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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
WIX icon
1101
WIX.com
WIX
$2.45B
$11.6M 0.01%
95,634
+34,109
+55% +$3.7M
SGEN
1102
DELISTED
Seagen Inc. Common Stock
SGEN
$11.5M 0.01%
157,492
-278
-0.2% -$19.8K
VSH icon
1103
Vishay Intertechnology
VSH
$5.02B
$11.5M 0.01%
624,395
-51,932
-8% -$1.04M
GME icon
1104
GameStop
GME
$9.94B
$11.5M 0.01%
4,538,488
+11,852
+0.3% +$36.8K
AWR icon
1105
American States Water
AWR
$3.45B
$11.5M 0.01%
161,613
+6,415
+4% +$439K
EME icon
1106
Emcor
EME
$31.4B
$11.5M 0.01%
157,592
+3,559
+2% +$241K
EAD
1107
Allspring Income Opportunities Fund
EAD
$373M
$11.5M 0.01%
1,459,597
+17,329
+1% +$134K
AMED
1108
DELISTED
Amedisys
AMED
$11.5M 0.01%
93,296
-22,626
-20% -$2.84M
SEO
1109
DELISTED
STORA ENSO OYJ, ADS(RP 1 SR R)
SEO
$11.5M 0.01%
941,369
+146,371
+18% +$1.79M
VCSH icon
1110
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
$11.5M 0.01%
143,939
+1,045
+0.7% +$82.4K
AGO icon
1111
Assured Guaranty
AGO
$3.79B
$11.5M 0.01%
258,187
-8,952
-3% -$373K
SINA
1112
DELISTED
Sina Corp
SINA
$11.5M 0.01%
193,345
+65,452
+51% +$3.92M
DBI icon
1113
Designer Brands
DBI
$322M
$11.4M 0.01%
513,664
+35,257
+7% +$924K
DPG
1114
Duff & Phelps Utility and Infrastructure Fund
DPG
$532M
$11.4M 0.01%
763,007
-17,303
-2% -$243K
SWX icon
1115
Southwest Gas
SWX
$6.7B
$11.4M 0.01%
137,984
+1,348
+1% +$108K
TTEK icon
1116
Tetra Tech
TTEK
$8.7B
$11.3M 0.01%
950,840
+47,905
+5% +$537K
EBS icon
1117
Emergent Biosolutions
EBS
$377M
$11.3M 0.01%
224,069
-27,890
-11% -$1.65M
CZR icon
1118
Caesars Entertainment
CZR
$6.1B
$11.3M 0.01%
241,535
-37,199
-13% -$1.7M
JBLU icon
1119
JetBlue
JBLU
$2.23B
$11.2M 0.01%
686,164
-39,070
-5% -$669K
FLO icon
1120
Flowers Foods
FLO
$1.6B
$11.2M 0.01%
526,428
+72,773
+16% +$1.46M
VG
1121
DELISTED
Vonage Holdings Corporation
VG
$11.2M 0.01%
1,115,466
+15,375
+1% +$148K
OGS icon
1122
ONE Gas
OGS
$5.06B
$11.2M 0.01%
125,618
+16,792
+15% +$1.41M
TOL icon
1123
Toll Brothers
TOL
$14.5B
$11.2M 0.01%
308,747
+47,656
+18% +$1.71M
AYX
1124
DELISTED
Alteryx Inc
AYX
$11.2M 0.01%
133,077
+85,708
+181% +$6.19M
DCI icon
1125
Donaldson
DCI
$11.1B
$11.1M 0.01%
222,595
+6,771
+3% +$327K
43 44
45
46 47

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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.