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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
IWY icon
2876
iShares Russell Top 200 Growth ETF
IWY
$15.6B
$518K ﹤0.01%
+6,295
New +$492K
SCTL
2877
DELISTED
Societal CDMO, Inc. Common Stock
SCTL
$516K ﹤0.01%
98,108
+1,792
+2% +$13.3K
CASS icon
2878
Cass Information Systems
CASS
$720M
$514K ﹤0.01%
10,876
-262
-2% -$13.4K
CZNC icon
2879
Citizens & Northern Corp
CZNC
$450M
$512K ﹤0.01%
20,429
-4,843
-19% -$124K
NRC icon
2880
NRC Health Common Stock
NRC
$503M
$512K ﹤0.01%
+13,259
New +$519K
KBAL
2881
DELISTED
Kimball International
KBAL
$510K ﹤0.01%
36,047
+6,335
+21% +$94.9K
AKH
2882
DELISTED
AIR France-KLM
AKH
$509K ﹤0.01%
45,298
+9,711
+27% +$109K
AAMI
2883
Acadian Asset Management
AAMI
$2.94B
$508K ﹤0.01%
37,487
+10,276
+38% +$133K
KOD icon
2884
Kodiak Sciences
KOD
$2.52B
$507K ﹤0.01%
77,607
+1,183
+2% +$8.74K
NMFC icon
2885
New Mountain Finance
NMFC
$668M
$507K ﹤0.01%
37,394
-3,073
-8% -$41.8K
DSPG
2886
DELISTED
DSP Group Inc
DSPG
$507K ﹤0.01%
36,045
+4,036
+13% +$52.5K
UCFC
2887
DELISTED
United Community Financial Corp
UCFC
$504K ﹤0.01%
53,877
-14,675
-21% -$139K
CALX icon
2888
Calix
CALX
$2.34B
$502K ﹤0.01%
65,229
-19,992
-23% -$176K
CVNA icon
2889
Carvana
CVNA
$47.3B
$500K ﹤0.01%
43,065
-25,865
-38% -$218K
TK icon
2890
Teekay
TK
$981M
$500K ﹤0.01%
127,536
+58,495
+85% +$222K
YEXT icon
2891
Yext
YEXT
$564M
$499K ﹤0.01%
22,835
-15,330
-40% -$278K
PKOH icon
2892
Park-Ohio Holdings
PKOH
$564M
$498K ﹤0.01%
15,375
-1,169
-7% -$37.8K
DGRO icon
2893
iShares Core Dividend Growth ETF
DGRO
$43.3B
$497K ﹤0.01%
13,534
+5,288
+64% +$188K
TLND
2894
DELISTED
Talend S.A. American Depositary Shares
TLND
$497K ﹤0.01%
9,830
+205
+2% +$8.75K
IHC
2895
DELISTED
Independence Holding Company
IHC
$497K ﹤0.01%
14,113
+367
+3% +$13.6K
CWK icon
2896
Cushman & Wakefield Ltd
CWK
$3.2B
$496K ﹤0.01%
+27,843
New +$480K
HPR
2897
DELISTED
HighPoint Resources Corporation
HPR
$496K ﹤0.01%
4,487
-1,859
-29% -$248K
RMT
2898
Royce Micro-Cap Trust
RMT
$733M
$495K ﹤0.01%
59,433
-43
-0.1% -$358
TCRR
2899
DELISTED
TCR2 Therapeutics Inc. Common Stock
TCRR
$495K ﹤0.01%
+28,372
New +$503K
HRTG icon
2900
Heritage Insurance Holdings
HRTG
$905M
$492K ﹤0.01%
33,665
-8,491
-20% -$126K
114 115
116
117 118

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AF
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MCM
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PSUF
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IA
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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.