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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
R icon
776
Ryder
R
$10.3B
$19.9M 0.02%
321,041
+38,386
+14% +$2.25M
SDX
777
DELISTED
SODEXHO ALLIANCE SA ADS (REP 1 COM SHR)
SDX
$19.9M 0.02%
903,118
-411
-0% -$9.04K
DOX icon
778
Amdocs
DOX
$5.64B
$19.8M 0.02%
366,187
-100,601
-22% -$5.66M
PAYC icon
779
Paycom
PAYC
$7.05B
$19.8M 0.02%
104,747
+5,271
+5% +$856K
XYZ
780
Block Inc
XYZ
$48.4B
$19.8M 0.02%
263,697
+48,140
+22% +$3.49M
FNF icon
781
Fidelity National Financial
FNF
$14B
$19.7M 0.02%
559,467
-3,250
-0.6% -$109K
MNK
782
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$19.6M 0.02%
901,863
+103,816
+13% +$2.21M
UTHR icon
783
United Therapeutics
UTHR
$26.3B
$19.6M 0.02%
167,016
-4,667
-3% -$544K
FICO icon
784
Fair Isaac
FICO
$29.7B
$19.6M 0.02%
72,067
+2,329
+3% +$547K
AAWW
785
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
$19.5M 0.02%
386,407
-60,287
-13% -$3.05M
HZNP
786
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$19.4M 0.02%
735,594
+40,959
+6% +$971K
GT icon
787
Goodyear
GT
$2.04B
$19.4M 0.02%
1,069,992
-275,104
-20% -$5.36M
VEEV icon
788
Veeva Systems
VEEV
$31.6B
$19.4M 0.02%
152,977
+20,954
+16% +$2.36M
BT
789
DELISTED
BT Group plc (ADR)
BT
$19.3M 0.02%
1,305,478
-104,385
-7% -$1.56M
KB icon
790
KB Financial Group
KB
$41.5B
$19.3M 0.02%
519,577
+617
+0.1% +$24.7K
STE icon
791
Steris
STE
$21.3B
$19.2M 0.02%
150,207
+9,545
+7% +$1.12M
TDC icon
792
Teradata
TDC
$2.8B
$19.2M 0.02%
440,342
+32,979
+8% +$1.48M
GWR
793
DELISTED
Genesee & Wyoming Inc.
GWR
$19.2M 0.02%
220,259
-28,997
-12% -$2.35M
FLR icon
794
Fluor
FLR
$7.22B
$19.2M 0.02%
521,534
+56,106
+12% +$2.05M
CHK
795
DELISTED
Chesapeake Energy Corporation
CHK
$19.2M 0.02%
30,925
+3,244
+12% +$1.82M
FIVE icon
796
Five Below
FIVE
$11.5B
$19.2M 0.02%
154,159
-26,883
-15% -$3.26M
EQC
797
DELISTED
Equity Commonwealth
EQC
$19.2M 0.02%
585,844
+238,807
+69% +$7.66M
AVK
798
Advent Convertible and Income Fund
AVK
$543M
$19.1M 0.02%
1,331,483
+59,504
+5% +$819K
ASH icon
799
Ashland
ASH
$3.04B
$19.1M 0.02%
244,539
+11,996
+5% +$924K
SON icon
800
Sonoco
SON
$5.8B
$19.1M 0.02%
309,633
+9,781
+3% +$563K
30 31
32
33 34

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MCM
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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.