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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
BOOM icon
2451
DMC Global
BOOM
$112M
$1.48M ﹤0.01%
29,859
+22,870
+327% +$927K
WAIR
2452
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
$1.48M ﹤0.01%
168,190
+9,600
+6% +$79K
WLFC icon
2453
Willis Lease Finance
WLFC
$1.68B
$1.47M ﹤0.01%
104,349
+1,428
+1% +$18.9K
UMH
2454
UMH Properties
UMH
$1.34B
$1.47M ﹤0.01%
104,413
+35,293
+51% +$473K
UBNK
2455
DELISTED
United Financial Bancorp, Inc.
UBNK
$1.47M ﹤0.01%
102,187
+28,752
+39% +$435K
BANF icon
2456
BancFirst
BANF
$3.89B
$1.46M ﹤0.01%
28,034
+1,323
+5% +$71.7K
OPP
2457
RiverNorth/DoubleLine Strategic Opportunity Fund
OPP
$190M
$1.46M ﹤0.01%
90,094
+12,927
+17% +$213K
GEOS icon
2458
Geospace Technologies
GEOS
$88.4M
$1.46M ﹤0.01%
112,578
-5,495
-5% -$80.3K
SRNE
2459
DELISTED
Sorrento Therapeutics, Inc.
SRNE
$1.46M ﹤0.01%
+306,798
New +$805K
FSD
2460
DELISTED
FIRST TRUST HIGH INCOME LONG/SHORT FUND
FSD
$1.45M ﹤0.01%
98,940
+40,388
+69% +$576K
IWO icon
2461
iShares Russell 2000 Growth ETF
IWO
$14.4B
$1.44M ﹤0.01%
7,338
+556
+8% +$106K
VKTX icon
2462
Viking Therapeutics
VKTX
$3.93B
$1.44M ﹤0.01%
145,198
-94,495
-39% -$791K
ESV
2463
DELISTED
Ensco Rowan plc
ESV
$1.44M ﹤0.01%
91,757
-22,740
-20% -$396K
SBLK icon
2464
Star Bulk Carriers
SBLK
$3.12B
$1.44M ﹤0.01%
218,614
+54,999
+34% +$442K
XNCR icon
2465
Xencor
XNCR
$1.48B
$1.44M ﹤0.01%
46,263
+318
+0.7% +$10.6K
SHAK icon
2466
Shake Shack
SHAK
$2.55B
$1.43M ﹤0.01%
24,192
+4,521
+23% +$232K
AT
2467
DELISTED
Atlantic Power Corporation
AT
$1.43M ﹤0.01%
568,045
+95,942
+20% +$245K
PEBO icon
2468
Peoples Bancorp
PEBO
$1.52B
$1.43M ﹤0.01%
46,181
+6,302
+16% +$202K
AGYS icon
2469
Agilysys
AGYS
$3.12B
$1.43M ﹤0.01%
67,483
+10,221
+18% +$189K
ENPH icon
2470
Enphase Energy
ENPH
$4.79B
$1.43M ﹤0.01%
154,787
+123,086
+388% +$936K
TGS icon
2471
Transportadora de Gas del Sur
TGS
$4.44B
$1.43M ﹤0.01%
112,793
+5,504
+5% +$80.4K
ATCO
2472
DELISTED
Atlas Corp.
ATCO
$1.42M ﹤0.01%
163,187
+20,737
+15% +$181K
GLDD
2473
DELISTED
Great Lakes Dredge & Dock
GLDD
$1.42M ﹤0.01%
159,226
+103,868
+188% +$808K
FF icon
2474
Future Fuel
FF
$202M
$1.42M ﹤0.01%
105,858
-2,224
-2% -$37.7K
PYX
2475
DELISTED
Pyxus International, Inc.
PYX
$1.41M ﹤0.01%
59,102
+3,125
+6% +$65.2K
97 98
99
100 101

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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.