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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
NSLR
2051
Neostellar Capital Corp
NSLR
$258M
$2.96M ﹤0.01%
465,772
-21
-0% -$110
CHEF icon
2052
Chefs' Warehouse
CHEF
$4.31B
$2.96M ﹤0.01%
95,327
-43,544
-31% -$1.43M
IGIB icon
2053
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.5B
$2.96M ﹤0.01%
53,644
– –
ELLI
2054
DELISTED
Ellie Mae Inc
ELLI
$2.96M ﹤0.01%
29,954
+154
+0.5% +$13.4K
HNP
2055
DELISTED
Huaneng Power Intl, Inc.
HNP
$2.95M ﹤0.01%
127,608
-18,217
-12% -$452K
VONG icon
2056
Vanguard Russell 1000 Growth ETF
VONG
$41.2B
$2.95M ﹤0.01%
75,936
-996
-1% -$36.8K
IDCC icon
2057
InterDigital
IDCC
$6.75B
$2.94M ﹤0.01%
44,633
-15,110
-25% -$1.05M
RBA icon
2058
RB Global
RBA
$21.5B
$2.93M ﹤0.01%
86,249
-9,526
-10% -$336K
UVE icon
2059
Universal Insurance Holdings
UVE
$1.26B
$2.92M ﹤0.01%
94,363
-47,993
-34% -$1.72M
SMI
2060
DELISTED
Semiconductor Manufacturing Intl
SMI
$2.92M ﹤0.01%
577,798
+21,014
+4% +$101K
NTGR icon
2061
NETGEAR
NTGR
$612M
$2.92M ﹤0.01%
88,224
+2,663
+3% +$96.6K
WSC icon
2062
WillScot Mobile Mini Holdings
WSC
$4.37B
$2.92M ﹤0.01%
263,497
-1,655
-0.6% -$17.2K
ETJ
2063
Eaton Vance Risk-Managed Diversified Equity Income Fund
ETJ
$556M
$2.92M ﹤0.01%
317,797
+176,469
+125% +$1.55M
NTNX icon
2064
Nutanix
NTNX
$16.1B
$2.92M ﹤0.01%
77,373
-9,069
-10% -$415K
WMGI
2065
DELISTED
Wright Medical Group Inc
WMGI
$2.92M ﹤0.01%
92,805
+32,627
+54% +$991K
PODD icon
2066
Insulet
PODD
$11.8B
$2.92M ﹤0.01%
30,690
+1,989
+7% +$170K
BKS
2067
DELISTED
Barnes & Noble
BKS
$2.92M ﹤0.01%
537,079
-26,215
-5% -$160K
VKI icon
2068
Invesco Advantage Municipal Income Trust II
VKI
$397M
$2.91M ﹤0.01%
+270,601
New +$2.86M
ISCA
2069
DELISTED
International Speedway Corp
ISCA
$2.91M ﹤0.01%
66,791
-341
-0.5% -$14.8K
HMHC
2070
DELISTED
Houghton Mifflin Harcourt Company
HMHC
$2.91M ﹤0.01%
400,696
+6,503
+2% +$58.4K
VNTR
2071
DELISTED
Venator Materials PLC
VNTR
$2.9M ﹤0.01%
516,926
+392,258
+315% +$2.08M
MSTR icon
2072
Strategy Inc
MSTR
$34.1B
$2.9M ﹤0.01%
201,350
-8,510
-4% -$118K
AMC icon
2073
AMC Entertainment Holdings
AMC
$2.45B
$2.9M ﹤0.01%
19,543
+4,857
+33% +$691K
MOV icon
2074
Movado Group
MOV
$840M
$2.9M ﹤0.01%
79,747
-2,072
-3% -$69.5K
PAG icon
2075
Penske Automotive Group
PAG
$14.7B
$2.9M ﹤0.01%
64,952
+6,978
+12% +$309K
81 82
83
84 85

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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.