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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
GHC icon
1076
Graham Holdings Company
GHC
$5.23B
$12.2M 0.01%
17,803
+2,746
+18% +$1.84M
WPX
1077
DELISTED
WPX Energy, Inc.
WPX
$12.1M 0.01%
925,133
+7,223
+0.8% +$90.7K
LOGM
1078
DELISTED
LogMein, Inc.
LOGM
$12M 0.01%
150,379
+8,676
+6% +$741K
NSIT icon
1079
Insight Enterprises
NSIT
$3.77B
$12M 0.01%
218,594
+15,988
+8% +$806K
SSNC icon
1080
SS&C Technologies
SSNC
$18.8B
$11.9M 0.01%
187,338
+37,638
+25% +$2.09M
CBSH icon
1081
Commerce Bancshares
CBSH
$8.64B
$11.9M 0.01%
288,985
-17,750
-6% -$760K
LFC
1082
DELISTED
China Life Insurance Company Ltd.
LFC
$11.9M 0.01%
887,540
+48,293
+6% +$608K
LN
1083
DELISTED
LINE Corporation
LN
$11.9M 0.01%
337,959
+33,700
+11% +$1.21M
PS
1084
DELISTED
Pluralsight, Inc. Class A Common Stock
PS
$11.9M 0.01%
374,663
+365,280
+3,893% +$10.8M
WWW icon
1085
Wolverine World Wide
WWW
$1.71B
$11.9M 0.01%
332,231
-109
-0% -$3.81K
KDP icon
1086
Keurig Dr Pepper
KDP
$42.3B
$11.8M 0.01%
422,189
-5,740
-1% -$155K
TTC icon
1087
Toro Company
TTC
$9.08B
$11.8M 0.01%
171,511
+892
+0.5% +$56.6K
RRC icon
1088
Range Resources
RRC
$8.94B
$11.8M 0.01%
1,050,078
+235,193
+29% +$2.55M
MSM icon
1089
MSC Industrial Direct
MSM
$6.97B
$11.8M 0.01%
142,279
+992
+0.7% +$81.7K
SRC
1090
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$11.8M 0.01%
296,172
+12,175
+4% +$464K
ITGR icon
1091
Integer Holdings
ITGR
$3.41B
$11.8M 0.01%
155,908
-116
-0.1% -$9.49K
RYAAY icon
1092
Ryanair
RYAAY
$31.1B
$11.7M 0.01%
391,170
+25,575
+7% +$742K
AWC
1093
DELISTED
Alumina Ltd
AWC
$11.7M 0.01%
1,691,769
+28,244
+2% +$196K
HAE icon
1094
Haemonetics
HAE
$3.75B
$11.7M 0.01%
133,920
-62,904
-32% -$5.72M
IONS icon
1095
Ionis Pharmaceuticals
IONS
$9.14B
$11.7M 0.01%
144,057
+10,860
+8% +$701K
NSP icon
1096
Insperity
NSP
$2.01B
$11.6M 0.01%
94,053
+2,799
+3% +$319K
TWNK
1097
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
$11.6M 0.01%
929,597
-251,649
-21% -$2.94M
CASY icon
1098
Casey's General Stores
CASY
$31.7B
$11.6M 0.01%
90,099
-3,426
-4% -$448K
GCO icon
1099
Genesco
GCO
$432M
$11.6M 0.01%
253,726
-14,259
-5% -$653K
MOG.A icon
1100
Moog Inc Class A
MOG.A
$13.1B
$11.6M 0.01%
132,913
+8,060
+6% +$702K
42 43
44
45 46

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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.