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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
HALL
3451
DELISTED
Hallmark Financial Services, Inc.
HALL
– –
-1,364
Closed -$146K
HZN
3452
DELISTED
Horizon Global Corporation
HZN
– –
-118,268
Closed -$169K
ADMS
3453
DELISTED
Adamas Pharmaceuticals
ADMS
– –
-27,411
Closed -$234K
KDMN
3454
DELISTED
Kadmon Holdings, Inc.
KDMN
– –
-21,274
Closed -$44K
BXG
3455
DELISTED
Bluegreen Vacations Corporation Common Stock
BXG
– –
-10,232
Closed -$132K
PFNX
3456
DELISTED
Pfenex Inc.
PFNX
– –
-18,076
Closed -$58K
TSG
3457
DELISTED
The Stars Group Inc.
TSG
– –
-10,772
Closed -$178K
MBTF
3458
DELISTED
MBT Financial Corporation
MBTF
– –
-13,526
Closed -$126K
EHIC
3459
DELISTED
eHi Car Services Limited
EHIC
– –
-25,559
Closed -$268K
ACET
3460
DELISTED
Aceto Corp
ACET
– –
-10,662
Closed -$9K
CLD
3461
DELISTED
Cloud Peak Energy Inc
CLD
– –
-238,076
Closed -$87K
MBFI
3462
DELISTED
MB Financial Corp
MBFI
– –
-181,421
Closed -$7.19M
TFCFA
3463
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
– –
-4,119,018
Closed -$198M
TFCF
3464
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
– –
-313,635
Closed -$15M
ESL
3465
DELISTED
Esterline Technologies
ESL
– –
-73,694
Closed -$8.95M
CIVI
3466
DELISTED
Civitas Solutions, Inc.
CIVI
– –
-33,774
Closed -$591K
NTRI
3467
DELISTED
NutriSystem, Inc.
NTRI
– –
-77,255
Closed -$3.39M
SPA
3468
DELISTED
Sparton
SPA
– –
-11,402
Closed -$207K
ITG
3469
DELISTED
Investment Technology Group Inc
ITG
– –
-94,767
Closed -$2.87M
BNCL
3470
DELISTED
Beneficial Bancorp, Inc.
BNCL
– –
-86,973
Closed -$1.24M
NXEO
3471
DELISTED
Nexeo Solutions, Inc. Common Stock
NXEO
– –
-42,850
Closed -$368K
TAHO
3472
DELISTED
Tahoe Resources Inc
TAHO
– –
-1,150,008
Closed -$4.2M
NXTM
3473
DELISTED
NxStage Medical Inc.
NXTM
– –
-25,712
Closed -$736K
SN
3474
DELISTED
Sanchez Energy Corporation
SN
– –
-18,935
Closed -$5K
ORBK
3475
DELISTED
Orbotech Ltd
ORBK
– –
-55,404
Closed -$3.13M
137 138
139
140 141

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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.