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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
ERC
3401
Allspring Multi-Sector Income Fund
ERC
$254M
– –
-52,461
Closed -$582K
EVF
3402
Eaton Vance Senior Income Trust
EVF
$90.1M
– –
-65,518
Closed -$393K
EZU icon
3403
iShare MSCI Eurozone ETF
EZU
$9.45B
– –
-6,697
Closed -$235K
FCT
3404
First Trust Senior Floating Rate Income Fund II
FCT
$251M
– –
-44,887
Closed -$503K
FRA icon
3405
BlackRock Floating Rate Income Strategies Fund
FRA
$383M
– –
-82,397
Closed -$981K
GIC icon
3406
Global Industrial
GIC
$1.36B
– –
-19,794
Closed -$473K
GOGL
3407
DELISTED
Golden Ocean Group
GOGL
– –
-12,455
Closed -$77K
GOVT icon
3408
iShares US Treasury Bond ETF
GOVT
$43.8B
– –
-211,902
Closed -$5.22M
GRBK icon
3409
Green Brick Partners
GRBK
$3.12B
– –
-15,475
Closed -$112K
HOV icon
3410
Hovnanian Enterprises
HOV
$782M
– –
-5,780
Closed -$99K
IVE icon
3411
iShares S&P 500 Value ETF
IVE
$49.1B
– –
-2,995
Closed -$303K
KYN icon
3412
Kayne Anderson Energy Infrastructure Fund
KYN
$2.44B
– –
-14,536
Closed -$200K
LAZ icon
3413
Lazard
LAZ
$4.23B
– –
-83,540
Closed -$3.08M
LCTX icon
3414
Lineage Cell Therapeutics
LCTX
$257M
– –
-16,696
Closed -$15K
LEO
3415
BNY Mellon Strategic Municipals
LEO
$389M
– –
-54,754
Closed -$393K
MBIN icon
3416
Merchants Bancorp
MBIN
$2.22B
– –
-23,363
Closed -$311K
MNKD icon
3417
MannKind Corp
MNKD
$1.22B
– –
-73,946
Closed -$78K
MTUM icon
3418
iShares MSCI USA Momentum Factor ETF
MTUM
$25.2B
– –
-2,200
Closed -$221K
NATR icon
3419
Nature's Sunshine
NATR
$362M
– –
-11,169
Closed -$91K
NGS icon
3420
Natural Gas Services Group
NGS
$469M
– –
-18,727
Closed -$308K
NINE
3421
DELISTED
Nine Energy Service
NINE
– –
-14,099
Closed -$318K
OVID icon
3422
Ovid Therapeutics
OVID
$439M
– –
-10,580
Closed -$26K
PCEF icon
3423
Invesco CEF Income Composite ETF
PCEF
$797M
– –
-425,627
Closed -$8.61M
PFF icon
3424
iShares Preferred and Income Securities ETF
PFF
$13.2B
– –
-19,172
Closed -$656K
PGC icon
3425
Peapack-Gladstone Financial
PGC
$833M
– –
-9,151
Closed -$230K
135 136
137
138 139

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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.