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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
LSCC icon
2126
Lattice Semiconductor
LSCC
$16B
$2.67M ﹤0.01%
224,128
+147,289
+192% +$1.47M
VRS
2127
DELISTED
Verso Corporation
VRS
$2.67M ﹤0.01%
124,682
-60,947
-33% -$1.41M
DSX icon
2128
Diana Shipping
DSX
$266M
$2.67M ﹤0.01%
1,353,641
+63,107
+5% +$131K
SITE icon
2129
SiteOne Landscape Supply
SITE
$4.16B
$2.67M ﹤0.01%
46,641
-7,255
-13% -$396K
MMI icon
2130
Marcus & Millichap
MMI
$1.2B
$2.66M ﹤0.01%
65,406
+24,733
+61% +$948K
RGNX icon
2131
Regenxbio
RGNX
$616M
$2.66M ﹤0.01%
46,372
+18,806
+68% +$932K
MGNI icon
2132
Magnite
MGNI
$2.83B
$2.65M ﹤0.01%
435,495
+306,623
+238% +$1.58M
MHO icon
2133
M/I Homes
MHO
$3.95B
$2.65M ﹤0.01%
99,404
+2,052
+2% +$53.4K
DCOM
2134
DELISTED
Dime Community Bancshares
DCOM
$2.65M ﹤0.01%
141,251
-1,884
-1% -$36.3K
FRO icon
2135
Frontline
FRO
$8.71B
$2.64M ﹤0.01%
408,827
+27,805
+7% +$165K
CBM
2136
DELISTED
Cambrex Corporation
CBM
$2.64M ﹤0.01%
67,973
+5,422
+9% +$222K
TDOC icon
2137
Teladoc Health
TDOC
$1.66B
$2.62M ﹤0.01%
47,098
+5,108
+12% +$312K
SFL icon
2138
SFL Corp
SFL
$1.61B
$2.62M ﹤0.01%
212,013
+29,425
+16% +$356K
BFYT
2139
DELISTED
Benefytt Technologies, Inc. Class A Common Stock
BFYT
$2.61M ﹤0.01%
97,418
+15,205
+18% +$539K
MMYT icon
2140
MakeMyTrip
MMYT
$5.38B
$2.6M ﹤0.01%
94,356
+7,460
+9% +$203K
EBIX
2141
DELISTED
Ebix Inc
EBIX
$2.6M ﹤0.01%
52,650
+4,898
+10% +$258K
RETA
2142
DELISTED
Reata Pharmaceuticals, Inc. Class A Common Stock
RETA
$2.6M ﹤0.01%
30,385
+9,616
+46% +$798K
AABA
2143
DELISTED
Altaba Inc
AABA
$2.59M ﹤0.01%
34,906
-17,728
-34% -$1.22M
ROCK icon
2144
Gibraltar Industries
ROCK
$1.28B
$2.57M ﹤0.01%
63,345
+11,206
+21% +$427K
CKH
2145
DELISTED
Seacor Holdings Inc.
CKH
$2.57M ﹤0.01%
60,814
+991
+2% +$42.2K
EMLP icon
2146
First Trust North American Energy Infrastructure Fund
EMLP
$4.1B
$2.57M ﹤0.01%
103,867
-6,877
-6% -$163K
APEI icon
2147
American Public Education
APEI
$940M
$2.56M ﹤0.01%
85,010
-22,829
-21% -$704K
BFS
2148
Saul Centers
BFS
$858M
$2.56M ﹤0.01%
49,862
+10,161
+26% +$539K
XLY icon
2149
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.7B
$2.56M ﹤0.01%
44,966
+974
+2% +$52.8K
FIT
2150
DELISTED
Fitbit, Inc. Class A common stock
FIT
$2.56M ﹤0.01%
432,163
+15,460
+4% +$93.9K
84 85
86
87 88

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MCM
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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.