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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
ENTG icon
1326
Entegris
ENTG
$18B
$7.96M 0.01%
222,938
+28,696
+15% +$956K
SIG icon
1327
Signet Jewelers
SIG
$3.81B
$7.94M 0.01%
292,415
+119,469
+69% +$3.29M
ADEA icon
1328
Adeia
ADEA
$2.77B
$7.93M 0.01%
1,281,685
+333,759
+35% +$1.96M
MTZ icon
1329
MasTec
MTZ
$24.7B
$7.93M 0.01%
164,923
-21,215
-11% -$953K
AAT
1330
American Assets Trust
AAT
$1.48B
$7.92M 0.01%
172,689
+6,220
+4% +$269K
ESI icon
1331
Element Solutions
ESI
$8.89B
$7.91M 0.01%
782,709
+120,808
+18% +$1.34M
FULT icon
1332
Fulton Financial
FULT
$4.73B
$7.89M 0.01%
509,727
-54,522
-10% -$891K
SPXC icon
1333
SPX Corp
SPXC
$10.2B
$7.88M 0.01%
226,505
-18,670
-8% -$607K
DCH
1334
Dauch Corp
DCH
$1.33B
$7.88M 0.01%
550,437
+103,320
+23% +$1.49M
MTG icon
1335
MGIC Investment
MTG
$6.47B
$7.86M 0.01%
596,190
-141,826
-19% -$1.77M
BND icon
1336
Vanguard Total Bond Market
BND
$158B
$7.86M 0.01%
96,838
+35
+0% +$2.79K
IJR icon
1337
iShares Core S&P Small-Cap ETF
IJR
$110B
$7.85M 0.01%
101,726
-226
-0.2% -$17.4K
KOF icon
1338
Coca-Cola Femsa
KOF
$22.8B
$7.84M 0.01%
118,854
+3,912
+3% +$245K
CRZO
1339
DELISTED
Carrizo Oil & Gas Inc
CRZO
$7.83M 0.01%
628,329
-201,983
-24% -$2.4M
ENR icon
1340
Energizer
ENR
$1.5B
$7.83M 0.01%
174,324
+12,842
+8% +$592K
GNRC icon
1341
Generac Holdings
GNRC
$11.5B
$7.83M 0.01%
152,808
-38,020
-20% -$1.98M
HQY icon
1342
HealthEquity
HQY
$8.46B
$7.81M 0.01%
105,581
+18,353
+21% +$1.29M
SJI
1343
DELISTED
South Jersey Industries, Inc.
SJI
$7.8M 0.01%
243,142
+20,704
+9% +$627K
BYD icon
1344
Boyd Gaming
BYD
$6.78B
$7.77M 0.01%
283,961
+25,692
+10% +$702K
ARI
1345
Apollo Commercial Real Estate
ARI
$881M
$7.77M 0.01%
426,697
+5,366
+1% +$96.6K
BKE icon
1346
Buckle
BKE
$2.35B
$7.75M 0.01%
414,082
+17,786
+4% +$325K
PLNT icon
1347
Planet Fitness
PLNT
$4.43B
$7.75M 0.01%
112,770
+3,025
+3% +$183K
SHOO icon
1348
Steven Madden
SHOO
$3.22B
$7.73M 0.01%
228,380
+5,751
+3% +$188K
GG
1349
DELISTED
Goldcorp Inc
GG
$7.73M 0.01%
675,490
+110,621
+20% +$1.19M
PFS icon
1350
Provident Financial Services
PFS
$3.15B
$7.73M 0.01%
298,401
+60,311
+25% +$1.58M
52 53
54
55 56

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AF
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MCM
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PSUF
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IA
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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.