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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
ACRS icon
3026
Aclaris Therapeutics
ACRS
$733M
$343K ﹤0.01%
57,221
-39,201
-41% -$260K
LILA icon
3027
Liberty Latin America Class A
LILA
$1.7B
$341K ﹤0.01%
27,566
+10,508
+62% +$122K
SENEA icon
3028
Seneca Foods Class A
SENEA
$1.16B
$340K ﹤0.01%
13,802
-5,736
-29% -$163K
ASMB icon
3029
Assembly Biosciences
ASMB
$500M
$334K ﹤0.01%
1,413
-2,072
-59% -$525K
ESSA
3030
DELISTED
ESSA Bancorp
ESSA
$334K ﹤0.01%
21,689
+75
+0.3% +$1.18K
RNET
3031
DELISTED
RigNet, Inc.
RNET
$334K ﹤0.01%
34,213
-8,835
-21% -$123K
CWH icon
3032
Camping World
CWH
$396M
$333K ﹤0.01%
23,927
-66,367
-74% -$929K
ECH icon
3033
iShares MSCI Chile ETF
ECH
$1B
$332K ﹤0.01%
7,700
– –
SNCR
3034
DELISTED
Synchronoss Technologies
SNCR
$332K ﹤0.01%
6,073
+2,753
+83% +$179K
CBAY
3035
DELISTED
Cymabay Therapeutics
CBAY
$331K ﹤0.01%
24,918
+9,316
+60% +$99.1K
ASPS icon
3036
Altisource Portfolio Solutions
ASPS
$61.5M
$330K ﹤0.01%
1,744
+526
+43% +$102K
WAAS
3037
DELISTED
AquaVenture Holdings Limited
WAAS
$330K ﹤0.01%
17,050
+340
+2% +$7.04K
IO
3038
DELISTED
ION Geophysical Corporation
IO
$330K ﹤0.01%
22,834
+5,238
+30% +$61.3K
FNWB icon
3039
First Northwest Bancorp
FNWB
$113M
$329K ﹤0.01%
21,118
-229
-1% -$3.58K
GPRK icon
3040
GeoPark
GPRK
$589M
$329K ﹤0.01%
19,127
+5,830
+44% +$103K
ZEPP
3041
Zepp Health
ZEPP
$68.5M
$327K ﹤0.01%
6,239
-1,484
-19% -$80.1K
MXWL
3042
DELISTED
Maxwell Technologies Inc
MXWL
$327K ﹤0.01%
73,190
+1,618
+2% +$6.36K
GABC icon
3043
German American Bancorp
GABC
$1.9B
$325K ﹤0.01%
+11,057
New +$334K
GDX icon
3044
VanEck Gold Miners ETF
GDX
$22.9B
$322K ﹤0.01%
+14,340
New +$315K
NSSC icon
3045
Napco Security Technologies
NSSC
$1.33B
$322K ﹤0.01%
+31,074
New +$292K
HTBK
3046
DELISTED
Heritage Commerce
HTBK
$319K ﹤0.01%
26,336
-39,440
-60% -$515K
VPL icon
3047
Vanguard FTSE Pacific ETF
VPL
$7.95B
$319K ﹤0.01%
+4,843
New +$313K
INST
3048
DELISTED
Instructure, Inc.
INST
$319K ﹤0.01%
6,768
+381
+6% +$16K
IYH icon
3049
iShares US Healthcare ETF
IYH
$3.45B
$318K ﹤0.01%
8,210
-1,110
-12% -$42.2K
DESP
3050
DELISTED
Despegar.com
DESP
$317K ﹤0.01%
+21,244
New +$336K
120 121
122
123 124

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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.