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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
SCS
1476
DELISTED
Steelcase
SCS
$6.62M 0.01%
454,770
+39,322
+9% +$654K
DIOD icon
1477
Diodes
DIOD
$3.61B
$6.61M 0.01%
190,575
+17,657
+10% +$633K
MANT
1478
DELISTED
Mantech International Corp
MANT
$6.61M 0.01%
122,338
-5,344
-4% -$293K
AVYA
1479
DELISTED
Avaya Holdings Corp. Common Stock
AVYA
$6.6M 0.01%
392,210
-63,353
-14% -$993K
ATHM icon
1480
Autohome
ATHM
$2.63B
$6.59M 0.01%
62,649
-106
-0.2% -$8.73K
BRC icon
1481
Brady Corp
BRC
$4.53B
$6.57M 0.01%
141,632
+19,731
+16% +$907K
AMN icon
1482
AMN Healthcare
AMN
$1.37B
$6.54M 0.01%
138,977
-4,428
-3% -$245K
SSD icon
1483
Simpson Manufacturing
SSD
$7.87B
$6.53M 0.01%
110,199
+4,809
+5% +$284K
MDSO
1484
DELISTED
Medidata Solutions, Inc.
MDSO
$6.53M 0.01%
89,178
-4,296
-5% -$310K
GRA
1485
DELISTED
W.R. Grace & Co.
GRA
$6.53M 0.01%
83,677
+1,359
+2% +$100K
CMD
1486
DELISTED
Cantel Medical Corporation
CMD
$6.49M 0.01%
96,994
+15,521
+19% +$1.18M
AXTA icon
1487
Axalta
AXTA
$7.53B
$6.47M 0.01%
256,798
+25,803
+11% +$664K
BLX icon
1488
Bladex Inc
BLX
$2.18B
$6.46M 0.01%
324,030
+22,706
+8% +$431K
PMO
1489
Franklin Municipal Opportunities Trust
PMO
$282M
$6.45M 0.01%
526,228
+107,785
+26% +$1.29M
DOOR
1490
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
$6.45M 0.01%
129,264
-33,282
-20% -$1.77M
GTY
1491
Getty Realty Corp
GTY
$2.16B
$6.44M 0.01%
201,162
-13,760
-6% -$440K
MKSI icon
1492
MKS Inc
MKSI
$18.3B
$6.44M 0.01%
69,168
+5,826
+9% +$470K
CVET
1493
DELISTED
Covetrus, Inc. Common Stock
CVET
$6.43M 0.01%
+202,013
New +$7.17M
ANDE icon
1494
Andersons Inc
ANDE
$2.43B
$6.43M 0.01%
199,390
+3,958
+2% +$137K
WBS icon
1495
Webster Financial
WBS
$12.4B
$6.42M 0.01%
126,675
+8,366
+7% +$453K
YELP icon
1496
Yelp
YELP
$1.55B
$6.4M 0.01%
185,516
+28,450
+18% +$1.03M
HMSY
1497
DELISTED
HMS Holdings Corp.
HMSY
$6.39M 0.01%
215,973
-20,582
-9% -$635K
VIVO
1498
DELISTED
Meridian Bioscience Inc
VIVO
$6.39M 0.01%
362,962
+9,982
+3% +$166K
MLKN icon
1499
MillerKnoll
MLKN
$1.59B
$6.38M 0.01%
181,304
+10,208
+6% +$356K
WAGE
1500
DELISTED
WageWorks, Inc.
WAGE
$6.38M 0.01%
168,868
+10,935
+7% +$357K
58 59
60
61 62

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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.