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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
IWV icon
3151
iShares Russell 3000 ETF
IWV
$19.5B
$238K ﹤0.01%
1,430
-158,135
-99% -$25.4M
SRGA
3152
DELISTED
Surgalign Holdings, Inc. Common Stock
SRGA
$238K ﹤0.01%
1,319
+318
+32% +$46K
VAW icon
3153
Vanguard Materials ETF
VAW
$3.01B
$236K ﹤0.01%
+1,918
New +$230K
PETX
3154
DELISTED
Aratana Therapeutics, Inc.
PETX
$236K ﹤0.01%
65,574
-64,821
-50% -$281K
ARNA
3155
DELISTED
Arena Pharmaceuticals Inc
ARNA
$235K ﹤0.01%
5,250
-22
-0.4% -$1.01K
TUES
3156
DELISTED
Tuesday Morning Corp
TUES
$235K ﹤0.01%
110,675
+11,351
+11% +$25.2K
ATE
3157
DELISTED
Advantest Corp
ATE
$235K ﹤0.01%
10,448
-160
-2% -$3.6K
STXB
3158
DELISTED
Spirit of Texas Bancshares, Inc. Common Stock
STXB
$234K ﹤0.01%
11,022
-118
-1% -$2.55K
BSRR icon
3159
Sierra Bancorp
BSRR
$538M
$233K ﹤0.01%
9,569
-125
-1% -$3.24K
RDWR icon
3160
Radware
RDWR
$1.23B
$233K ﹤0.01%
+8,902
New +$217K
LOGI icon
3161
Logitech
LOGI
$15.5B
$232K ﹤0.01%
5,889
-585
-9% -$21.1K
MOFG
3162
DELISTED
MidWestOne Financial Group
MOFG
$232K ﹤0.01%
+8,515
New +$242K
SBSW icon
3163
Sibanye-Stillwater
SBSW
$6.05B
$232K ﹤0.01%
56,270
+5,449
+11% +$20.6K
ROS
3164
DELISTED
ROSTELEKOM
ROS
$231K ﹤0.01%
35,535
– –
BOLD
3165
DELISTED
Audentes Therapeutics, Inc
BOLD
$230K ﹤0.01%
+5,896
New +$169K
ACWX icon
3166
iShares MSCI ACWI ex US ETF
ACWX
$11.4B
$226K ﹤0.01%
4,890
-112,347
-96% -$5.06M
VCR icon
3167
Vanguard Consumer Discretionary ETF
VCR
$5.92B
$225K ﹤0.01%
+1,305
New +$215K
BW icon
3168
Babcock & Wilcox
BW
$1.4B
$224K ﹤0.01%
54,425
-5,578
-9% -$30.6K
BREW
3169
DELISTED
Craft Brew Alliance, Inc.
BREW
$224K ﹤0.01%
+16,000
New +$253K
DTIL icon
3170
Precision BioSciences
DTIL
$187M
$223K ﹤0.01%
+413
New +$219K
ARCE
3171
DELISTED
Arco Platform Limited Class A Common Shares
ARCE
$223K ﹤0.01%
+6,919
New +$176K
MFIC icon
3172
MidCap Financial Investment
MFIC
$790M
$222K ﹤0.01%
14,677
+973
+7% +$14.6K
SLP icon
3173
Simulations Plus
SLP
$371M
$222K ﹤0.01%
10,498
-2,190
-17% -$43.8K
QHC
3174
DELISTED
Quorum Health Corporation
QHC
$222K ﹤0.01%
158,615
-29,904
-16% -$80.5K
NKSH icon
3175
National Bankshares
NKSH
$244M
$221K ﹤0.01%
5,157
-651
-11% -$25.2K
125 126
127
128 129

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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.