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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
MB
3476
DELISTED
MINDBODY, Inc. Class A Common Stock
MB
– –
-14,037
Closed -$511K
LOXO
3477
DELISTED
Loxo Oncology, Inc
LOXO
– –
-17,008
Closed -$2.38M
AHL
3478
DELISTED
ASPEN Insurance Holding Limited
AHL
– –
-130,187
Closed -$5.47M
NFX
3479
DELISTED
Newfield Exploration
NFX
– –
-1,288,270
Closed -$18.9M
ATHN
3480
DELISTED
Athenahealth, Inc.
ATHN
– –
-29,691
Closed -$3.92M
DNB
3481
DELISTED
Dun & Bradstreet
DNB
– –
-91,623
Closed -$13.1M
P
3482
DELISTED
Pandora Media Inc
P
– –
-351,737
Closed -$2.85M
SEND
3483
DELISTED
SendGrid, Inc.
SEND
– –
-12,647
Closed -$546K
VVC
3484
DELISTED
Vectren Corporation
VVC
– –
-180,069
Closed -$13M
WRD
3485
DELISTED
WildHorse Resource Development
WRD
– –
-42,774
Closed -$604K
ESIO
3486
DELISTED
Electro Scientific Industries
ESIO
– –
-96,826
Closed -$2.9M
ESND
3487
DELISTED
Essendant Inc.
ESND
– –
-375,092
Closed -$4.72M
BOJA
3488
DELISTED
Bojangles', Inc. Common Stock
BOJA
– –
-13,503
Closed -$217K
TSRO
3489
DELISTED
TESARO, Inc.
TSRO
– –
-64,206
Closed -$4.77M
KANG
3490
DELISTED
iKang Healthcare Group, Inc.
KANG
– –
-54,865
Closed -$1.12M
CYHHZ
3491
DELISTED
Community Health Systems, Inc. Series A Contingent Value Rights
CYHHZ
– –
-11,285
Closed –
IMPV
3492
DELISTED
Imperva, Inc.
IMPV
– –
-12,007
Closed -$669K
APTI
3493
DELISTED
Apptio, Inc. Class A Common Stock
APTI
– –
-37,704
Closed -$1.43M
CVON
3494
DELISTED
ConvergeOne Holdings, Inc. Class A Common Stock
CVON
– –
-220,447
Closed -$2.73M
HDP
3495
DELISTED
Hortonworks, Inc.
HDP
– –
-14,585
Closed -$210K
FBR
3496
DELISTED
Fibria Celulose Sa
FBR
– –
-289,746
Closed -$4.99M
GNBC
3497
DELISTED
Green Bancorp, Inc
GNBC
– –
-55,727
Closed -$955K
STBZ
3498
DELISTED
State Bank Financial Corporation. Common Stock
STBZ
– –
-85,011
Closed -$1.83M
SCG
3499
DELISTED
Scana
SCG
– –
-1,135,007
Closed -$54.2M
SIR
3500
DELISTED
SELECT INCOME REIT
SIR
– –
-362,198
Closed -$2.67M
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.