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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
BWG
2426
BrandywineGLOBAL Global Income Opportunities Fund
BWG
$129M
$1.55M ﹤0.01%
139,336
+2,713
+2% +$29.9K
KNL
2427
DELISTED
Knoll, Inc.
KNL
$1.54M ﹤0.01%
81,635
+5,529
+7% +$110K
CDXS icon
2428
Codexis
CDXS
$158M
$1.54M ﹤0.01%
75,164
+10,510
+16% +$204K
LION
2429
DELISTED
Fidelity Southern Corporation
LION
$1.54M ﹤0.01%
56,307
-10,752
-16% -$320K
SSYS icon
2430
Stratasys
SSYS
$668M
$1.54M ﹤0.01%
64,613
+446
+0.7% +$10.7K
FFH
2431
DELISTED
FAIRFAX FINL HLDGS LTD SUB VTG
FFH
$1.54M ﹤0.01%
3,304
+48
+1% +$22.3K
TY icon
2432
TRI-Continental Corp
TY
$1.84B
$1.53M ﹤0.01%
58,320
-45
-0.1% -$1.15K
MBUU icon
2433
Malibu Boats
MBUU
$544M
$1.53M ﹤0.01%
38,605
-2,689
-7% -$111K
NTUS
2434
DELISTED
Natus Medical Inc
NTUS
$1.53M ﹤0.01%
60,162
-3,551
-6% -$106K
WSR
2435
DELISTED
Whitestone REIT
WSR
$1.52M ﹤0.01%
126,421
-75,110
-37% -$993K
LKFN icon
2436
Lakeland Financial Corp
LKFN
$1.59B
$1.52M ﹤0.01%
33,564
+3,916
+13% +$179K
MTUS icon
2437
Metallus
MTUS
$832M
$1.52M ﹤0.01%
139,753
+10,385
+8% +$120K
FET icon
2438
Forum Energy Technologies
FET
$577M
$1.52M ﹤0.01%
14,834
+2,457
+20% +$270K
YELL
2439
DELISTED
Yellow Corporation Common Stock
YELL
$1.51M ﹤0.01%
226,277
+40,492
+22% +$261K
HALO icon
2440
Halozyme
HALO
$9.87B
$1.51M ﹤0.01%
93,940
+12,147
+15% +$197K
YETI icon
2441
Yeti Holdings
YETI
$3.85B
$1.5M ﹤0.01%
+49,742
New +$1.08M
HSTM icon
2442
HealthStream
HSTM
$853M
$1.5M ﹤0.01%
53,529
+7,543
+16% +$198K
IMAX icon
2443
IMAX
IMAX
$2.59B
$1.5M ﹤0.01%
66,176
+16,738
+34% +$358K
AKO.B icon
2444
Embotelladora Andina Series B
AKO.B
$4.66B
$1.5M ﹤0.01%
69,192
-957
-1% -$21.4K
NPK icon
2445
National Presto Industries
NPK
$880M
$1.5M ﹤0.01%
13,783
-1,534
-10% -$179K
RMAX icon
2446
RE/MAX Holdings
RMAX
$201M
$1.49M ﹤0.01%
38,738
+8,100
+26% +$310K
YZC
2447
DELISTED
Yanzhou Coal Mining
YZC
$1.49M ﹤0.01%
149,185
-21,162
-12% -$211K
TIP icon
2448
iShares TIPS Bond ETF
TIP
$14.5B
$1.49M ﹤0.01%
13,164
+2,325
+21% +$258K
AEGN
2449
DELISTED
Aegion Corp
AEGN
$1.49M ﹤0.01%
84,665
+9,778
+13% +$177K
ONTO icon
2450
Onto Innovation
ONTO
$11B
$1.48M ﹤0.01%
48,054
+4,878
+11% +$143K
96 97
98
99 100

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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.