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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
EEX
2951
DELISTED
Emerald Holding
EEX
$444K ﹤0.01%
34,980
-968
-3% -$12.6K
CUTR
2952
DELISTED
Cutera, Inc.
CUTR
$442K ﹤0.01%
25,042
+7,855
+46% +$123K
IIIN icon
2953
Insteel Industries
IIIN
$631M
$441K ﹤0.01%
21,101
+2,128
+11% +$46.8K
MLR icon
2954
Miller Industries
MLR
$584M
$439K ﹤0.01%
14,226
-502
-3% -$15.6K
MEN
2955
DELISTED
Blackrock Muni Enhanced Fund, Inc.
MEN
$438K ﹤0.01%
40,968
-976
-2% -$10.3K
QUOT
2956
DELISTED
Quotient Technology Inc
QUOT
$436K ﹤0.01%
44,128
+5,205
+13% +$53.4K
BAS
2957
DELISTED
Basis Energy Services, Inc.
BAS
$436K ﹤0.01%
114,641
-186
-0.2% -$906
FLIC
2958
DELISTED
First of Long Island Corp
FLIC
$426K ﹤0.01%
19,429
+326
+2% +$7.13K
TCDA
2959
DELISTED
Tricida, Inc. Common Stock
TCDA
$425K ﹤0.01%
10,998
+292
+3% +$6.8K
CIVI
2960
DELISTED
Civitas Resources
CIVI
$424K ﹤0.01%
18,665
-19,632
-51% -$452K
AGFS
2961
DELISTED
AgroFresh Solutions Inc
AGFS
$424K ﹤0.01%
126,815
+90,209
+246% +$357K
JPI
2962
DELISTED
Nuveen Preferred Securities & Income Opportunities Fund
JPI
$423K ﹤0.01%
+18,831
New +$414K
MFL
2963
DELISTED
BLACKROCK MUNIHOLDINGS INVESTMENT QUALITY FUND
MFL
$423K ﹤0.01%
32,801
-179,759
-85% -$2.32M
TA
2964
DELISTED
TravelCenters of America LLC
TA
$422K ﹤0.01%
20,533
-1,964
-9% -$44.7K
ATRC icon
2965
AtriCure
ATRC
$2.01B
$421K ﹤0.01%
15,732
-34,787
-69% -$1.06M
LORL
2966
DELISTED
Loral Space and Communications, Inc.
LORL
$421K ﹤0.01%
11,685
-3,340
-22% -$127K
LXFR icon
2967
Luxfer Holdings
LXFR
$456M
$420K ﹤0.01%
16,833
+1,822
+12% +$36.6K
PCYO icon
2968
Pure Cycle
PCYO
$259M
$420K ﹤0.01%
42,630
+425
+1% +$4.21K
ORN icon
2969
Orion Group Holdings
ORN
$485M
$419K ﹤0.01%
143,344
-4,425
-3% -$18.6K
VB icon
2970
Vanguard Small-Cap ETF
VB
$80.2B
$419K ﹤0.01%
2,739
+978
+56% +$145K
FTK icon
2971
Flotek Industries
FTK
$856M
$418K ﹤0.01%
21,519
-10,966
-34% -$179K
HBM icon
2972
Hudbay
HBM
$9.67B
$418K ﹤0.01%
58,560
-449
-0.8% -$2.78K
CLPR
2973
Clipper Realty
CLPR
$46.5M
$416K ﹤0.01%
31,068
+442
+1% +$5.78K
EVC icon
2974
Entravision Communication
EVC
$1.01B
$414K ﹤0.01%
127,796
+10,283
+9% +$38.1K
TBCH
2975
Turtle Beach Corp
TBCH
$258M
$412K ﹤0.01%
36,294
+1,033
+3% +$15.6K
117 118
119
120 121

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MCM
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PSUF
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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.