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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
CCO icon
3201
Clear Channel Outdoor Holdings
CCO
$1.23B
$207K ﹤0.01%
38,778
+11,818
+44% +$63.5K
DSI icon
3202
iShares MSCI KLD 400 Social ETF
DSI
$5.19B
$207K ﹤0.01%
3,932
-8,518
-68% -$432K
NEX
3203
DELISTED
NexTier Oilfield Solutions Inc.
NEX
$206K ﹤0.01%
18,922
-9,725
-34% -$97.9K
GCAP
3204
DELISTED
Gain Capital Holdings, Inc.
GCAP
$206K ﹤0.01%
32,746
+322
+1% +$2.14K
FENC icon
3205
Fennec Pharmaceuticals
FENC
$352M
$205K ﹤0.01%
42,165
+10,538
+33% +$69.3K
IJT icon
3206
iShares S&P Small-Cap 600 Growth ETF
IJT
$8.26B
$205K ﹤0.01%
2,302
-1,110
-33% -$98.1K
VUZI icon
3207
Vuzix
VUZI
$183M
$204K ﹤0.01%
+66,654
New +$267K
LBY
3208
DELISTED
Libbey, Inc.
LBY
$204K ﹤0.01%
71,780
-12,407
-15% -$53.2K
FRBK
3209
DELISTED
Republic First Bancorp Inc
FRBK
$203K ﹤0.01%
38,696
+8,141
+27% +$50K
ULH icon
3210
Universal Logistics Holdings
ULH
$386M
$201K ﹤0.01%
+10,218
New +$212K
KEG
3211
DELISTED
Key Energy Services, Inc. Common Stock
KEG
$199K ﹤0.01%
49,078
-889
-2% -$2.57K
SIFI
3212
DELISTED
SI Financial Group, Inc. NEW MD
SIFI
$198K ﹤0.01%
15,332
+4,235
+38% +$57.9K
TAC icon
3213
TransAlta
TAC
$4.04B
$197K ﹤0.01%
26,843
+2,081
+8% +$11.9K
VSLR
3214
DELISTED
VIVINT SOLAR, INC.
VSLR
$194K ﹤0.01%
39,082
-2,973
-7% -$13.7K
EUFN icon
3215
iShares MSCI Europe Financials ETF
EUFN
$4.05B
$192K ﹤0.01%
10,585
– –
TXMD icon
3216
TherapeuticsMD
TXMD
$23.6M
$191K ﹤0.01%
786
+51
+7% +$13.5K
IMH
3217
DELISTED
Impac Mortgage Holdings Inc.
IMH
$191K ﹤0.01%
48,832
+6,500
+15% +$25.8K
HAPN
3218
Happen Inc
HAPN
$2.16B
$187K ﹤0.01%
12,109
-5,412
-31% -$83.5K
MPX
3219
DELISTED
Marine Products Corp
MPX
$186K ﹤0.01%
13,773
-157
-1% -$2.32K
LBRT icon
3220
Liberty Energy
LBRT
$2.73B
$185K ﹤0.01%
12,004
+556
+5% +$8.52K
FPRX
3221
DELISTED
Five Prime Therapeutics, Inc.
FPRX
$183K ﹤0.01%
13,682
-1,559
-10% -$17.8K
CWCO icon
3222
Consolidated Water Co
CWCO
$485M
$178K ﹤0.01%
13,803
+331
+2% +$4.25K
INB
3223
DELISTED
Cohen & Steers Global Income Builder, Inc.
INB
$178K ﹤0.01%
20,866
+2,033
+11% +$16.7K
TRVG
3224
trivago
TRVG
$394M
$177K ﹤0.01%
8,179
-6,356
-44% -$174K
BOCH
3225
DELISTED
Bank of Commerce Holdings (CA)
BOCH
$176K ﹤0.01%
16,652
+84
+0.5% +$930
127 128
129
130 131

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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.