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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
ONDK
3001
DELISTED
On Deck Capital, Inc.
ONDK
$370K ﹤0.01%
68,344
-172,737
-72% -$1.09M
HDSN
3002
Hudson Technologies
HDSN
$260M
$367K ﹤0.01%
190,134
+37,116
+24% +$52.3K
MCFT icon
3003
MasterCraft Boat Holdings
MCFT
$611M
$367K ﹤0.01%
16,252
-15,337
-49% -$339K
MG icon
3004
Mistras Group
MG
$493M
$366K ﹤0.01%
26,531
+8,722
+49% +$130K
LFVN icon
3005
LifeVantage
LFVN
$80.6M
$363K ﹤0.01%
25,403
+13,791
+119% +$200K
IMOS
3006
ChipMOS TECHNOLOGIES
IMOS
$1.73B
$362K ﹤0.01%
21,442
-1,472
-6% -$24.2K
ANIK icon
3007
Anika Therapeutics
ANIK
$204M
$359K ﹤0.01%
11,887
-3,836
-24% -$131K
CLNE icon
3008
Clean Energy Fuels
CLNE
$421M
$358K ﹤0.01%
115,961
+7,719
+7% +$17.2K
PRTA icon
3009
Prothena Corp
PRTA
$439M
$358K ﹤0.01%
29,534
+5,868
+25% +$73.3K
TPB icon
3010
Turning Point Brands
TPB
$1.55B
$358K ﹤0.01%
7,772
-344
-4% -$13.2K
LGF.A
3011
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
$358K ﹤0.01%
22,883
-93,687
-80% -$1.55M
CBH
3012
DELISTED
Virtus Convertible & Income 2024 Target Term Fund
CBH
$357K ﹤0.01%
39,695
+24,583
+163% +$217K
TELL
3013
DELISTED
Tellurian Inc.
TELL
$355K ﹤0.01%
31,719
+14,309
+82% +$134K
MOBL
3014
DELISTED
MobileIron, Inc.
MOBL
$354K ﹤0.01%
64,729
-13
-0% -$64
CNR
3015
DELISTED
Cornerstone Building Brands, Inc.
CNR
$353K ﹤0.01%
57,301
-5,648
-9% -$41.4K
CASH icon
3016
Pathward Financial
CASH
$1.86B
$351K ﹤0.01%
17,826
-8,433
-32% -$184K
CVGI icon
3017
Commercial Vehicle Group
CVGI
$153M
$351K ﹤0.01%
45,786
-1,091
-2% -$8.19K
FSV icon
3018
FirstService
FSV
$6.65B
$351K ﹤0.01%
3,934
-511
-11% -$42K
GLD icon
3019
SPDR Gold Trust
GLD
$131B
$350K ﹤0.01%
+2,871
New +$354K
ATRS
3020
DELISTED
Antares Pharma, Inc.
ATRS
$350K ﹤0.01%
115,661
-665
-0.6% -$2.15K
BHBK
3021
DELISTED
Blue Hills Bancorp, Inc.
BHBK
$348K ﹤0.01%
14,556
-49,677
-77% -$1.17M
CHMI
3022
Cherry Hill Mortgage Investment Corp
CHMI
$82.3M
$346K ﹤0.01%
20,106
+2,076
+12% +$38.1K
DSKE
3023
DELISTED
Daseke, Inc. Common Stock
DSKE
$346K ﹤0.01%
68,036
+21,070
+45% +$95K
NVEC icon
3024
NVE Corp
NVEC
$551M
$345K ﹤0.01%
3,526
+729
+26% +$70.4K
CYOU
3025
DELISTED
Changyou.com Limited American Depositary Share
CYOU
$344K ﹤0.01%
20,089
-422
-2% -$7.92K
119 120
121
122 123

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AF
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MCM
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PSUF
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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.