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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
BCO icon
1151
Brink's
BCO
$4.87B
$10.7M 0.01%
142,415
+7,223
+5% +$537K
POST icon
1152
Post Holdings
POST
$4.27B
$10.7M 0.01%
149,732
+22,609
+18% +$1.48M
EFOR
1153
Everforth Inc
EFOR
$953M
$10.7M 0.01%
167,854
-5,205
-3% -$325K
WDFC icon
1154
WD-40
WDFC
$3.08B
$10.6M 0.01%
62,668
+10,918
+21% +$1.92M
LPT
1155
DELISTED
Liberty Property Trust
LPT
$10.6M 0.01%
218,898
+10,267
+5% +$478K
LHCG
1156
DELISTED
LHC Group LLC
LHCG
$10.6M 0.01%
95,479
-1,747
-2% -$186K
AMJ
1157
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
$10.6M 0.01%
414,516
-3,207,253
-89% -$80.1M
LAMR icon
1158
Lamar Advertising Co
LAMR
$16.5B
$10.6M 0.01%
133,291
-2,532
-2% -$191K
MNRO icon
1159
Monro
MNRO
$537M
$10.6M 0.01%
121,973
+11,857
+11% +$898K
WPC icon
1160
W.P. Carey
WPC
$16.8B
$10.5M 0.01%
137,156
+16,986
+14% +$1.22M
EXPO icon
1161
Exponent
EXPO
$3.15B
$10.5M 0.01%
182,159
-5,868
-3% -$317K
VKQ icon
1162
Invesco Municipal Trust
VKQ
$541M
$10.5M 0.01%
872,112
+327,246
+60% +$3.86M
PE
1163
DELISTED
PARSLEY ENERGY INC
PE
$10.5M 0.01%
544,354
+125,987
+30% +$2.31M
HUBS icon
1164
HubSpot
HUBS
$12.2B
$10.5M 0.01%
62,945
-1,454
-2% -$230K
BLD
1165
DELISTED
TopBuild
BLD
$10.5M 0.01%
161,317
-553
-0.3% -$31.1K
CXT icon
1166
Crane NXT
CXT
$3.14B
$10.4M 0.01%
355,490
-42,883
-11% -$1.21M
BGY icon
1167
BlackRock Enhanced International Dividend Trust
BGY
$513M
$10.4M 0.01%
1,878,802
+140,599
+8% +$759K
PFPT
1168
DELISTED
Proofpoint, Inc.
PFPT
$10.4M 0.01%
85,796
-9,194
-10% -$1.01M
MDC
1169
DELISTED
M.D.C. Holdings, Inc.
MDC
$10.4M 0.01%
385,327
-12,804
-3% -$339K
RNP icon
1170
Cohen & Steers REIT and Preferred and Income Fund
RNP
$996M
$10.3M 0.01%
501,747
-1,508
-0.3% -$29.4K
GNTX icon
1171
Gentex
GNTX
$5.12B
$10.3M 0.01%
499,752
-218,412
-30% -$4.57M
LTHM
1172
DELISTED
Livent Corporation
LTHM
$10.3M 0.01%
839,304
+698,457
+496% +$9.1M
KAMN
1173
DELISTED
Kaman Corp
KAMN
$10.3M 0.01%
176,343
+4,300
+2% +$253K
VRNT
1174
DELISTED
Verint Systems
VRNT
$10.3M 0.01%
337,573
+92,606
+38% +$2.35M
CTB
1175
DELISTED
Cooper Tire & Rubber Co.
CTB
$10.3M 0.01%
344,344
-89,761
-21% -$2.88M
45 46
47
48 49

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MCM
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PSUF
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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.