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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
QLYS icon
1751
Qualys
QLYS
$4.76B
$4.61M ﹤0.01%
55,653
-6,824
-11% -$568K
CMO
1752
DELISTED
Capstead Mortgage Corp.
CMO
$4.6M ﹤0.01%
535,619
+59,329
+12% +$465K
ELME
1753
Elme Communities
ELME
$145M
$4.6M ﹤0.01%
161,988
+42,427
+35% +$1.1M
GBX icon
1754
The Greenbrier Companies
GBX
$1.57B
$4.58M ﹤0.01%
142,101
-32,520
-19% -$1.29M
FCPT icon
1755
Four Corners Property Trust
FCPT
$2.89B
$4.56M ﹤0.01%
153,940
-21,108
-12% -$584K
CHGG icon
1756
Chegg
CHGG
$116M
$4.55M ﹤0.01%
119,442
-52,148
-30% -$1.9M
ATH
1757
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
$4.54M ﹤0.01%
111,391
-10,825
-9% -$463K
WLY icon
1758
John Wiley & Sons Class A
WLY
$2.83B
$4.54M ﹤0.01%
102,749
-29,891
-23% -$1.47M
SABA
1759
Saba Capital Income & Opportunities Fund II
SABA
$220M
$4.54M ﹤0.01%
360,417
-2,797
-0.8% -$35.5K
WB icon
1760
Weibo
WB
$1.97B
$4.52M ﹤0.01%
72,912
-88,554
-55% -$5.5M
AVAL icon
1761
Grupo Aval
AVAL
$5.82B
$4.5M ﹤0.01%
578,293
+114,613
+25% +$824K
JOYY
1762
JOYY Inc
JOYY
$3.73B
$4.5M ﹤0.01%
53,567
+2,830
+6% +$206K
VTA
1763
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
$4.5M ﹤0.01%
414,449
-710,817
-63% -$7.72M
LGIH icon
1764
LGI Homes
LGIH
$1.35B
$4.48M ﹤0.01%
74,434
-1,940
-3% -$112K
SAFT icon
1765
Safety Insurance
SAFT
$1.51B
$4.48M ﹤0.01%
51,456
+2,700
+6% +$231K
CLDT
1766
Chatham Lodging
CLDT
$632M
$4.47M ﹤0.01%
232,471
+43,732
+23% +$859K
MQY icon
1767
BlackRock MuniYield Quality Fund
MQY
$812M
$4.46M ﹤0.01%
316,532
+122,010
+63% +$1.68M
SKT icon
1768
Tanger
SKT
$4.78B
$4.45M ﹤0.01%
212,302
-60,504
-22% -$1.3M
IBKR icon
1769
Interactive Brokers
IBKR
$38.4B
$4.45M ﹤0.01%
343,072
-105,412
-24% -$1.39M
BL icon
1770
BlackLine
BL
$1.9B
$4.45M ﹤0.01%
96,005
+62,643
+188% +$2.94M
HSII
1771
DELISTED
Heidrick & Struggles
HSII
$4.45M ﹤0.01%
115,978
+7,053
+6% +$254K
MATV icon
1772
Mativ Holdings
MATV
$479M
$4.44M ﹤0.01%
114,749
+21,284
+23% +$726K
HUBG icon
1773
HUB Group
HUBG
$2.92B
$4.43M ﹤0.01%
216,846
+76,250
+54% +$1.63M
ITRI icon
1774
Itron
ITRI
$4.54B
$4.42M ﹤0.01%
94,842
+15,199
+19% +$806K
FCNCA icon
1775
First Citizens BancShares
FCNCA
$24.7B
$4.42M ﹤0.01%
10,853
-275
-2% -$114K
69 70
71
72 73

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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.