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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
EYE icon
2851
National Vision
EYE
$1.75B
$546K ﹤0.01%
17,357
+5,296
+44% +$167K
SCID
2852
DELISTED
Global X Scientific Beta Europe ETF
SCID
$544K ﹤0.01%
+22,556
New +$533K
ITCI
2853
DELISTED
Intra-Cellular Therapies Inc.
ITCI
$543K ﹤0.01%
44,610
+28,501
+177% +$364K
PCW
2854
DELISTED
PCCW LIMITED ADS (10 ORD) (NEW)
PCW
$543K ﹤0.01%
86,882
+2,166
+3% +$13.5K
IJK icon
2855
iShares S&P Mid-Cap 400 Growth ETF
IJK
$10.8B
$541K ﹤0.01%
9,872
-692
-7% -$36.5K
ALTR
2856
DELISTED
Altair Engineering Inc
ALTR
$541K ﹤0.01%
14,702
+1,082
+8% +$36.4K
DCPH
2857
DELISTED
Deciphera Pharmaceuticals, Inc. Common Stock
DCPH
$541K ﹤0.01%
23,314
+1,995
+9% +$52.2K
CETV
2858
DELISTED
Central European Media Enterprises Ltd
CETV
$541K ﹤0.01%
135,853
+31,355
+30% +$106K
XLP icon
2859
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
$540K ﹤0.01%
9,623
+5,142
+115% +$275K
HSKA
2860
DELISTED
Heska Corp
HSKA
$538K ﹤0.01%
6,319
-484
-7% -$43.7K
LQDA icon
2861
Liquidia Corp
LQDA
$7.72B
$536K ﹤0.01%
47,067
+16,828
+56% +$270K
XERS icon
2862
Xeris Biopharma Holdings
XERS
$1.42B
$536K ﹤0.01%
53,339
+24,577
+85% +$315K
TBNK
2863
DELISTED
Territorial Bancorp Inc.
TBNK
$536K ﹤0.01%
19,934
+3,767
+23% +$103K
MTW icon
2864
Manitowoc
MTW
$527M
$535K ﹤0.01%
32,580
+2,654
+9% +$44.2K
PES
2865
DELISTED
Pioneer Energy Services Corp.
PES
$533K ﹤0.01%
301,057
+37,137
+14% +$64K
XLE icon
2866
State Street Energy Select Sector SPDR ETF
XLE
$38.3B
$532K ﹤0.01%
16,088
-217,442
-93% -$6.98M
LASR icon
2867
nLIGHT
LASR
$3.57B
$530K ﹤0.01%
23,806
-961
-4% -$19.5K
SNAP icon
2868
Snap
SNAP
$8.02B
$529K ﹤0.01%
47,999
-3,533
-7% -$30K
VGSH icon
2869
Vanguard Short-Term Treasury ETF
VGSH
$29.3B
$529K ﹤0.01%
8,754
-482
-5% -$29K
MYOK
2870
DELISTED
MyoKardia, Inc. Common Stock
MYOK
$529K ﹤0.01%
10,176
-8,966
-47% -$413K
UUUU icon
2871
Energy Fuels
UUUU
$2.83B
$525K ﹤0.01%
157,774
-4,197
-3% -$12.6K
SNDA icon
2872
Sonida Senior Living
SNDA
$2.04B
$523K ﹤0.01%
8,738
+7,389
+548% +$670K
EPOL icon
2873
iShares MSCI Poland ETF
EPOL
$674M
$521K ﹤0.01%
22,780
+42
+0.2% +$988
ESTE
2874
DELISTED
Earthstone Energy Inc. Class A Common Stock
ESTE
$520K ﹤0.01%
73,467
-4,929
-6% -$31.7K
GRC icon
2875
Gorman-Rupp
GRC
$2.18B
$519K ﹤0.01%
15,304
+913
+6% +$30.8K
113 114
115
116 117

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MCM
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PSUF
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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.