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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
CLVS
2376
DELISTED
Clovis Oncology, Inc.
CLVS
$1.71M ﹤0.01%
68,897
+17,231
+33% +$432K
SEDG icon
2377
SolarEdge
SEDG
$2.39B
$1.71M ﹤0.01%
45,361
+457
+1% +$18.3K
ALG icon
2378
Alamo Group
ALG
$1.93B
$1.71M ﹤0.01%
17,080
+571
+3% +$51.5K
ARGX icon
2379
argenx
ARGX
$55.2B
$1.7M ﹤0.01%
13,641
+3,742
+38% +$440K
VRA icon
2380
Vera Bradley
VRA
$101M
$1.7M ﹤0.01%
128,349
-12,182
-9% -$124K
FCBC icon
2381
First Community Bankshares
FCBC
$913M
$1.7M ﹤0.01%
51,223
-5,224
-9% -$179K
KLXE icon
2382
KLX Energy Services
KLXE
$43.1M
$1.69M ﹤0.01%
13,451
+1,879
+16% +$249K
VRTS icon
2383
Virtus Investment Partners
VRTS
$1.15B
$1.69M ﹤0.01%
17,337
+2,774
+19% +$262K
VSI
2384
DELISTED
Vitamin Shoppe Inc.
VSI
$1.69M ﹤0.01%
240,066
+3,012
+1% +$17.8K
CHUY
2385
DELISTED
Chuy's Holdings, Inc. Common Stock
CHUY
$1.69M ﹤0.01%
74,050
+4,700
+7% +$103K
REX icon
2386
REX American Resources
REX
$1.4B
$1.68M ﹤0.01%
125,298
+276
+0.2% +$3.49K
MSGN
2387
DELISTED
MSG Networks Inc.
MSGN
$1.68M ﹤0.01%
77,305
-10,278
-12% -$237K
WT icon
2388
WisdomTree
WT
$2.84B
$1.68M ﹤0.01%
237,909
+46,214
+24% +$318K
PSMT icon
2389
Pricesmart
PSMT
$5.86B
$1.68M ﹤0.01%
28,524
+2,593
+10% +$162K
CRESY
2390
Cresud
CRESY
$802M
$1.68M ﹤0.01%
154,601
-1,289
-0.8% -$15.4K
GLRE icon
2391
Greenlight Captial
GLRE
$580M
$1.68M ﹤0.01%
154,211
+45,477
+42% +$486K
RPD icon
2392
Rapid7
RPD
$628M
$1.68M ﹤0.01%
33,100
+5,518
+20% +$236K
JRVR icon
2393
James River Group Holdings
JRVR
$219M
$1.67M ﹤0.01%
41,698
+4,852
+13% +$190K
FISI icon
2394
Financial Institutions
FISI
$828M
$1.66M ﹤0.01%
61,053
+13,791
+29% +$388K
MRT
2395
DELISTED
MedEquities Realty Trust, Inc.
MRT
$1.65M ﹤0.01%
148,398
+43,378
+41% +$469K
QNST icon
2396
QuinStreet
QNST
$923M
$1.65M ﹤0.01%
123,155
-70,168
-36% -$1.09M
VSTO
2397
DELISTED
Vista Outdoor Inc.
VSTO
$1.65M ﹤0.01%
205,470
-17,025
-8% -$166K
VECO icon
2398
Veeco
VECO
$2.72B
$1.64M ﹤0.01%
151,267
+20,808
+16% +$215K
MNTV
2399
DELISTED
Momentive Global Inc. Common Stock
MNTV
$1.63M ﹤0.01%
89,718
+64,784
+260% +$912K
LKSD
2400
DELISTED
LSC Communications, Inc.
LKSD
$1.63M ﹤0.01%
249,877
-191,402
-43% -$1.5M
94 95
96
97 98

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MCM
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PSUF
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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.