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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
ABR icon
2226
Arbor Realty Trust
ABR
$977M
$2.29M ﹤0.01%
176,225
-36,523
-17% -$443K
EGHT icon
2227
8x8 Inc
EGHT
$279M
$2.29M ﹤0.01%
113,154
+5,774
+5% +$113K
SP
2228
DELISTED
SP Plus Corporation
SP
$2.28M ﹤0.01%
66,696
-21,661
-25% -$732K
TBRG
2229
DELISTED
TruBridge
TBRG
$2.27M ﹤0.01%
76,345
+2,749
+4% +$79.5K
PCTY icon
2230
Paylocity
PCTY
$7.75B
$2.25M ﹤0.01%
25,279
-3,474
-12% -$270K
BMCH
2231
DELISTED
BMC Stock Holdings, Inc
BMCH
$2.25M ﹤0.01%
127,549
+9,833
+8% +$170K
WSBF icon
2232
Waterstone Financial
WSBF
$371M
$2.25M ﹤0.01%
136,667
+15,685
+13% +$260K
TI.A
2233
DELISTED
Telecom Italia 10 Svg
TI.A
$2.25M ﹤0.01%
395,433
-45,111
-10% -$231K
EVN
2234
Eaton Vance Municipal Income Trust
EVN
$417M
$2.25M ﹤0.01%
+184,041
New +$2.16M
OPB
2235
DELISTED
Opus Bank Common Stock
OPB
$2.24M ﹤0.01%
113,262
-1,225
-1% -$26K
EFSC icon
2236
Enterprise Financial Services Corp
EFSC
$2.4B
$2.24M ﹤0.01%
54,979
+10,903
+25% +$469K
RTEC
2237
DELISTED
Rudolph Technologies Inc
RTEC
$2.24M ﹤0.01%
98,298
+11,272
+13% +$247K
TRTX
2238
TPG RE Finance Trust
TRTX
$635M
$2.24M ﹤0.01%
114,284
+56,218
+97% +$1.11M
ONCE
2239
DELISTED
Spark Therapeutics, Inc. Common Stock
ONCE
$2.24M ﹤0.01%
19,634
+4,336
+28% +$319K
AY
2240
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
$2.23M ﹤0.01%
114,787
-16,259
-12% -$309K
BRSS
2241
DELISTED
Global Brass & Copper Hldgs, Inc
BRSS
$2.23M ﹤0.01%
64,688
+44
+0.1% +$1.36K
ECPG icon
2242
Encore Capital Group
ECPG
$2.01B
$2.23M ﹤0.01%
81,736
-5,503
-6% -$164K
HL icon
2243
Hecla Mining
HL
$9.49B
$2.21M ﹤0.01%
962,309
+11,826
+1% +$29.7K
CRAY
2244
DELISTED
Cray, Inc.
CRAY
$2.21M ﹤0.01%
84,936
-1,966
-2% -$45.7K
AMLP icon
2245
Alerian MLP ETF
AMLP
$12.9B
$2.21M ﹤0.01%
44,050
-38,171
-46% -$1.87M
MTRX icon
2246
Matrix Service
MTRX
$312M
$2.2M ﹤0.01%
112,452
-72,757
-39% -$1.49M
ARCC icon
2247
Ares Capital
ARCC
$13.4B
$2.2M ﹤0.01%
128,377
-84,818
-40% -$1.42M
BPFH
2248
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
$2.2M ﹤0.01%
200,761
-81,576
-29% -$932K
PZZA icon
2249
Papa John's
PZZA
$1.01B
$2.2M ﹤0.01%
41,467
-7,983
-16% -$353K
UPLD icon
2250
Upland Software
UPLD
$13.3M
$2.19M ﹤0.01%
5,159
+2,217
+75% +$754K
88 89
90
91 92

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MCM
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PSUF
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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.