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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
EGP icon
1051
EastGroup Properties
EGP
$11.3B
$12.5M 0.01%
112,360
+1,277
+1% +$133K
MYGN icon
1052
Myriad Genetics
MYGN
$502M
$12.5M 0.01%
377,276
-60,827
-14% -$1.85M
MAC icon
1053
Macerich
MAC
$7.52B
$12.5M 0.01%
288,815
+70,138
+32% +$3.1M
OFG icon
1054
OFG Bancorp
OFG
$2.24B
$12.5M 0.01%
632,210
-146,814
-19% -$2.84M
NKTR icon
1055
Nektar Therapeutics
NKTR
$2.39B
$12.5M 0.01%
24,773
+2,147
+9% +$1.27M
AU icon
1056
AngloGold Ashanti
AU
$39.9B
$12.5M 0.01%
952,833
+206,335
+28% +$2.77M
GCI
1057
DELISTED
Gannett Co., Inc
GCI
$12.5M 0.01%
1,183,220
-50,120
-4% -$542K
EWBC icon
1058
East-West Bancorp
EWBC
$18B
$12.5M 0.01%
259,854
+13,079
+5% +$668K
VVV icon
1059
Valvoline
VVV
$5.13B
$12.5M 0.01%
671,189
-121,944
-15% -$2.41M
ACC
1060
DELISTED
American Campus Communities, Inc.
ACC
$12.4M 0.01%
261,595
+13,771
+6% +$620K
HYT icon
1061
BlackRock Corporate High Yield Fund
HYT
$1.36B
$12.4M 0.01%
1,211,995
-545,279
-31% -$5.47M
IDTI
1062
DELISTED
Integrated Device Technology I
IDTI
$12.4M 0.01%
253,743
-82,282
-24% -$3.99M
FDC
1063
DELISTED
First Data Corporation
FDC
$12.4M 0.01%
473,095
-619,567
-57% -$14.7M
CLB icon
1064
Core Laboratories
CLB
$493M
$12.4M 0.01%
180,235
+14,189
+9% +$951K
ACM icon
1065
Aecom
ACM
$9.57B
$12.4M 0.01%
418,484
-73,688
-15% -$2.2M
GWRE icon
1066
Guidewire Software
GWRE
$13.3B
$12.3M 0.01%
126,764
+24,089
+23% +$2.15M
GPOR
1067
DELISTED
Gulfport Energy Corp.
GPOR
$12.3M 0.01%
1,534,882
+34,407
+2% +$274K
ALE
1068
DELISTED
Allete
ALE
$12.3M 0.01%
149,396
+21,651
+17% +$1.71M
LAD icon
1069
Lithia Motors
LAD
$8.17B
$12.3M 0.01%
132,159
+21,760
+20% +$1.89M
NNN icon
1070
NNN REIT
NNN
$9.37B
$12.2M 0.01%
220,965
+19,622
+10% +$1.02M
ANDX
1071
DELISTED
Andeavor Logistics LP
ANDX
$12.2M 0.01%
346,637
+134,427
+63% +$4.77M
EVV
1072
Eaton Vance Limited Duration Income Fund
EVV
$1.06B
$12.2M 0.01%
964,078
+208,734
+28% +$2.6M
HBI
1073
DELISTED
Hanesbrands
HBI
$12.2M 0.01%
681,895
+104,801
+18% +$1.74M
MZTI
1074
The Marzetti Company
MZTI
$3.02B
$12.2M 0.01%
77,731
-6,514
-8% -$1.05M
HWM icon
1075
Howmet Aerospace
HWM
$114B
$12.2M 0.01%
830,009
-57,312
-6% -$821K
41 42
43
44 45

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AF
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MCM
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PSUF
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IA
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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.