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
EVBG
1576
DELISTED
Everbridge, Inc. Common Stock
EVBG
$5.87M 0.01%
78,239
+2,772
+4% +$181K
UHAL icon
1577
U-Haul Holding Co
UHAL
$14B
$5.86M 0.01%
157,740
+51,800
+49% +$1.88M
AXON
1578
Axon Enterprise
AXON
$42.8B
$5.85M 0.01%
107,491
+1,937
+2% +$99.3K
ENIC icon
1579
Enel Chile
ENIC
$6.03B
$5.85M 0.01%
1,129,107
-15,185
-1% -$79.2K
NBTB icon
1580
NBT Bancorp
NBTB
$2.82B
$5.84M 0.01%
162,234
+24,562
+18% +$906K
ASR icon
1581
Grupo Aeroportuario del Sureste
ASR
$8.16B
$5.83M 0.01%
36,069
+1,214
+3% +$203K
MDCO
1582
DELISTED
Medicines Co
MDCO
$5.82M 0.01%
208,356
+25,863
+14% +$610K
HTHT icon
1583
Huazhu Hotels Group
HTHT
$13.3B
$5.82M 0.01%
138,129
+4,706
+4% +$161K
JGH icon
1584
Nuveen Global High Income Fund
JGH
$348M
$5.8M 0.01%
382,758
-33,171
-8% -$493K
CUBE icon
1585
CubeSmart
CUBE
$9.61B
$5.8M 0.01%
181,024
-3,040
-2% -$92.4K
DBRG icon
1586
DigitalBridge
DBRG
$2.92B
$5.79M 0.01%
272,232
-75,093
-22% -$1.68M
SAGE
1587
DELISTED
Sage Therapeutics
SAGE
$5.78M 0.01%
36,339
+13,131
+57% +$1.9M
AIN icon
1588
Albany International
AIN
$2.09B
$5.78M 0.01%
80,700
-19,439
-19% -$1.38M
DLX icon
1589
Deluxe
DLX
$1.25B
$5.77M 0.01%
132,073
+4,250
+3% +$191K
SFM icon
1590
Sprouts Farmers Market
SFM
$7.44B
$5.74M 0.01%
266,569
-18,265
-6% -$429K
AXE
1591
DELISTED
Anixter International Inc
AXE
$5.73M 0.01%
102,199
+3,888
+4% +$227K
AYR
1592
DELISTED
Aircastle Ltd
AYR
$5.73M 0.01%
283,116
+17,305
+7% +$346K
CENTA icon
1593
Central Garden & Pet Co Class A
CENTA
$2.43B
$5.72M ﹤0.01%
307,818
-53,650
-15% -$1.29M
VIPS icon
1594
Vipshop
VIPS
$7.26B
$5.72M ﹤0.01%
711,984
+78,068
+12% +$553K
AX icon
1595
Axos Financial
AX
$5.58B
$5.71M ﹤0.01%
197,278
+28,256
+17% +$847K
HMN icon
1596
Horace Mann Educators
HMN
$2.11B
$5.71M ﹤0.01%
162,161
+9,930
+7% +$384K
RRD
1597
DELISTED
RR Donnelley & Sons Co.
RRD
$5.71M ﹤0.01%
1,208,702
+72,046
+6% +$371K
GNL icon
1598
Global Net Lease
GNL
$1.87B
$5.69M ﹤0.01%
300,980
-79,042
-21% -$1.51M
HOPE icon
1599
Hope Bancorp
HOPE
$1.8B
$5.68M ﹤0.01%
434,149
+59,097
+16% +$825K
INVX
1600
Innovex International
INVX
$1.8B
$5.68M ﹤0.01%
123,812
+19,522
+19% +$767K
62 63
64
65 66

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.