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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
BHVN
2551
DELISTED
Biohaven Pharmaceutical Holding Company Ltd.
BHVN
$1.2M ﹤0.01%
+23,263
New +$1.01M
BJ icon
2552
BJs Wholesale Club
BJ
$12.4B
$1.2M ﹤0.01%
43,601
+5,566
+15% +$142K
PETS icon
2553
PetMed Express
PETS
$43M
$1.2M ﹤0.01%
52,447
-44,921
-46% -$1.01M
VRNS icon
2554
Varonis Systems
VRNS
$5.13B
$1.2M ﹤0.01%
60,141
-27,540
-31% -$523K
VTOL icon
2555
Bristow Group
VTOL
$1.34B
$1.19M ﹤0.01%
51,675
+342
+0.7% +$7.21K
RARX
2556
DELISTED
Ra Pharmaceuticals, Inc. Common Stock
RARX
$1.19M ﹤0.01%
53,267
+39,898
+298% +$858K
CVCO icon
2557
Cavco Industries
CVCO
$4.54B
$1.19M ﹤0.01%
10,114
-2,273
-18% -$311K
FPE icon
2558
First Trust Preferred Securities and Income ETF
FPE
$6.33B
$1.19M ﹤0.01%
62,204
+850
+1% +$15.9K
AMRX icon
2559
Amneal Pharmaceuticals
AMRX
$5.99B
$1.19M ﹤0.01%
83,659
-63,964
-43% -$845K
MGI
2560
DELISTED
MoneyGram International, Inc. New
MGI
$1.18M ﹤0.01%
580,474
+90,925
+19% +$208K
PNNT
2561
Pennant Park Investment Corp
PNNT
$221M
$1.18M ﹤0.01%
170,383
-26,530
-13% -$187K
INSP icon
2562
Inspire Medical Systems
INSP
$1.5B
$1.17M ﹤0.01%
20,681
-5,040
-20% -$272K
OSPN icon
2563
OneSpan
OSPN
$572M
$1.17M ﹤0.01%
61,055
+11,214
+22% +$191K
LNW
2564
DELISTED
Light & Wonder
LNW
$1.17M ﹤0.01%
57,372
+6,528
+13% +$156K
CCS icon
2565
Century Communities
CCS
$2.03B
$1.17M ﹤0.01%
48,842
-2,549
-5% -$58K
LQDT icon
2566
Liquidity Services
LQDT
$1.23B
$1.17M ﹤0.01%
151,219
+2,985
+2% +$22.4K
OPK icon
2567
Opko Health
OPK
$1.23B
$1.17M ﹤0.01%
446,891
-62,674
-12% -$190K
RST
2568
DELISTED
ROSETTA STONE INC
RST
$1.16M ﹤0.01%
+53,148
New +$927K
COLL icon
2569
Collegium Pharmaceutical
COLL
$1.16B
$1.16M ﹤0.01%
76,420
-25,442
-25% -$407K
IGD
2570
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$510M
$1.16M ﹤0.01%
177,714
+31,313
+21% +$200K
APPF icon
2571
AppFolio
APPF
$6.31B
$1.15M ﹤0.01%
14,503
+62
+0.4% +$4.15K
VICR icon
2572
Vicor
VICR
$8.76B
$1.15M ﹤0.01%
37,116
-7,825
-17% -$289K
SWI
2573
DELISTED
SolarWinds Corporation Common Stock
SWI
$1.15M ﹤0.01%
55,834
+6,660
+14% +$125K
MEET
2574
DELISTED
The Meet Group, Inc. Common Stock
MEET
$1.15M ﹤0.01%
228,679
+124,257
+119% +$693K
SNDS
2575
DELISTED
SUSTAINABLE NORTH AMERICAN OIL SANDS ETF
SNDS
$1.15M ﹤0.01%
65,134
-20,725
-24% -$366K
101 102
103
104 105

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MCM
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PSUF
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SCC
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BAM
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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.