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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
NEXT icon
2726
NextDecade
NEXT
$1.63B
$796K ﹤0.01%
144,217
+120,323
+504% +$502K
OSUR icon
2727
OraSure Technologies
OSUR
$277M
$796K ﹤0.01%
71,361
+18,818
+36% +$218K
HAYN
2728
DELISTED
Haynes International, Inc.
HAYN
$795K ﹤0.01%
24,223
-2,196
-8% -$71K
PCSB
2729
DELISTED
PCSB Financial Corporation
PCSB
$795K ﹤0.01%
40,644
+8,750
+27% +$176K
CRAI icon
2730
CRA International
CRAI
$1.16B
$792K ﹤0.01%
15,663
-18,062
-54% -$816K
MGP
2731
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
$792K ﹤0.01%
24,553
-70,825
-74% -$2.14M
SMHI icon
2732
SEACOR Marine Holdings
SMHI
$216M
$788K ﹤0.01%
59,229
-9,624
-14% -$129K
BMTC
2733
DELISTED
Bryn Mawr Bank Corp
BMTC
$782K ﹤0.01%
21,650
-3,495
-14% -$132K
BSV icon
2734
Vanguard Short-Term Bond ETF
BSV
$44.7B
$779K ﹤0.01%
9,790
– –
CRR
2735
DELISTED
Carbo Ceramics Inc.
CRR
$776K ﹤0.01%
221,609
-6,392
-3% -$26.8K
EWM icon
2736
iShares MSCI Malaysia ETF
EWM
$309M
$771K ﹤0.01%
25,751
+8,255
+47% +$251K
CCXI
2737
DELISTED
ChemoCentryx, Inc.
CCXI
$771K ﹤0.01%
+55,490
New +$635K
PFBC icon
2738
Preferred Bank
PFBC
$1.25B
$767K ﹤0.01%
17,051
+7,021
+70% +$334K
SRCE icon
2739
1st Source
SRCE
$2.18B
$767K ﹤0.01%
17,076
+655
+4% +$29.8K
CLAR icon
2740
Clarus
CLAR
$128M
$764K ﹤0.01%
59,932
+39,691
+196% +$447K
HBNC icon
2741
Horizon Bancorp
HBNC
$1.06B
$764K ﹤0.01%
47,511
+9,992
+27% +$167K
FMN
2742
Federated Hermes Premier Municipal Income Fund
FMN
$86.9M
$762K ﹤0.01%
+56,766
New +$747K
CNBKA
2743
DELISTED
Century Bancorp Inc/Mass
CNBKA
$761K ﹤0.01%
10,430
+380
+4% +$28.8K
GHM icon
2744
Graham Corp
GHM
$1.17B
$759K ﹤0.01%
38,656
-6,423
-14% -$142K
HNGR
2745
DELISTED
Hanger Inc.
HNGR
$757K ﹤0.01%
39,746
-17,744
-31% -$352K
DFRG
2746
DELISTED
Del Frisco's Restaurant Group, Inc. Common Stock
DFRG
$757K ﹤0.01%
118,037
+1,064
+0.9% +$8.38K
ITCL
2747
DELISTED
Banco Itau Chile American Depositary Shares (each representing one third of one (1/3) Common Share)
ITCL
$754K ﹤0.01%
58,081
-10,436
-15% -$148K
CNOB icon
2748
Center Bancorp
CNOB
$1.66B
$750K ﹤0.01%
38,089
+3,534
+10% +$72.4K
CRCM
2749
DELISTED
CARE.COM, INC.
CRCM
$749K ﹤0.01%
37,918
+10,706
+39% +$240K
ALBO
2750
DELISTED
Albireo Pharma Inc
ALBO
$747K ﹤0.01%
23,193
-1,023
-4% -$27.5K
108 109
110
111 112

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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.