
$794M
$2.38M ﹤0.01%
280,842
-2,131
-0.8% -$20.7K
CRTO icon
2199
Criteo
CRTO
$1.14B
$2.38M ﹤0.01%
118,848
-82,597
-41% -$2.11M
NFBK
2200
DELISTED
Northfield Bancorp
NFBK
$2.38M ﹤0.01%
171,126
+2,870
+2% +$41.3K
86 87
88
89 90

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MCM
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PSUF
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SCC
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BAM
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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.