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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
FATE icon
3126
Fate Therapeutics
FATE
$273M
$255K ﹤0.01%
14,500
-386
-3% -$6.09K
NTGN
3127
DELISTED
Neon Therapeutics, Inc. Common Stock
NTGN
$255K ﹤0.01%
39,501
-13,426
-25% -$70.3K
MTLS
3128
Materialise
MTLS
$375M
$254K ﹤0.01%
16,158
+2,779
+21% +$48.8K
NTRA icon
3129
Natera
NTRA
$36.5B
$254K ﹤0.01%
12,331
+700
+6% +$11K
VATE icon
3130
INNOVATE Corp
VATE
$115M
$253K ﹤0.01%
10,332
+1,117
+12% +$34.8K
SCWX
3131
DELISTED
SecureWorks Corp Class A Common Stock
SCWX
$253K ﹤0.01%
+13,739
New +$268K
LBC
3132
DELISTED
Luther Burbank Corporation Common Stock
LBC
$253K ﹤0.01%
25,038
-3,001
-11% -$30K
AAOI icon
3133
Applied Optoelectronics
AAOI
$7.07B
$252K ﹤0.01%
20,681
-1,969
-9% -$29.7K
GOGO icon
3134
Gogo Inc
GOGO
$545M
$251K ﹤0.01%
55,963
+6,281
+13% +$26.2K
SPNS
3135
DELISTED
Sapiens International
SPNS
$251K ﹤0.01%
16,440
+5,530
+51% +$72.8K
ATEN icon
3136
A10 Networks
ATEN
$2.31B
$249K ﹤0.01%
35,054
-112
-0.3% -$761
CSTE icon
3137
Caesarstone
CSTE
$72.6M
$249K ﹤0.01%
15,940
+4,787
+43% +$74.9K
ITRN icon
3138
Ituran Location and Control
ITRN
$1.09B
$249K ﹤0.01%
7,293
+281
+4% +$9.6K
TRK
3139
DELISTED
Speedway Motorsports, Inc.
TRK
$249K ﹤0.01%
17,206
+1,701
+11% +$28K
EPRT icon
3140
Essential Properties Realty Trust
EPRT
$6.92B
$248K ﹤0.01%
+12,693
New +$207K
JAG
3141
DELISTED
Jagged Peak Energy Inc.
JAG
$248K ﹤0.01%
23,728
-35,833
-60% -$370K
PHD
3142
DELISTED
Pioneer Floating Rate Fund
PHD
$247K ﹤0.01%
23,758
-140,842
-86% -$1.47M
WATT icon
3143
Energous
WATT
$73.7M
$247K ﹤0.01%
65
-2
-3% -$8.69K
DON icon
3144
WisdomTree US MidCap Dividend Fund
DON
$4.07B
$246K ﹤0.01%
+6,877
New +$240K
HSDT icon
3145
Solana Company
HSDT
$98.1M
– –
0
– –
INBK icon
3146
First Internet Bancorp
INBK
$235M
$245K ﹤0.01%
+12,668
New +$267K
NCOM
3147
DELISTED
National Commerce Corporation
NCOM
$244K ﹤0.01%
+6,235
New +$254K
SMTA
3148
DELISTED
Spirit MTA REIT Common Shares of Beneficial Interest
SMTA
$241K ﹤0.01%
37,147
-24,742
-40% -$185K
VIA
3149
DELISTED
Viacom Inc. Class A
VIA
$241K ﹤0.01%
+7,432
New +$248K
LFCR icon
3150
Lifecore Biomedical
LFCR
$167M
$240K ﹤0.01%
+19,505
New +$238K
124 125
126
127 128

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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.