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
FOXF icon
1451
Fox Factory Holding Corp
FOXF
$807M
$6.8M 0.01%
97,368
+2,746
+3% +$174K
BERY
1452
DELISTED
Berry Global Group, Inc.
BERY
$6.8M 0.01%
137,549
+16,783
+14% +$796K
BKD icon
1453
Brookdale Senior Living
BKD
$3.59B
$6.79M 0.01%
1,032,667
-94,410
-8% -$693K
ROG icon
1454
Rogers Corp
ROG
$2.11B
$6.79M 0.01%
42,750
+7,612
+22% +$1.03M
ICPT
1455
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
$6.78M 0.01%
60,573
-274
-0.5% -$29.9K
ACWI icon
1456
iShares MSCI ACWI ETF
ACWI
$32.5B
$6.77M 0.01%
93,845
-36,830
-28% -$2.56M
ASTE icon
1457
Astec Industries
ASTE
$1.19B
$6.76M 0.01%
179,101
+113,792
+174% +$4.26M
VRE
1458
DELISTED
Veris Residential
VRE
$6.76M 0.01%
304,341
+25,134
+9% +$525K
AN icon
1459
AutoNation
AN
$7.87B
$6.75M 0.01%
188,995
+8,039
+4% +$291K
NUS icon
1460
Nu Skin
NUS
$258M
$6.75M 0.01%
141,025
-10,099
-7% -$612K
FNSR
1461
DELISTED
Finisar Corp
FNSR
$6.73M 0.01%
290,606
+20,740
+8% +$473K
HCSG icon
1462
Healthcare Services Group
HCSG
$1.62B
$6.71M 0.01%
203,411
-79,544
-28% -$3.05M
DOC
1463
DELISTED
PHYSICIANS REALTY TRUST
DOC
$6.71M 0.01%
356,660
+51,933
+17% +$925K
ELAN icon
1464
Elanco Animal Health
ELAN
$12.9B
$6.71M 0.01%
209,059
+173,119
+482% +$5.33M
ISBC
1465
DELISTED
Investors Bancorp, Inc.
ISBC
$6.69M 0.01%
564,704
+127,723
+29% +$1.54M
TXRH icon
1466
Texas Roadhouse
TXRH
$13.8B
$6.69M 0.01%
107,592
-12,791
-11% -$801K
MTOR
1467
DELISTED
MERITOR, Inc.
MTOR
$6.69M 0.01%
328,601
+34,407
+12% +$700K
LECO icon
1468
Lincoln Electric
LECO
$14.2B
$6.68M 0.01%
79,634
-4,649
-6% -$394K
LBTYA icon
1469
Liberty Global Class A
LBTYA
$3.56B
$6.67M 0.01%
267,849
-20,650
-7% -$505K
WKC icon
1470
World Kinect Corp
WKC
$2.06B
$6.67M 0.01%
230,815
+50,330
+28% +$1.32M
AEM icon
1471
Agnico Eagle Mines
AEM
$72.8B
$6.64M 0.01%
152,742
+54,613
+56% +$2.31M
COWN
1472
DELISTED
Cowen Inc. Class A Common Stock
COWN
$6.64M 0.01%
458,434
-103,765
-18% -$1.59M
IMO icon
1473
Imperial Oil
IMO
$62.1B
$6.63M 0.01%
242,289
+40,565
+20% +$1.1M
KRO icon
1474
KRONOS Worldwide
KRO
$714M
$6.62M 0.01%
472,277
-24,801
-5% -$343K
APLE icon
1475
Apple Hospitality REIT
APLE
$3.98B
$6.62M 0.01%
406,010
+203,311
+100% +$3.26M
57 58
59
60 61

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.