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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
MMS icon
1001
Maximus
MMS
$3.31B
$13.5M 0.01%
189,730
+22,184
+13% +$1.56M
GWB
1002
DELISTED
Great Western Bancorp, Inc.
GWB
$13.4M 0.01%
424,607
-103,198
-20% -$3.58M
WSM icon
1003
Williams-Sonoma
WSM
$27.8B
$13.4M 0.01%
476,448
+30,436
+7% +$840K
TRP icon
1004
TC Energy
TRP
$70.5B
$13.4M 0.01%
297,768
+21,100
+8% +$907K
X
1005
DELISTED
US Steel
X
$13.4M 0.01%
685,815
+53,370
+8% +$1.14M
MANH icon
1006
Manhattan Associates
MANH
$9.95B
$13.4M 0.01%
242,488
+4,831
+2% +$247K
PB icon
1007
Prosperity Bancshares
PB
$8.82B
$13.2M 0.01%
191,761
+10,301
+6% +$735K
PFGC icon
1008
Performance Food Group
PFGC
$18.1B
$13.2M 0.01%
332,925
+77,731
+30% +$2.85M
CAKE icon
1009
Cheesecake Factory
CAKE
$4.42B
$13.2M 0.01%
269,053
-124,099
-32% -$5.71M
SYNH
1010
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
$13.1M 0.01%
254,019
-5,716
-2% -$277K
AEO icon
1011
American Eagle Outfitters
AEO
$3.04B
$13.1M 0.01%
592,965
-40,112
-6% -$824K
SBS icon
1012
Sabesp
SBS
$19.4B
$13.1M 0.01%
6,393,000
-590,365
-8% -$1.23M
TLK icon
1013
Telkom Indonesia
TLK
$14.2B
$13.1M 0.01%
477,486
+24,595
+5% +$670K
ALNY icon
1014
Alnylam Pharmaceuticals
ALNY
$38.5B
$13.1M 0.01%
139,969
+42,369
+43% +$3.54M
ERIE icon
1015
Erie Indemnity
ERIE
$12.7B
$13.1M 0.01%
73,260
+1,823
+3% +$293K
MMSI icon
1016
Merit Medical Systems
MMSI
$4.67B
$13.1M 0.01%
211,516
+62,143
+42% +$3.53M
LXP icon
1017
LXP Industrial Trust
LXP
$3.53B
$13M 0.01%
287,935
-47,361
-14% -$2.16M
AGR
1018
DELISTED
Avangrid, Inc.
AGR
$13M 0.01%
258,238
-15,460
-6% -$762K
PK icon
1019
Park Hotels & Resorts
PK
$3.06B
$13M 0.01%
417,862
+90,165
+28% +$2.7M
SNX icon
1020
TD Synnex
SNX
$19.8B
$13M 0.01%
272,070
+21,310
+8% +$1.01M
STRA icon
1021
Strategic Education
STRA
$1.84B
$13M 0.01%
98,647
-17,659
-15% -$2.15M
EE
1022
DELISTED
El Paso Electric Company
EE
$12.9M 0.01%
219,624
+1,054
+0.5% +$56.9K
NVR icon
1023
NVR
NVR
$17.3B
$12.9M 0.01%
4,664
-1,083
-19% -$2.85M
MOH icon
1024
Molina Healthcare
MOH
$10.5B
$12.9M 0.01%
90,829
-5,307
-6% -$718K
RRX icon
1025
Regal Rexnord
RRX
$13.5B
$12.9M 0.01%
157,316
+2,813
+2% +$222K
39 40
41
42 43

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AF
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MCM
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PSUF
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IA
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SCC
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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.