We are live on ! Find out more
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
PLOW icon
2476
Douglas Dynamics
PLOW
$1.04B
$1.41M ﹤0.01%
37,071
-4,181
-10% -$156K
NOMD icon
2477
Nomad Foods
NOMD
$1.7B
$1.4M ﹤0.01%
68,617
+19,785
+41% +$380K
VIRT icon
2478
Virtu Financial
VIRT
$5.11B
$1.4M ﹤0.01%
59,022
-951
-2% -$24.4K
SBI
2479
Western Asset Intermediate Muni Fund
SBI
$108M
$1.4M ﹤0.01%
158,942
+110,717
+230% +$959K
VRN
2480
DELISTED
Veren
VRN
$1.4M ﹤0.01%
431,745
+200,201
+86% +$617K
LGTY
2481
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
$1.39M ﹤0.01%
116,693
+35,192
+43% +$395K
TLRD
2482
DELISTED
Tailored Brands, Inc.
TLRD
$1.39M ﹤0.01%
177,643
-41,132
-19% -$487K
INSW icon
2483
International Seaways
INSW
$4.63B
$1.39M ﹤0.01%
81,201
-14,145
-15% -$250K
IJS icon
2484
iShares S&P Small-Cap 600 Value ETF
IJS
$8.2B
$1.39M ﹤0.01%
18,836
-2,634
-12% -$195K
SEB icon
2485
Seaboard Corp
SEB
$4.36B
$1.39M ﹤0.01%
324
+5
+2% +$19.3K
JELD icon
2486
JELD-WEN Holding
JELD
$98.2M
$1.39M ﹤0.01%
78,448
+12,886
+20% +$232K
PACB icon
2487
Pacific Biosciences
PACB
$432M
$1.38M ﹤0.01%
190,845
-53,337
-22% -$386K
BPMC
2488
DELISTED
Blueprint Medicines
BPMC
$1.36M ﹤0.01%
17,054
-2,509
-13% -$185K
FSCT
2489
DELISTED
ForeScout Technologies, Inc. Common Stock
FSCT
$1.36M ﹤0.01%
32,492
+11,603
+56% +$416K
LILAK icon
2490
Liberty Latin America Class C
LILAK
$1.65B
$1.36M ﹤0.01%
81,676
+11,009
+16% +$172K
SRDX
2491
DELISTED
Surmodics
SRDX
$1.36M ﹤0.01%
31,264
+955
+3% +$48.7K
AVP
2492
DELISTED
Avon Products, Inc.
AVP
$1.36M ﹤0.01%
461,816
+61,574
+15% +$155K
NVTA
2493
DELISTED
Invitae Corporation
NVTA
$1.36M ﹤0.01%
+57,951
New +$1.02M
AXGN icon
2494
Axogen
AXGN
$2.19B
$1.35M ﹤0.01%
64,314
+8,011
+14% +$146K
LNTH icon
2495
Lantheus
LNTH
$6.68B
$1.35M ﹤0.01%
55,305
-18,346
-25% -$367K
OLP
2496
One Liberty Properties
OLP
$547M
$1.35M ﹤0.01%
46,505
+5,637
+14% +$156K
HEFA icon
2497
iShares Currency Hedged MSCI EAFE ETF
HEFA
$7.51B
$1.35M ﹤0.01%
46,700
– –
AQUA
2498
DELISTED
Evoqua Water Technologies Corp. Common Stock
AQUA
$1.34M ﹤0.01%
106,502
+38,619
+57% +$460K
RARE icon
2499
Ultragenyx Pharmaceutical
RARE
$2.56B
$1.34M ﹤0.01%
19,301
+3,557
+23% +$203K
LOCO icon
2500
El Pollo Loco
LOCO
$497M
$1.34M ﹤0.01%
102,660
-125,532
-55% -$1.89M
98 99
100
101 102

Similar funds

NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.