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
OPTN
2576
DELISTED
OptiNose
OPTN
$1.15M ﹤0.01%
7,409
+1,382
+23% +$160K
JHMM icon
2577
John Hancock Multifactor Mid Cap ETF
JHMM
$5.96B
$1.14M ﹤0.01%
32,451
+6,789
+26% +$230K
RRGB icon
2578
Red Robin
RRGB
$139M
$1.14M ﹤0.01%
39,472
-48,548
-55% -$1.5M
TRHC
2579
DELISTED
Tabula Rasa HealthCare, Inc. Common Stock
TRHC
$1.13M ﹤0.01%
20,060
-13,965
-41% -$832K
PCG icon
2580
PG&E
PCG
$39.2B
$1.13M ﹤0.01%
63,501
-1,358,051
-96% -$21.9M
JCAP
2581
DELISTED
Jernigan Capital, Inc.
JCAP
$1.13M ﹤0.01%
53,502
-3,024
-5% -$64.3K
LBAI
2582
DELISTED
Lakeland Bancorp Inc
LBAI
$1.13M ﹤0.01%
75,372
+1,773
+2% +$28.1K
PARR icon
2583
Par Pacific Holdings
PARR
$3.97B
$1.12M ﹤0.01%
62,960
-31,064
-33% -$515K
VNDA icon
2584
Vanda Pharmaceuticals
VNDA
$310M
$1.12M ﹤0.01%
60,779
-62,942
-51% -$1.43M
XLRN
2585
DELISTED
Acceleron Pharma
XLRN
$1.12M ﹤0.01%
23,994
-28,029
-54% -$1.23M
EEMS icon
2586
iShares MSCI Emerging Markets Small-Cap ETF
EEMS
$350M
$1.11M ﹤0.01%
24,763
-476
-2% -$21K
BMA icon
2587
Banco Macro
BMA
$5.81B
$1.11M ﹤0.01%
24,317
+175
+0.7% +$9K
MFM
2588
Aberdeen Municipal Income Fund
MFM
$221M
$1.11M ﹤0.01%
+160,820
New +$1.07M
DS
2589
DELISTED
Drive Shack Inc.
DS
$1.11M ﹤0.01%
246,713
-39,971
-14% -$180K
PRMW
2590
DELISTED
Primo Water Corporation
PRMW
$1.11M ﹤0.01%
75,700
+28,293
+60% +$425K
AKBA icon
2591
Akebia Therapeutics
AKBA
$341M
$1.1M ﹤0.01%
134,681
-114,788
-46% -$788K
VLGEA icon
2592
Village Super Market
VLGEA
$645M
$1.1M ﹤0.01%
40,305
+1,395
+4% +$39.5K
ROKU icon
2593
Roku
ROKU
$21.3B
$1.1M ﹤0.01%
17,049
+2,840
+20% +$152K
AFI
2594
DELISTED
Armstrong Flooring, Inc.
AFI
$1.1M ﹤0.01%
80,833
-3,883
-5% -$53K
CMRX
2595
DELISTED
Chimerix, Inc.
CMRX
$1.1M ﹤0.01%
522,507
+120,702
+30% +$275K
VCRA
2596
DELISTED
VOCERA COMMUNICATIONS, INC.
VCRA
$1.1M ﹤0.01%
34,675
-23,384
-40% -$829K
SYBT icon
2597
Stock Yards Bancorp
SYBT
$2.52B
$1.1M ﹤0.01%
32,406
+6,201
+24% +$217K
PRTY
2598
DELISTED
Party City Holdco Inc.
PRTY
$1.09M ﹤0.01%
137,964
-11,151
-7% -$116K
NVTR
2599
DELISTED
Nuvectra Corporation Common Stock
NVTR
$1.09M ﹤0.01%
99,173
-6,186
-6% -$83.5K
AIRG icon
2600
Airgain
AIRG
$71.9M
$1.09M ﹤0.01%
+85,000
New +$998K
102 103
104
105 106

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.