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
SPLV icon
3176
Invesco S&P 500 Low Volatility ETF
SPLV
$7.21B
$221K ﹤0.01%
+4,193
New +$210K
LQD icon
3177
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.4B
$220K ﹤0.01%
+1,850
New +$214K
TCPC icon
3178
BlackRock TCP Capital
TCPC
$265M
$220K ﹤0.01%
15,480
-235
-1% -$3.35K
ALNT icon
3179
Allient
ALNT
$1.47B
$218K ﹤0.01%
9,515
-1,219
-11% -$33.7K
RPT
3180
Rithm Property Trust
RPT
$92.3M
$218K ﹤0.01%
2,738
+619
+29% +$46.9K
HABT
3181
DELISTED
The Habit Restaurants, Inc. - Class A
HABT
$218K ﹤0.01%
20,115
-35,204
-64% -$388K
NVG icon
3182
Nuveen AMT-Free Municipal Credit Income Fund
NVG
$2.66B
$217K ﹤0.01%
+14,380
New +$209K
RDVY icon
3183
First Trust Rising Dividend Achievers ETF
RDVY
$24.6B
$217K ﹤0.01%
+7,264
New +$213K
RICK icon
3184
RCI Hospitality Holdings
RICK
$201M
$217K ﹤0.01%
+9,465
New +$213K
GAIN icon
3185
Gladstone Investment Corp
GAIN
$648M
$216K ﹤0.01%
18,663
+131
+0.7% +$1.47K
AKCA
3186
DELISTED
Akcea Therapeutics Inc
AKCA
$216K ﹤0.01%
7,616
-1,083
-12% -$31.5K
HOFT icon
3187
Hooker Furnishings Corp
HOFT
$149M
$215K ﹤0.01%
+7,446
New +$219K
IVOO icon
3188
Vanguard S&P Mid-Cap 400 ETF
IVOO
$3.74B
$215K ﹤0.01%
+3,360
New +$209K
PTGX icon
3189
Protagonist Therapeutics
PTGX
$8.72B
$215K ﹤0.01%
17,127
-1,553
-8% -$13.7K
CMBT
3190
CMB.TECH NV
CMBT
$4.46B
$214K ﹤0.01%
26,263
-2,961
-10% -$23.2K
NHTC icon
3191
Natural Health Trends
NHTC
$16.3M
$213K ﹤0.01%
16,451
-26,088
-61% -$389K
FTS icon
3192
Fortis
FTS
$29.7B
$212K ﹤0.01%
+5,722
New +$203K
AFT
3193
DELISTED
Apollo Senior Floating Rate Fund Inc.
AFT
$212K ﹤0.01%
14,265
-84,179
-86% -$1.24M
CVLG icon
3194
Covenant Logistics
CVLG
$1.13B
$211K ﹤0.01%
+22,274
New +$247K
LSAK icon
3195
Lesaka Technologies
LSAK
$392M
$211K ﹤0.01%
58,822
+1,308
+2% +$5.39K
MCB icon
3196
Metropolitan Bank Holding Corp
MCB
$1.13B
$210K ﹤0.01%
6,024
-1,029
-15% -$36.8K
IPI icon
3197
Intrepid Potash
IPI
$461M
$209K ﹤0.01%
5,525
+136
+3% +$4.73K
BCML icon
3198
BayCom
BCML
$333M
$208K ﹤0.01%
9,177
-470
-5% -$10.5K
IOVA icon
3199
Iovance Biotherapeutics
IOVA
$2.19B
$208K ﹤0.01%
21,913
-478
-2% -$4.64K
ROSE
3200
DELISTED
Rosehill Resources Inc. Class A
ROSE
$208K ﹤0.01%
61,175
+10,415
+21% +$32.3K
126 127
128
129 130

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.