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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
KA
3376
DELISTED
Kineta, Inc. Common Stock
KA
$23K ﹤0.01%
132
-1,061
-89% -$519K
WIN
3377
DELISTED
Windstream Holdings Inc
WIN
$22K ﹤0.01%
73,756
-192,712
-72% -$460K
MBII
3378
DELISTED
Marrone Bio Innovations, Inc.
MBII
$20K ﹤0.01%
+12,792
New +$19.5K
HOS
3379
DELISTED
Hornbeck Offshore Services, Inc.
HOS
$20K ﹤0.01%
16,500
-5,070
-24% -$7.69K
AREX
3380
DELISTED
Approach Resources Inc.
AREX
$19K ﹤0.01%
52,361
-4,175
-7% -$3.92K
MUX icon
3381
McEwen Inc
MUX
$1.04B
$18K ﹤0.01%
1,195
-698
-37% -$12.4K
UPL
3382
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
$18K ﹤0.01%
30,010
-394
-1% -$287
NVAX icon
3383
Novavax
NVAX
$1.23B
$17K ﹤0.01%
1,512
-2,194
-59% -$69.3K
ISEE
3384
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
$17K ﹤0.01%
+11,834
New +$16.6K
KG
3385
Kestrel Group
KG
$70.1M
$10K ﹤0.01%
660
-5,699
-90% -$132K
ZOM
3386
DELISTED
Zomedica Corp.
ZOM
$5K ﹤0.01%
15,109
-186
-1% -$164
AMR
3387
DELISTED
Alta Mesa Resources Inc
AMR
$3K ﹤0.01%
11,093
-96,551
-90% -$73.1K
ANW
3388
DELISTED
Aegean Marine Petroleum Network
ANW
$2K ﹤0.01%
39,600
-80,500
-67% -$4.07K
ALDX icon
3389
Aldeyra Therapeutics
ALDX
$95.3M
– –
-92,816
Closed -$770K
AWF
3390
AllianceBernstein Global High Income Fund
AWF
$868M
– –
-303,920
Closed -$3.2M
BBN icon
3391
BlackRock Taxable Municipal Bond Trust
BBN
$971M
– –
-17,963
Closed -$378K
BGB
3392
Blackstone Strategic Credit 2027 Term Fund
BGB
$500M
– –
-116,846
Closed -$1.57M
BHB icon
3393
Bar Harbor Bankshares
BHB
$659M
– –
-11,042
Closed -$248K
BNDX icon
3394
Vanguard Total International Bond ETF
BNDX
$82.2B
– –
-144,711
Closed -$7.85M
CENT icon
3395
Central Garden & Pet Co
CENT
$2.71B
– –
-20,560
Closed -$567K
CLBK icon
3396
Columbia Financial
CLBK
$1.13B
– –
-12,790
Closed -$196K
CLSD
3397
DELISTED
Clearside Biomedical
CLSD
– –
-713
Closed -$11K
CSIQ icon
3398
Canadian Solar
CSIQ
$936M
– –
-30,917
Closed -$443K
EFT
3399
Eaton Vance Floating-Rate Income Trust
EFT
$284M
– –
-61,757
Closed -$782K
EMB icon
3400
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
– –
-14,875
Closed -$1.55M
134 135
136
137 138

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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.