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
SCZ icon
2776
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.2B
$691K ﹤0.01%
12,024
-357,599
-97% -$20M
TRUE
2777
DELISTED
TrueCar
TRUE
$676K ﹤0.01%
101,848
-29,700
-23% -$248K
HZO icon
2778
MarineMax
HZO
$782M
$675K ﹤0.01%
35,242
+810
+2% +$15.4K
ERF
2779
DELISTED
Enerplus Corporation
ERF
$674K ﹤0.01%
80,167
+26,111
+48% +$225K
PAAS icon
2780
Pan American Silver
PAAS
$18.2B
$668K ﹤0.01%
+50,405
New +$706K
CTRN icon
2781
Citi Trends
CTRN
$559M
$665K ﹤0.01%
34,448
+368
+1% +$7.55K
DAKT icon
2782
Daktronics
DAKT
$953M
$664K ﹤0.01%
89,124
-1,676
-2% -$13K
IBB icon
2783
iShares Biotechnology ETF
IBB
$9.55B
$664K ﹤0.01%
5,937
+328
+6% +$36K
MSBI icon
2784
Midland States Bancorp
MSBI
$707M
$664K ﹤0.01%
27,608
+2,041
+8% +$49.4K
GTES icon
2785
Gates Industrial Corporation Ltd.
GTES
$6.69B
$656K ﹤0.01%
45,729
+4,494
+11% +$67.8K
RDUS
2786
DELISTED
Radius Health, Inc.
RDUS
$653K ﹤0.01%
32,727
+5,125
+19% +$93.5K
JPS
2787
DELISTED
Nuveen Preferred & Income Securities Fund
JPS
$652K ﹤0.01%
72,421
-158,894
-69% -$1.41M
PR
2788
Permian Resources
PR
$16.5B
$650K ﹤0.01%
73,988
-63,620
-46% -$723K
TWI icon
2789
Titan International
TWI
$530M
$650K ﹤0.01%
108,825
+12,359
+13% +$69.6K
TSC
2790
DELISTED
TriState Capital Holdings, Inc.
TSC
$650K ﹤0.01%
31,827
+10,565
+50% +$224K
AOSL icon
2791
Alpha and Omega Semiconductor
AOSL
$863M
$649K ﹤0.01%
56,403
-6,226
-10% -$68.8K
EBSB
2792
DELISTED
Meridian Bancorp, Inc.
EBSB
$647K ﹤0.01%
41,248
-4,859
-11% -$76.2K
KEYW
2793
DELISTED
The KEYW Holding Corporation
KEYW
$645K ﹤0.01%
74,837
-8,661
-10% -$63K
RYTM icon
2794
Rhythm Pharmaceuticals
RYTM
$7.41B
$642K ﹤0.01%
23,429
-5,770
-20% -$166K
AROW icon
2795
Arrow Financial
AROW
$664M
$641K ﹤0.01%
22,587
+520
+2% +$15.1K
TVRD
2796
Tvardi Therapeutics
TVRD
$22.9M
$640K ﹤0.01%
906
-85
-9% -$50.9K
CTRL
2797
DELISTED
Control4 Corporation
CTRL
$640K ﹤0.01%
37,823
-439
-1% -$7.92K
CYTK icon
2798
Cytokinetics
CYTK
$10.8B
$637K ﹤0.01%
78,787
-3,267
-4% -$24K
ZVO
2799
DELISTED
Zovio Inc. Common Stock
ZVO
$637K ﹤0.01%
104,239
-18,254
-15% -$147K
JOUT icon
2800
Johnson Outdoors
JOUT
$500M
$633K ﹤0.01%
8,877
-608
-6% -$39.7K
110 111
112
113 114

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.