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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
PI icon
3426
Impinj
PI
$3.97B
– –
-33,822
Closed -$492K
PRF icon
3427
Invesco FTSE RAFI US 1000 ETF
PRF
$9.76B
– –
-9,925
Closed -$202K
PRPL icon
3428
Purple Innovation
PRPL
$35.8M
– –
-739
Closed -$109K
PXF icon
3429
Invesco FTSE RAFI Developed Markets ex-US ETF
PXF
$2.84B
– –
-23,100
Closed -$867K
RBB icon
3430
RBB Bancorp
RBB
$451M
– –
-16,033
Closed -$282K
RBBN icon
3431
Ribbon Communications
RBBN
$359M
– –
-17,109
Closed -$82K
RFL icon
3432
Rafael Holdings
RFL
$119M
– –
-23,898
Closed -$187K
RVSB icon
3433
Riverview Bancorp
RVSB
$108M
– –
-11,628
Closed -$85K
SCHB icon
3434
Schwab US Broad Market ETF
SCHB
$42.8B
– –
-4,878,444
Closed -$48.7M
SCHV
3435
Schwab US Large-Cap Value ETF
SCHV
$15.8B
– –
-182,361
Closed -$3M
SPHD icon
3436
Invesco S&P 500 High Dividend Low Volatility ETF
SPHD
$3.38B
– –
-54,033
Closed -$2.06M
TEI
3437
Templeton Emerging Markets Income Fund
TEI
$310M
– –
-37,280
Closed -$359K
TSEM icon
3438
Tower Semiconductor
TSEM
$25.3B
– –
-44,282
Closed -$653K
URTH icon
3439
iShares MSCI World ETF
URTH
$7.91B
– –
-123,337
Closed -$9.73M
VT icon
3440
Vanguard Total World Stock ETF
VT
$76.4B
– –
-11,959
Closed -$783K
VV icon
3441
Vanguard Large-Cap ETF
VV
$51.9B
– –
-13,151
Closed -$1.51M
VVR icon
3442
Invesco Senior Income Trust
VVR
$456M
– –
-353,056
Closed -$1.38M
WW
3443
DELISTED
WW International
WW
– –
-98,905
Closed -$3.81M
XBI icon
3444
State Street SPDR S&P Biotech ETF
XBI
$10.2B
– –
-5,479
Closed -$393K
XFOR icon
3445
X4 Pharmaceuticals
XFOR
$372M
– –
-140
Closed -$59K
PENG
3446
Penguin Solutions Inc
PENG
$2.69B
– –
-33,866
Closed -$503K
ITI
3447
DELISTED
Iteris, Inc.
ITI
– –
-15,363
Closed -$57K
ASXC
3448
DELISTED
Asensus Surgical, Inc.
ASXC
– –
-1,401
Closed -$41K
BVH
3449
DELISTED
Bluegreen Vacations Holding Corporation
BVH
– –
-2,166
Closed -$62K
ONCT
3450
DELISTED
Oncternal Therapeutics, Inc. Common Stock
ONCT
– –
-174
Closed -$19K
136 137
138
139 140

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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.