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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
RRR icon
2276
Red Rock Resorts
RRR
$3.85B
$2.09M ﹤0.01%
80,742
-3,114
-4% -$80.5K
ALX
2277
Alexander's
ALX
$1.35B
$2.08M ﹤0.01%
5,539
+2,380
+75% +$832K
QUAD icon
2278
Quad
QUAD
$474M
$2.08M ﹤0.01%
174,770
+11,313
+7% +$152K
CDE icon
2279
Coeur Mining
CDE
$15.3B
$2.08M ﹤0.01%
509,641
+45,826
+10% +$221K
RUN icon
2280
Sunrun
RUN
$2.32B
$2.08M ﹤0.01%
147,849
+21,839
+17% +$301K
AMAG
2281
DELISTED
AMAG Pharmaceuticals
AMAG
$2.08M ﹤0.01%
161,298
-34,619
-18% -$516K
TRTN
2282
DELISTED
Triton International Limited
TRTN
$2.07M ﹤0.01%
66,681
-22,007
-25% -$732K
STC icon
2283
Stewart Information Services
STC
$2.15B
$2.07M ﹤0.01%
48,515
+1,730
+4% +$74.3K
PRK icon
2284
Park National Corp
PRK
$3.84B
$2.06M ﹤0.01%
21,720
+1,366
+7% +$131K
ATSG
2285
DELISTED
Air Transport Services Group
ATSG
$2.06M ﹤0.01%
89,246
-5,166
-5% -$119K
MYRG icon
2286
MYR Group
MYRG
$5.1B
$2.05M ﹤0.01%
59,131
+2,666
+5% +$86.8K
CIO
2287
DELISTED
City Office REIT
CIO
$2.04M ﹤0.01%
180,322
+77,670
+76% +$885K
ECOL
2288
DELISTED
US Ecology, Inc.
ECOL
$2.04M ﹤0.01%
36,388
+9,899
+37% +$603K
EGO icon
2289
Eldorado Gold
EGO
$8.43B
$2.03M ﹤0.01%
+439,117
New +$1.71M
CUBI icon
2290
Customers Bancorp
CUBI
$2.68B
$2.03M ﹤0.01%
110,935
+5,647
+5% +$113K
ADT icon
2291
ADT
ADT
$5.43B
$2.03M ﹤0.01%
317,698
-3,195
-1% -$23.1K
SPNT icon
2292
SiriusPoint
SPNT
$3.05B
$2.03M ﹤0.01%
195,520
+53,783
+38% +$572K
THD icon
2293
iShares MSCI Thailand ETF
THD
$362M
$2.02M ﹤0.01%
22,872
-1,036
-4% -$91.8K
NPKI
2294
NPK International
NPKI
$1.05B
$2.02M ﹤0.01%
220,195
+9,426
+4% +$80.8K
ATRI
2295
DELISTED
Atrion Corp
ATRI
$2.02M ﹤0.01%
2,294
+45
+2% +$35.5K
RCM
2296
DELISTED
R1 RCM Inc. Common Stock
RCM
$2.02M ﹤0.01%
208,363
+66,844
+47% +$605K
AQN icon
2297
Algonquin Power & Utilities
AQN
$4.6B
$2.01M ﹤0.01%
178,196
+35,302
+25% +$385K
FARO
2298
DELISTED
Faro Technologies
FARO
$2.01M ﹤0.01%
45,720
+4,441
+11% +$196K
CPL
2299
DELISTED
CPFL Energia S.A.
CPL
$2.01M ﹤0.01%
129,338
-3,100
-2% -$49.9K
TILE icon
2300
Interface
TILE
$1.95B
$2M ﹤0.01%
130,803
+9,004
+7% +$147K
90 91
92
93 94

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AF
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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.