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
ORTX
2626
DELISTED
Orchard Therapeutics plc American Depositary Shares
ORTX
$1.02M ﹤0.01%
5,731
+2,489
+77% +$374K
CII icon
2627
BlackRock Enhanced Captial and Income Fund
CII
$980M
$1.02M ﹤0.01%
64,537
+6,179
+11% +$95K
GPRO icon
2628
GoPro
GPRO
$125M
$1.01M ﹤0.01%
155,999
-1,310
-0.8% -$7.33K
FWONA icon
2629
Liberty Media Series A
FWONA
$23.3B
$1.01M ﹤0.01%
31,097
+6,005
+24% +$182K
GDO
2630
Western Asset Global Corporate Defined Opportunity Fund
GDO
$77M
$1.01M ﹤0.01%
61,494
-2,169
-3% -$35.2K
THR
2631
DELISTED
Thermon Group Holdings
THR
$1.01M ﹤0.01%
41,244
-1,394
-3% -$33.2K
UEIC icon
2632
Universal Electronics
UEIC
$58.1M
$1.01M ﹤0.01%
27,099
+3,533
+15% +$108K
RESI
2633
DELISTED
Front Yard Residential Corporation Common Stock
RESI
$1M ﹤0.01%
108,278
+2,295
+2% +$23.9K
ZG icon
2634
Zillow
ZG
$7.74B
$998K ﹤0.01%
29,188
+1,148
+4% +$40.6K
PKE icon
2635
Park Aerospace
PKE
$747M
$996K ﹤0.01%
63,422
-20,905
-25% -$394K
HRTX icon
2636
Heron Therapeutics
HRTX
$92M
$994K ﹤0.01%
40,688
+3,176
+8% +$83.1K
DMF
2637
DELISTED
BNY Mellon Municipal Income
DMF
$991K ﹤0.01%
+117,857
New +$950K
GMS
2638
DELISTED
GMS Inc
GMS
$991K ﹤0.01%
65,553
-10,278
-14% -$186K
CBPX
2639
DELISTED
CONTINENTAL BUILDING PRODUCTS, INC.
CBPX
$991K ﹤0.01%
39,958
-14,576
-27% -$383K
MGPI icon
2640
MGP Ingredients
MGPI
$400M
$989K ﹤0.01%
12,818
+4,044
+46% +$295K
TRUP icon
2641
Trupanion
TRUP
$1.11B
$984K ﹤0.01%
30,050
+757
+3% +$21.5K
TPGH.U
2642
DELISTED
TPG Pace Holdings Corp. Units, each consisting of one Class A ordinary share, $.0001 par value, and
TPGH.U
$980K ﹤0.01%
91,116
-6,313
-6% -$67.2K
NWLI
2643
DELISTED
National Western Life Group, Inc. Class A
NWLI
$978K ﹤0.01%
3,727
-502
-12% -$147K
MRTX
2644
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
$976K ﹤0.01%
+13,314
New +$906K
SNDR icon
2645
Schneider National
SNDR
$6.34B
$974K ﹤0.01%
46,293
+16,515
+55% +$353K
ORBC
2646
DELISTED
ORBCOMM, Inc.
ORBC
$973K ﹤0.01%
143,499
-112,470
-44% -$899K
OSG
2647
DELISTED
Overseas Shipholding Group Inc.
OSG
$972K ﹤0.01%
424,484
+40,287
+10% +$80.4K
HIX
2648
Western Asset High Income Fund II
HIX
$349M
$971K ﹤0.01%
149,804
-496,646
-77% -$3.15M
TOWR
2649
DELISTED
Tower International, Inc.
TOWR
$969K ﹤0.01%
46,100
-42,790
-48% -$1.1M
ORC
2650
Orchid Island Capital
ORC
$1.31B
$968K ﹤0.01%
29,433
+9,906
+51% +$338K
104 105
106
107 108

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.