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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
NAT icon
2901
Nordic American Tanker
NAT
$1.35B
$488K ﹤0.01%
241,365
-100,741
-29% -$212K
GSH
2902
DELISTED
Guangshen Railway Co. Ltd
GSH
$488K ﹤0.01%
+24,454
New +$508K
EARN
2903
Ellington Residential Mortgage REIT
EARN
$167M
$484K ﹤0.01%
40,667
-239
-0.6% -$2.75K
IDT icon
2904
IDT Corp
IDT
$1.69B
$484K ﹤0.01%
72,824
-34,615
-32% -$231K
KNSA icon
2905
Kiniksa Pharmaceuticals
KNSA
$6.11B
$484K ﹤0.01%
26,808
+4,243
+19% +$82K
STEW
2906
SRH Total Return Fund
STEW
$1.79B
$484K ﹤0.01%
44,896
+141
+0.3% +$1.5K
CSW
2907
CSW Industrials
CSW
$4.87B
$483K ﹤0.01%
+8,423
New +$455K
ALCO icon
2908
Alico
ALCO
$284M
$482K ﹤0.01%
17,729
+3,351
+23% +$99K
SPWR
2909
DELISTED
SunPower Corporation Common Stock
SPWR
$482K ﹤0.01%
113,054
+14,827
+15% +$57.8K
FDN icon
2910
First Trust Dow Jones Internet Index Fund ETF
FDN
$5B
$479K ﹤0.01%
3,446
+825
+31% +$110K
TBPH icon
2911
Theravance Biopharma
TBPH
$875M
$479K ﹤0.01%
21,121
+1,139
+6% +$28.9K
STEL
2912
DELISTED
Stellar Bancorp
STEL
$477K ﹤0.01%
+14,698
New +$475K
ATEX icon
2913
Anterix
ATEX
$1.78B
$476K ﹤0.01%
13,546
-16,656
-55% -$655K
BBBY
2914
Bed Bath & Beyond
BBBY
$503M
$474K ﹤0.01%
37,924
-155
-0.4% -$2.12K
CARO
2915
DELISTED
Carolina Financial Corp.
CARO
$474K ﹤0.01%
13,713
+1,241
+10% +$43K
BKN
2916
DELISTED
BlackRock Investment Quality Municipal Trust
BKN
$471K ﹤0.01%
33,292
+7,014
+27% +$97.6K
BGFV
2917
DELISTED
Big 5 Sporting Goods
BGFV
$470K ﹤0.01%
147,752
+38,669
+35% +$140K
TFIN icon
2918
Triumph Financial Inc
TFIN
$1.84B
$470K ﹤0.01%
15,981
+247
+2% +$7.71K
BBSI icon
2919
Barrett Business Services
BBSI
$1.01B
$469K ﹤0.01%
24,248
-21,036
-46% -$365K
MCHX icon
2920
Marchex
MCHX
$79.3M
$469K ﹤0.01%
99,187
+72,902
+277% +$298K
GTS
2921
DELISTED
Triple-S Management Corporation
GTS
$469K ﹤0.01%
21,593
-417
-2% -$8.48K
HCKT icon
2922
Hackett Group
HCKT
$266M
$467K ﹤0.01%
29,543
-6,225
-17% -$107K
XLRE icon
2923
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.73B
$467K ﹤0.01%
12,907
+4,309
+50% +$147K
ESTC icon
2924
Elastic
ESTC
$6.46B
$466K ﹤0.01%
5,832
-6,117
-51% -$511K
SND icon
2925
Smart Sand
SND
$178M
$466K ﹤0.01%
104,740
-62,811
-37% -$190K
115 116
117
118 119

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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.