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
ESPR
2676
DELISTED
Esperion Therapeutics
ESPR
$913K ﹤0.01%
22,736
+2,316
+11% +$104K
DGII icon
2677
Digi International
DGII
$2.53B
$910K ﹤0.01%
71,847
+9,482
+15% +$118K
SFS
2678
DELISTED
Smart & Final Stores, Inc.
SFS
$909K ﹤0.01%
183,943
-5,446
-3% -$33K
RVNC
2679
DELISTED
Revance Therapeutics, Inc.
RVNC
$905K ﹤0.01%
57,405
+4,787
+9% +$83K
ECOM
2680
DELISTED
CHANNELADVISOR CORPORATION
ECOM
$898K ﹤0.01%
73,732
+16,532
+29% +$197K
DSGX icon
2681
Descartes Systems
DSGX
$6.48B
$892K ﹤0.01%
24,518
-17,797
-42% -$576K
PFSI icon
2682
PennyMac Financial
PFSI
$4.45B
$892K ﹤0.01%
40,092
-29,808
-43% -$653K
IWS icon
2683
iShares Russell Mid-Cap Value ETF
IWS
$15.8B
$889K ﹤0.01%
10,240
-63
-0.6% -$5.31K
OEC icon
2684
Orion
OEC
$400M
$889K ﹤0.01%
46,797
-71,917
-61% -$1.81M
CZZ
2685
DELISTED
Cosan Limited
CZZ
$889K ﹤0.01%
76,699
-26,476
-26% -$292K
VVX icon
2686
V2X
VVX
$2.82B
$888K ﹤0.01%
33,412
+40
+0.1% +$1.03K
DOMO icon
2687
Domo
DOMO
$170M
$881K ﹤0.01%
21,847
-34,151
-61% -$1.05M
PRIM icon
2688
Primoris Services
PRIM
$4.28B
$878K ﹤0.01%
42,473
-13,146
-24% -$277K
CLDR
2689
DELISTED
Cloudera, Inc.
CLDR
$874K ﹤0.01%
79,902
+36,485
+84% +$469K
COHU icon
2690
Cohu
COHU
$2B
$873K ﹤0.01%
59,160
-5,036
-8% -$85.8K
ELP
2691
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
$872K ﹤0.01%
234,813
+8,443
+4% +$31.4K
CEVA icon
2692
CEVA Inc
CEVA
$883M
$867K ﹤0.01%
32,154
-1,078
-3% -$29.3K
BMRC icon
2693
Bank of Marin Bancorp
BMRC
$471M
$866K ﹤0.01%
21,285
+2,569
+14% +$109K
CLS icon
2694
Celestica
CLS
$40.3B
$866K ﹤0.01%
102,479
-16,633
-14% -$148K
GASS icon
2695
StealthGas
GASS
$329M
$864K ﹤0.01%
246,884
+10,600
+4% +$33.9K
PGTI
2696
DELISTED
PGT, Inc.
PGTI
$862K ﹤0.01%
62,271
-75,523
-55% -$1.2M
PAGP icon
2697
Plains GP Holdings
PAGP
$5.2B
$853K ﹤0.01%
34,226
+433
+1% +$10.2K
EVH icon
2698
Evolent Health
EVH
$421M
$849K ﹤0.01%
67,519
-24,557
-27% -$389K
TCS
2699
DELISTED
THE CONTAINER STORE GROUP, INC.
TCS
$844K ﹤0.01%
6,391
-24
-0.4% -$2.36K
LOMA
2700
Loma Negra
LOMA
$1.34B
$843K ﹤0.01%
76,949
+42,813
+125% +$511K
106 107
108
109 110

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.