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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
CWI icon
2501
State Street SPDR MSCI ACWI ex-US ETF
CWI
$2.73B
$1.33M ﹤0.01%
55,218
– –
SUBC
2502
DELISTED
SUBSEA 7 S A SPONSORED ADR
SUBC
$1.33M ﹤0.01%
107,524
+11,306
+12% +$140K
EXTN
2503
DELISTED
Exterran Corporation
EXTN
$1.33M ﹤0.01%
78,924
-7,920
-9% -$141K
HWKN icon
2504
Hawkins
HWKN
$2.99B
$1.32M ﹤0.01%
71,862
-11,466
-14% -$234K
AXSM icon
2505
Axsome Therapeutics
AXSM
$12.1B
$1.32M ﹤0.01%
+92,857
New +$862K
XOG
2506
DELISTED
Extraction Oil & Gas, Inc. Common Stock
XOG
$1.32M ﹤0.01%
311,123
-47,859
-13% -$200K
WHG icon
2507
Westwood Holdings Group
WHG
$187M
$1.31M ﹤0.01%
37,284
+17,608
+89% +$659K
ESGR
2508
DELISTED
Enstar Group
ESGR
$1.31M ﹤0.01%
7,549
+2,186
+41% +$380K
KREF
2509
KKR Real Estate Finance Trust
KREF
$471M
$1.31M ﹤0.01%
65,631
+24,372
+59% +$493K
NIHD
2510
DELISTED
NII Holdings, Inc. Common Stock
NIHD
$1.31M ﹤0.01%
669,951
+191,295
+40% +$764K
FG
2511
DELISTED
FGL Holdings Ordinary Shares
FG
$1.31M ﹤0.01%
166,309
+84,963
+104% +$674K
MYE icon
2512
Myers Industries
MYE
$1.26B
$1.31M ﹤0.01%
76,342
-1,109
-1% -$18.9K
TLRA
2513
DELISTED
Telaria, Inc.
TLRA
$1.3M ﹤0.01%
205,456
+195,420
+1,947% +$816K
QTNA
2514
DELISTED
Quantenna Communications, Inc. Common Stock
QTNA
$1.3M ﹤0.01%
53,248
-721
-1% -$12.6K
WTTR icon
2515
Select Water Solutions
WTTR
$2.24B
$1.29M ﹤0.01%
107,664
-5,427
-5% -$51.1K
SCHH icon
2516
Schwab US REIT ETF
SCHH
$11.7B
$1.29M ﹤0.01%
58,190
– –
AKRX
2517
DELISTED
Akorn Inc
AKRX
$1.29M ﹤0.01%
367,452
+98,904
+37% +$380K
SDY icon
2518
State Street SPDR S&P Dividend ETF
SDY
$22.3B
$1.29M ﹤0.01%
12,997
-1,097
-8% -$105K
SPPI
2519
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
$1.29M ﹤0.01%
120,645
+3,639
+3% +$39K
CTWS
2520
DELISTED
Connecticut Water Service Inc
CTWS
$1.29M ﹤0.01%
18,781
+941
+5% +$63.4K
XLK icon
2521
State Street Technology Select Sector SPDR ETF
XLK
$112B
$1.29M ﹤0.01%
34,776
+19,944
+134% +$682K
HTLF
2522
DELISTED
Heartland Financial USA, Inc.
HTLF
$1.29M ﹤0.01%
30,171
-6,787
-18% -$315K
CPLG
2523
DELISTED
CorePoint Lodging Inc. Common Stock
CPLG
$1.28M ﹤0.01%
114,877
-13,292
-10% -$172K
NPTN
2524
DELISTED
NEOPHOTONICS CORP
NPTN
$1.27M ﹤0.01%
202,175
+11,354
+6% +$79.5K
SD icon
2525
SandRidge Energy
SD
$485M
$1.27M ﹤0.01%
158,405
-19,292
-11% -$158K
99 100
101
102 103

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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.