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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
NSTG
2301
DELISTED
NanoString Technologies, Inc.
NSTG
$2M ﹤0.01%
83,622
+58,540
+233% +$1.35M
EXTR icon
2302
Extreme Networks
EXTR
$3.83B
$2M ﹤0.01%
267,060
-32,828
-11% -$240K
FLWS icon
2303
1-800-Flowers.com
FLWS
$256M
$2M ﹤0.01%
109,715
+755
+0.7% +$12.2K
RMR icon
2304
The RMR Group
RMR
$336M
$2M ﹤0.01%
32,786
-241
-0.7% -$15.9K
VUG icon
2305
Vanguard Growth ETF
VUG
$214B
$2M ﹤0.01%
76,674
+738
+1% +$18.2K
SRI icon
2306
Stoneridge
SRI
$200M
$1.99M ﹤0.01%
69,007
-18,973
-22% -$519K
CAC icon
2307
Camden National
CAC
$981M
$1.98M ﹤0.01%
47,532
+178
+0.4% +$7.43K
DVY icon
2308
iShares Select Dividend ETF
DVY
$24B
$1.98M ﹤0.01%
20,173
+345
+2% +$33K
ASRT
2309
DELISTED
Assertio
ASRT
$1.98M ﹤0.01%
6,501
+1,461
+29% +$377K
HIFR
2310
DELISTED
InfraREIT, Inc.
HIFR
$1.97M ﹤0.01%
93,954
-57,131
-38% -$1.21M
HASI icon
2311
Hannon Armstrong Sustainable Infrastructure Capital
HASI
$4.83B
$1.97M ﹤0.01%
76,796
+46,254
+151% +$1.09M
HCI icon
2312
HCI Group
HCI
$2.32B
$1.97M ﹤0.01%
46,078
+4,275
+10% +$197K
WTI icon
2313
W&T Offshore
WTI
$512M
$1.96M ﹤0.01%
284,256
-45,601
-14% -$248K
TOWN icon
2314
Towne Bank
TOWN
$3.55B
$1.96M ﹤0.01%
79,189
+7,491
+10% +$197K
INGN icon
2315
Inogen
INGN
$175M
$1.95M ﹤0.01%
20,465
-5,586
-21% -$697K
MNTA
2316
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
$1.95M ﹤0.01%
134,346
+44,464
+49% +$568K
KTOS icon
2317
Kratos Defense & Security Solutions
KTOS
$8.43B
$1.95M ﹤0.01%
124,546
+16,185
+15% +$255K
HTO
2318
H2O America
HTO
$2.68B
$1.95M ﹤0.01%
31,506
-471
-1% -$28.3K
CIR
2319
DELISTED
CIRCOR International, Inc
CIR
$1.94M ﹤0.01%
59,542
+14,051
+31% +$411K
FOE
2320
DELISTED
Ferro Corporation
FOE
$1.94M ﹤0.01%
102,517
+17,904
+21% +$316K
GSBC icon
2321
Great Southern Bancorp
GSBC
$883M
$1.94M ﹤0.01%
37,321
-1,748
-4% -$92.8K
BZUN
2322
Baozun
BZUN
$174M
$1.93M ﹤0.01%
46,536
+14,478
+45% +$507K
HY icon
2323
Hyster-Yale Materials Handling
HY
$578M
$1.93M ﹤0.01%
30,898
+954
+3% +$64.6K
IMMU
2324
DELISTED
Immunomedics Inc
IMMU
$1.93M ﹤0.01%
100,301
+21,670
+28% +$349K
ETD icon
2325
Ethan Allen Interiors
ETD
$606M
$1.92M ﹤0.01%
100,216
+7,198
+8% +$138K
91 92
93
94 95

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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.