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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
GTE icon
3051
Gran Tierra Energy
GTE
$231M
$317K ﹤0.01%
13,981
+5,794
+71% +$136K
VIGI icon
3052
Vanguard International Dividend Appreciation ETF
VIGI
$9.03B
$317K ﹤0.01%
+4,900
New +$303K
GBL
3053
DELISTED
GAMCO Investors, Inc.
GBL
$317K ﹤0.01%
15,481
-7,147
-32% -$141K
KE
3054
Kimball Electronics
KE
$580M
$315K ﹤0.01%
20,352
-5,573
-21% -$89.7K
CRNT icon
3055
Ceragon Networks
CRNT
$194M
$314K ﹤0.01%
87,476
-7,755
-8% -$30.8K
OSB
3056
DELISTED
Norbord Inc.
OSB
$312K ﹤0.01%
11,321
+689
+6% +$18.8K
DOO
3057
Bombardier Recreational Products
DOO
$4.57B
$308K ﹤0.01%
+11,132
New +$318K
PGEN icon
3058
Precigen
PGEN
$1.91B
$307K ﹤0.01%
58,273
+23,333
+67% +$162K
GBLI icon
3059
Global Indemnity Group
GBLI
$399M
$305K ﹤0.01%
10,044
-476
-5% -$16.6K
WTBA icon
3060
West Bancorporation
WTBA
$480M
$305K ﹤0.01%
14,765
+3,028
+26% +$64.6K
VYNE icon
3061
VYNE Therapeutics
VYNE
$19.1M
$303K ﹤0.01%
11
+6
+120% +$144K
VSEC icon
3062
VSE Corp
VSEC
$5.46B
$302K ﹤0.01%
9,562
-80
-0.8% -$2.6K
FLXS icon
3063
Flexsteel Industries
FLXS
$316M
$301K ﹤0.01%
+12,990
New +$316K
MGY icon
3064
Magnolia Oil & Gas
MGY
$5.73B
$301K ﹤0.01%
25,097
+6,480
+35% +$78.9K
OPCH icon
3065
Option Care Health
OPCH
$3.5B
$301K ﹤0.01%
37,648
-13,837
-27% -$182K
SCIU
3066
DELISTED
Global X Scientific Beta US ETF
SCIU
$300K ﹤0.01%
+9,472
New +$288K
DBX icon
3067
Dropbox
DBX
$7.38B
$297K ﹤0.01%
13,602
+1,217
+10% +$28.3K
PDD icon
3068
Pinduoduo
PDD
$121B
$297K ﹤0.01%
+11,988
New +$322K
GORO icon
3069
Goldgroup Mining Inc.
GORO
$153M
$296K ﹤0.01%
75,345
+2,871
+4% +$12.4K
MOO icon
3070
VanEck Agribusiness ETF
MOO
$998M
$296K ﹤0.01%
4,749
– –
ERII icon
3071
Energy Recovery
ERII
$436M
$295K ﹤0.01%
33,798
+1,057
+3% +$8.41K
CSS
3072
DELISTED
CSS Industries, Inc.
CSS
$295K ﹤0.01%
49,246
+3,230
+7% +$26.1K
BRW
3073
Saba Capital Income & Opportunities Fund
BRW
$339M
$294K ﹤0.01%
30,771
-260,147
-89% -$2.46M
ZAGG
3074
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
$294K ﹤0.01%
32,455
-5,197
-14% -$56.9K
CLUB
3075
DELISTED
Town Sports International Holdings, Inc.
CLUB
$294K ﹤0.01%
61,822
+609
+1% +$3.47K
121 122
123
124 125

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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.