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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
PDFS icon
2751
PDF Solutions
PDFS
$1.87B
$746K ﹤0.01%
60,413
+4,617
+8% +$51K
FNKO icon
2752
Funko
FNKO
$355M
$737K ﹤0.01%
+33,943
New +$623K
CSTM icon
2753
Constellium
CSTM
$3.96B
$730K ﹤0.01%
91,469
-39,353
-30% -$336K
CSV icon
2754
Carriage Services
CSV
$648M
$729K ﹤0.01%
37,851
+13,276
+54% +$256K
CIGI icon
2755
Colliers International
CIGI
$5.31B
$728K ﹤0.01%
10,906
+139
+1% +$8.9K
FSB
2756
DELISTED
Franklin Financial Network, Inc.
FSB
$727K ﹤0.01%
25,076
+6,113
+32% +$188K
XLB icon
2757
State Street Materials Select Sector SPDR ETF
XLB
$8.82B
$726K ﹤0.01%
26,162
-3,610
-12% -$97.3K
ARES icon
2758
Ares Management
ARES
$28.8B
$723K ﹤0.01%
+31,163
New +$681K
IWP icon
2759
iShares Russell Mid-Cap Growth ETF
IWP
$19.6B
$720K ﹤0.01%
10,612
-2,426
-19% -$156K
DPLO
2760
DELISTED
DIPLOMAT PHARMACY, INC.
DPLO
$720K ﹤0.01%
123,973
+1,995
+2% +$20.6K
OMN
2761
DELISTED
OMNOVA Solutions Inc.
OMN
$719K ﹤0.01%
102,409
-15,650
-13% -$125K
OMAB icon
2762
Grupo Aeroportuario Centro Norte
OMAB
$5.23B
$717K ﹤0.01%
15,895
+3,032
+24% +$135K
RYZ
2763
Ryerson Holding Corp
RYZ
$1.61B
$717K ﹤0.01%
83,735
-6,215
-7% -$48.2K
MUS
2764
DELISTED
BLACKROCK MUNIHOLDINGS QUALITY FUND, INC.
MUS
$716K ﹤0.01%
+59,115
New +$704K
ZGNX
2765
DELISTED
Zogenix, Inc.
ZGNX
$714K ﹤0.01%
12,987
+1,528
+13% +$72.7K
BNFT
2766
DELISTED
Benefitfocus, Inc.
BNFT
$710K ﹤0.01%
14,347
-25,308
-64% -$1.29M
CVEO icon
2767
Civeo
CVEO
$376M
$708K ﹤0.01%
28,095
-1,762
-6% -$47.9K
NCSM icon
2768
NCS Multistage Holdings
NCSM
$117M
$708K ﹤0.01%
6,832
-262
-4% -$29K
IRWD icon
2769
Ironwood Pharmaceuticals
IRWD
$626M
$707K ﹤0.01%
62,392
+4,022
+7% +$44.9K
IBTX
2770
DELISTED
Independent Bank Group, Inc.
IBTX
$700K ﹤0.01%
13,641
+4,422
+48% +$238K
ASNA
2771
DELISTED
Ascena Retail Group, Inc.
ASNA
$696K ﹤0.01%
32,219
-15,079
-32% -$676K
MNP
2772
DELISTED
Western Asset Municipal Partners Fund, Inc.
MNP
$694K ﹤0.01%
+48,056
New +$686K
TBHC
2773
DELISTED
The Brand House Collective
TBHC
$692K ﹤0.01%
98,370
-12,719
-11% -$125K
DHT icon
2774
DHT Holdings
DHT
$2.99B
$691K ﹤0.01%
155,004
-12,083
-7% -$51.8K
GIFI
2775
DELISTED
Gulf Island Fabrication
GIFI
$691K ﹤0.01%
75,389
+13,357
+22% +$124K
109 110
111
112 113

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MCM
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PSUF
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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.