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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
GOLF icon
2326
Acushnet Holdings
GOLF
$6.03B
$1.92M ﹤0.01%
82,825
+688
+0.8% +$16.1K
DAI
2327
DELISTED
DAIMLER AG
DAI
$1.92M ﹤0.01%
32,731
-9,711
-23% -$569K
FFG
2328
DELISTED
FBL Financial Group
FFG
$1.92M ﹤0.01%
30,548
-1,391
-4% -$95.4K
NVRO
2329
DELISTED
NEVRO CORP.
NVRO
$1.91M ﹤0.01%
30,595
+463
+2% +$21.8K
LAB icon
2330
Standard BioTools
LAB
$326M
$1.9M ﹤0.01%
143,278
+115,808
+422% +$1.22M
DERM
2331
DELISTED
Dermira, Inc.
DERM
$1.9M ﹤0.01%
140,527
+58,036
+70% +$484K
MUE
2332
DELISTED
BlackRock MuniHoldings Quality Fund II
MUE
$1.9M ﹤0.01%
154,510
+112,668
+269% +$1.36M
RBCAA icon
2333
Republic Bancorp
RBCAA
$1.96B
$1.89M ﹤0.01%
42,282
-3,029
-7% -$128K
EDIT icon
2334
Editas Medicine
EDIT
$393M
$1.88M ﹤0.01%
76,968
+34,229
+80% +$775K
HLIT icon
2335
Harmonic Inc
HLIT
$1.14B
$1.88M ﹤0.01%
346,501
-33,128
-9% -$176K
SBCF icon
2336
Seacoast Banking Corp of Florida
SBCF
$3.32B
$1.88M ﹤0.01%
71,273
-4,959
-7% -$139K
ORA icon
2337
Ormat Technologies
ORA
$5.74B
$1.88M ﹤0.01%
34,025
+2,824
+9% +$157K
AORT icon
2338
Artivion
AORT
$1.33B
$1.87M ﹤0.01%
64,240
-32,652
-34% -$932K
MCHB
2339
Mechanics Bancorp
MCHB
$3.58B
$1.87M ﹤0.01%
71,078
-5,335
-7% -$138K
HLIO icon
2340
Helios Technologies
HLIO
$2.48B
$1.87M ﹤0.01%
40,164
-5,722
-12% -$229K
KNSL icon
2341
Kinsale Capital Group
KNSL
$8.61B
$1.87M ﹤0.01%
27,207
+9,818
+56% +$614K
MGU
2342
DELISTED
Macquarie Global Infrastructure Total Return Fund, Inc.
MGU
$1.86M ﹤0.01%
83,923
+4,726
+6% +$101K
TCMD icon
2343
Tactile Systems Technology
TCMD
$623M
$1.86M ﹤0.01%
35,306
-9,205
-21% -$595K
MIME
2344
DELISTED
Mimecast Limited
MIME
$1.84M ﹤0.01%
38,920
+9,955
+34% +$418K
PRSU
2345
Pursuit Attractions and Hospitality Inc
PRSU
$1.45B
$1.84M ﹤0.01%
32,653
+196
+0.6% +$10.6K
MODV
2346
DELISTED
ModivCare
MODV
$1.83M ﹤0.01%
27,503
+174
+0.6% +$11.4K
VRTV
2347
DELISTED
VERITIV CORPORATION
VRTV
$1.83M ﹤0.01%
69,612
-7,270
-9% -$222K
EAF icon
2348
GrafTech
EAF
$190M
$1.83M ﹤0.01%
14,316
+7,550
+112% +$1M
GPMT
2349
Granite Point Mortgage Trust
GPMT
$63.7M
$1.82M ﹤0.01%
97,778
+9,743
+11% +$184K
IIPR icon
2350
Innovative Industrial Properties
IIPR
$1.77B
$1.81M ﹤0.01%
22,213
+3,720
+20% +$252K
92 93
94
95 96

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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.