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
HWC icon
1426
Hancock Whitney
HWC
$6.21B
$7.04M 0.01%
174,373
+14,881
+9% +$610K
NTCT icon
1427
NETSCOUT
NTCT
$2.83B
$7.04M 0.01%
250,868
+19,519
+8% +$519K
CBU icon
1428
Community Bank
CBU
$3.42B
$7.03M 0.01%
117,672
-7,536
-6% -$465K
THRM icon
1429
Gentherm
THRM
$1.31B
$7.03M 0.01%
190,599
-18,353
-9% -$747K
SAVE
1430
DELISTED
Spirit Airlines, Inc.
SAVE
$7M 0.01%
132,344
-44,918
-25% -$2.58M
CVSA
1431
Covista Inc
CVSA
$4.51B
$6.99M 0.01%
150,900
-23,870
-14% -$1.15M
VEON icon
1432
VEON
VEON
$3.49B
$6.98M 0.01%
133,593
+3,614
+3% +$225K
SFLY
1433
DELISTED
Shutterfly, Inc.
SFLY
$6.97M 0.01%
171,526
+32,306
+23% +$1.42M
VTIP icon
1434
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$19.1B
$6.96M 0.01%
143,073
+546
+0.4% +$26.4K
SBRA icon
1435
Sabra Healthcare REIT
SBRA
$5.58B
$6.96M 0.01%
357,664
+6,222
+2% +$118K
SAIC icon
1436
Saic
SAIC
$4.95B
$6.95M 0.01%
90,369
+15,648
+21% +$1.1M
WING icon
1437
Wingstop
WING
$3.88B
$6.95M 0.01%
91,428
+1,216
+1% +$82.9K
DLB icon
1438
Dolby
DLB
$4.99B
$6.95M 0.01%
110,348
+28,431
+35% +$1.82M
GBCI icon
1439
Glacier Bancorp
GBCI
$6.4B
$6.95M 0.01%
173,371
+4,526
+3% +$190K
CRUS icon
1440
Cirrus Logic
CRUS
$6.73B
$6.94M 0.01%
165,028
-2,788
-2% -$108K
TX icon
1441
Ternium
TX
$9.33B
$6.92M 0.01%
254,194
+7,690
+3% +$223K
JBTM
1442
JBT Marel
JBTM
$7.24B
$6.92M 0.01%
75,273
+5,844
+8% +$494K
MD icon
1443
Pediatrix Medical
MD
$2.17B
$6.9M 0.01%
253,980
+7,954
+3% +$267K
VLY icon
1444
Valley National Bancorp
VLY
$7.98B
$6.89M 0.01%
718,811
+41,589
+6% +$423K
RLI icon
1445
RLI Corp
RLI
$6.02B
$6.88M 0.01%
191,872
-19,348
-9% -$667K
CTRE icon
1446
CareTrust REIT
CTRE
$10B
$6.88M 0.01%
293,322
+149,919
+105% +$3.28M
CLR
1447
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$6.88M 0.01%
153,697
-2,975
-2% -$133K
CSOD
1448
DELISTED
Cornerstone OnDemand, Inc.
CSOD
$6.87M 0.01%
125,402
-8,289
-6% -$458K
FWONK icon
1449
Liberty Media Series C
FWONK
$25.6B
$6.81M 0.01%
201,042
-115,678
-37% -$3.62M
PBI icon
1450
Pitney Bowes
PBI
$2.43B
$6.81M 0.01%
990,930
-20,949
-2% -$145K
56 57
58
59 60

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.