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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
EQM
1026
DELISTED
EQM Midstream Partners, LP
EQM
$12.9M 0.01%
278,683
+74,829
+37% +$3.27M
PWR icon
1027
Quanta Services
PWR
$88.3B
$12.9M 0.01%
340,735
+12,757
+4% +$445K
DSU icon
1028
BlackRock Debt Strategies Fund
DSU
$592M
$12.9M 0.01%
1,199,356
-537,913
-31% -$5.68M
MASI
1029
DELISTED
Masimo
MASI
$12.8M 0.01%
92,781
+12,014
+15% +$1.51M
CCOI icon
1030
Cogent Communications
CCOI
$649M
$12.8M 0.01%
235,972
+24,995
+12% +$1.23M
SR icon
1031
Spire
SR
$4.88B
$12.8M 0.01%
155,520
+2,501
+2% +$195K
CMC icon
1032
Commercial Metals
CMC
$7.8B
$12.8M 0.01%
748,573
-138,839
-16% -$2.29M
INOV
1033
DELISTED
Inovalon Holdings, Inc. Class A Common Stock
INOV
$12.8M 0.01%
1,027,401
-132,557
-11% -$1.8M
ELS icon
1034
Equity Lifestyle Properties
ELS
$12.8B
$12.8M 0.01%
223,292
+45,468
+26% +$2.43M
OMCL icon
1035
Omnicell
OMCL
$1.96B
$12.7M 0.01%
157,491
-37,322
-19% -$2.79M
THG icon
1036
Hanover Insurance
THG
$7.84B
$12.7M 0.01%
111,445
-7,234
-6% -$833K
HRB icon
1037
H&R Block
HRB
$5.7B
$12.7M 0.01%
530,454
-74,775
-12% -$1.84M
GRFS
1038
Grifois
GRFS
$5.44B
$12.7M 0.01%
631,185
-38,509
-6% -$736K
JJSF icon
1039
J&J Snack Foods
JJSF
$1.49B
$12.7M 0.01%
79,890
+7,678
+11% +$1.17M
PSO icon
1040
Pearson
PSO
$10.5B
$12.7M 0.01%
1,155,250
-45,915
-4% -$536K
CCU icon
1041
Compañía de Cervecerías Unidas
CCU
$2.2B
$12.7M 0.01%
430,270
+6,743
+2% +$188K
AOR icon
1042
iShares Core 60/40 Balanced Allocation ETF
AOR
$3.65B
$12.7M 0.01%
283,485
-30,653
-10% -$1.33M
CRI icon
1043
Carter's
CRI
$1.45B
$12.7M 0.01%
125,528
+605
+0.5% +$54K
TAL icon
1044
TAL Education Group
TAL
$5.79B
$12.6M 0.01%
350,476
+19,892
+6% +$645K
HEI icon
1045
HEICO Corp
HEI
$50.8B
$12.6M 0.01%
133,147
-4,947
-4% -$431K
EMBJ
1046
Embraer S.A. ADS
EMBJ
$12.3B
$12.6M 0.01%
663,726
+10,255
+2% +$213K
LSTR icon
1047
Landstar System
LSTR
$6.29B
$12.6M 0.01%
115,261
+1,606
+1% +$169K
WLL
1048
DELISTED
Whiting Petroleum Corporation
WLL
$12.6M 0.01%
6,430
+1,504
+31% +$3.03M
CNDT icon
1049
Conduent
CNDT
$251M
$12.6M 0.01%
909,719
+204,608
+29% +$2.72M
WCN
1050
Waste Connections
WCN
$42.7B
$12.5M 0.01%
141,625
-19,542
-12% -$1.61M
40 41
42
43 44

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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.