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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
VERI icon
3326
Veritone
VERI
$100M
$68K ﹤0.01%
+13,066
New +$72.8K
LJPC
3327
DELISTED
La Jolla Pharmaceutical Company
LJPC
$68K ﹤0.01%
+10,543
New +$68.7K
HK
3328
DELISTED
Halcon Resources Corporation
HK
$68K ﹤0.01%
50,540
-289,741
-85% -$468K
LFT
3329
Lument Finance Trust
LFT
$41.2M
$67K ﹤0.01%
19,143
+959
+5% +$3.25K
METC icon
3330
Ramaco Resources Class A
METC
$664M
$67K ﹤0.01%
11,884
-3,988
-25% -$21.7K
RAIL icon
3331
FreightCar America
RAIL
$279M
$64K ﹤0.01%
+10,452
New +$77.2K
OTIC
3332
DELISTED
Otonomy, Inc.
OTIC
$64K ﹤0.01%
24,355
-161
-0.7% -$363
LONE
3333
DELISTED
Lonestar Resources US Inc. Class A Common Stock
LONE
$64K ﹤0.01%
+16,046
New +$75K
CSLT
3334
DELISTED
CASTLIGHT HEALTH, INC.
CSLT
$63K ﹤0.01%
+16,871
New +$53.6K
ACHN
3335
DELISTED
Achillion Pharmaceuticals
ACHN
$62K ﹤0.01%
21,014
+3,700
+21% +$9.09K
COGT icon
3336
Cogent Biosciences
COGT
$6.91B
$61K ﹤0.01%
+3,457
New +$59.1K
TLGT
3337
DELISTED
Teligent, Inc
TLGT
$60K ﹤0.01%
5,204
-2,000
-28% -$30.1K
SHLO
3338
DELISTED
Shiloh Industries Inc
SHLO
$60K ﹤0.01%
10,856
+67
+0.6% +$403
KOPN icon
3339
Kopin
KOPN
$687M
$59K ﹤0.01%
44,264
+17,832
+67% +$23.9K
MBIO icon
3340
Mustang Bio
MBIO
$4.24M
$59K ﹤0.01%
23
+1
+5% +$2.83K
ELVT
3341
DELISTED
Elevate Credit, Inc.
ELVT
$59K ﹤0.01%
13,704
+1,351
+11% +$6.07K
MN
3342
DELISTED
MANNING & NAPIER, INC.
MN
$59K ﹤0.01%
28,152
+994
+4% +$2.22K
ARC
3343
DELISTED
ARC Document Solutions, Inc.
ARC
$58K ﹤0.01%
25,832
-6,807
-21% -$16.6K
ADVM
3344
DELISTED
Adverum Biotechnologies
ADVM
$57K ﹤0.01%
+1,088
New +$44K
BTE icon
3345
Baytex Energy
BTE
$2.94B
$57K ﹤0.01%
33,676
+11,102
+49% +$19.5K
VRDN icon
3346
Viridian Therapeutics
VRDN
$2.18B
$57K ﹤0.01%
1,354
+506
+60% +$22.9K
PVLA
3347
Palvella Therapeutics
PVLA
$2.03B
$57K ﹤0.01%
+211
New +$50.1K
FRAN
3348
DELISTED
Francesca's Holdings Corporation
FRAN
$57K ﹤0.01%
7,055
-10,680
-60% -$104K
INAP
3349
DELISTED
Internap Corporation
INAP
$57K ﹤0.01%
11,431
-25,462
-69% -$138K
VSTM icon
3350
Verastem
VSTM
$534M
$56K ﹤0.01%
1,574
-384
-20% -$15.2K
132 133
134
135 136

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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.