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
MAT icon
951
Mattel
MAT
$4.49B
$14.4M 0.01%
1,110,015
+189,564
+21% +$2.53M
STL
952
DELISTED
Sterling Bancorp
STL
$14.4M 0.01%
773,232
+60,445
+8% +$1.16M
SLM icon
953
SLM Corp
SLM
$4.74B
$14.4M 0.01%
1,453,123
+35,358
+2% +$366K
CIEN icon
954
Ciena
CIEN
$49.6B
$14.3M 0.01%
384,001
-63,564
-14% -$2.47M
TRN icon
955
Trinity Industries
TRN
$3.03B
$14.3M 0.01%
659,725
-11,333
-2% -$259K
TMX
956
DELISTED
Terminix Global Holdings, Inc.
TMX
$14.3M 0.01%
306,745
-4,246
-1% -$178K
SNV
957
DELISTED
Synovus
SNV
$14.3M 0.01%
416,796
+125,732
+43% +$4.62M
NDSN icon
958
Nordson
NDSN
$16.9B
$14.3M 0.01%
108,014
+7,309
+7% +$953K
MYI icon
959
BlackRock MuniYield Quality Fund III
MYI
$715M
$14.3M 0.01%
1,106,753
+371,573
+51% +$4.65M
LBRDK icon
960
Liberty Broadband Class C
LBRDK
$4.72B
$14.3M 0.01%
155,765
-23,278
-13% -$1.98M
CBT icon
961
Cabot Corp
CBT
$4.7B
$14.3M 0.01%
342,524
+10,432
+3% +$469K
FMS icon
962
Fresenius Medical Care
FMS
$13.3B
$14.2M 0.01%
351,354
+5,238
+2% +$195K
COLB icon
963
Columbia Banking Systems
COLB
$8.84B
$14.2M 0.01%
434,797
-4,224
-1% -$153K
AUO
964
DELISTED
AU Optronics Corp
AUO
$14.2M 0.01%
3,898,525
-577,903
-13% -$2.2M
BKH icon
965
Black Hills Corp
BKH
$5.69B
$14.2M 0.01%
191,422
-395
-0.2% -$27.2K
EQT icon
966
EQT Corp
EQT
$32.3B
$14.2M 0.01%
683,613
-229,815
-25% -$4.49M
UBSI icon
967
United Bankshares
UBSI
$6.71B
$14.2M 0.01%
390,694
+4,732
+1% +$171K
STAY
968
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
$14.1M 0.01%
788,142
+71,568
+10% +$1.24M
BOE icon
969
BlackRock Enhanced Global Dividend Trust
BOE
$666M
$14.1M 0.01%
1,321,909
+233,071
+21% +$2.4M
TWO
970
Two Harbors Investment
TWO
$1.27B
$14.1M 0.01%
261,244
+3,164
+1% +$177K
UVV icon
971
Universal Corp
UVV
$1.36B
$14.1M 0.01%
245,249
+8,481
+4% +$487K
UI icon
972
Ubiquiti
UI
$32.4B
$14.1M 0.01%
94,396
-12,401
-12% -$1.56M
FCF icon
973
First Commonwealth Financial
FCF
$2.17B
$14.1M 0.01%
1,116,064
+4,994
+0.4% +$66.7K
AVA icon
974
Avista
AVA
$3.46B
$14.1M 0.01%
345,970
+52,362
+18% +$2.15M
MUSA icon
975
Murphy USA
MUSA
$11.1B
$14M 0.01%
163,491
+7,754
+5% +$613K
37 38
39
40 41

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.