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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
DDD icon
2201
3D Systems Corp
DDD
$405M
$2.38M ﹤0.01%
221,029
+7,382
+3% +$87.7K
MRTN icon
2202
Marten Transport
MRTN
$1.22B
$2.37M ﹤0.01%
199,478
+507
+0.3% +$6.2K
SCD
2203
LMP Capital and Income Fund
SCD
$351M
$2.36M ﹤0.01%
182,938
+23,708
+15% +$294K
CUB
2204
DELISTED
Cubic Corporation
CUB
$2.36M ﹤0.01%
41,930
+197
+0.5% +$11.6K
PTLA
2205
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
$2.36M ﹤0.01%
67,941
-96,185
-59% -$2.78M
UNT
2206
DELISTED
UNIT Corporation
UNT
$2.36M ﹤0.01%
165,511
+21,060
+15% +$335K
AUD
2207
DELISTED
Audacy, Inc.
AUD
$2.35M ﹤0.01%
447,866
-52,925
-11% -$350K
PSDO
2208
DELISTED
Presidio, Inc. Common Stock
PSDO
$2.35M ﹤0.01%
158,859
+5,898
+4% +$90.1K
NEXA icon
2209
Nexa Resources
NEXA
$1.61B
$2.35M ﹤0.01%
188,708
+62,426
+49% +$664K
TYPE
2210
DELISTED
Monotype Imaging Holdings Inc.
TYPE
$2.34M ﹤0.01%
117,797
-27,638
-19% -$498K
NE
2211
DELISTED
Noble Corporation
NE
$2.34M ﹤0.01%
815,672
-37,742
-4% -$118K
CRC
2212
DELISTED
California Resources Corporation
CRC
$2.33M ﹤0.01%
90,718
+10,726
+13% +$232K
RVI
2213
DELISTED
Retail Value Inc. Common Shares
RVI
$2.32M ﹤0.01%
811,852
+164,005
+25% +$461K
CDR
2214
DELISTED
Cedar Realty Trust, Inc
CDR
$2.32M ﹤0.01%
103,401
+39,994
+63% +$899K
AUY
2215
DELISTED
Yamana Gold, Inc.
AUY
$2.32M ﹤0.01%
887,331
+39,139
+5% +$101K
IWN icon
2216
iShares Russell 2000 Value ETF
IWN
$14.3B
$2.31M ﹤0.01%
19,244
+740
+4% +$88.4K
BTT icon
2217
BlackRock Municipal 2030 Target Term Trust
BTT
$1.44B
$2.31M ﹤0.01%
103,688
+24,524
+31% +$535K
PEI
2218
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
$2.31M ﹤0.01%
24,445
+5,188
+27% +$513K
NWS icon
2219
News Corp Class B
NWS
$17.7B
$2.3M ﹤0.01%
184,331
+41,771
+29% +$533K
AHT
2220
Ashford Hospitality Trust
AHT
$20.8M
$2.3M ﹤0.01%
489
+24
+5% +$116K
TEN
2221
Tsakos Energy Navigation Ltd
TEN
$1.19B
$2.29M ﹤0.01%
147,996
+4,640
+3% +$74.4K
FORR icon
2222
Forrester Research
FORR
$199M
$2.29M ﹤0.01%
47,399
+2,699
+6% +$126K
ECHO
2223
EchoStar
ECHO
$24.3B
$2.29M ﹤0.01%
77,517
-1,401
-2% -$44.2K
RAD
2224
DELISTED
Rite Aid Corporation
RAD
$2.29M ﹤0.01%
180,333
-10,985
-6% -$170K
BGG
2225
DELISTED
Briggs & Stratton Corp.
BGG
$2.29M ﹤0.01%
193,420
+12,827
+7% +$167K
87 88
89
90 91

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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.