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
ZNH
1826
DELISTED
China Southern Airlines Company Limited
ZNH
$4.07M ﹤0.01%
93,405
+5,388
+6% +$199K
MRC
1827
DELISTED
MRC Global
MRC
$4.06M ﹤0.01%
232,276
+48,508
+26% +$791K
VCYT icon
1828
Veracyte
VCYT
$4.45B
$4.06M ﹤0.01%
162,254
+67,867
+72% +$1.3M
AROC icon
1829
Archrock
AROC
$6.16B
$4.06M ﹤0.01%
415,080
+56,004
+16% +$536K
SFNC icon
1830
Simmons First National
SFNC
$3.39B
$4.06M ﹤0.01%
165,744
-11,131
-6% -$285K
IJH icon
1831
iShares Core S&P Mid-Cap ETF
IJH
$121B
$4.03M ﹤0.01%
106,385
-8,895
-8% -$328K
CPS icon
1832
Cooper-Standard Automotive
CPS
$517M
$4.03M ﹤0.01%
85,786
-1,434
-2% -$92.2K
GGAL icon
1833
Galicia Financial Group
GGAL
$7.89B
$4.02M ﹤0.01%
157,567
-8,061
-5% -$253K
CVGW
1834
DELISTED
Calavo Growers
CVGW
$4.01M ﹤0.01%
47,811
+5,249
+12% +$426K
HTD
1835
John Hancock Tax-Advantaged Dividend Income Fund
HTD
$912M
$4M ﹤0.01%
161,392
-15,055
-9% -$353K
ALKS icon
1836
Alkermes
ALKS
$8.11B
$4M ﹤0.01%
109,539
+20,769
+23% +$686K
COHR icon
1837
Coherent
COHR
$43.4B
$4M ﹤0.01%
107,286
+8,464
+9% +$313K
EGOV
1838
DELISTED
NIC Inc
EGOV
$3.99M ﹤0.01%
233,576
+40,889
+21% +$648K
SABR icon
1839
Sabre
SABR
$716M
$3.99M ﹤0.01%
186,576
-361,333
-66% -$8.02M
NUVA
1840
DELISTED
NuVasive, Inc.
NUVA
$3.99M ﹤0.01%
70,198
+367
+0.5% +$19.5K
ZWS icon
1841
Zurn Elkay Water Solutions
ZWS
$8.55B
$3.98M ﹤0.01%
329,025
+45,940
+16% +$571K
RGEN icon
1842
Repligen
RGEN
$6.91B
$3.95M ﹤0.01%
66,885
-17,390
-21% -$1M
VOOG icon
1843
Vanguard S&P 500 Growth ETF
VOOG
$24.7B
$3.95M ﹤0.01%
153,264
+47,520
+45% +$1.16M
SCHX icon
1844
Schwab US Large- Cap ETF
SCHX
$70.3B
$3.95M ﹤0.01%
350,376
-2,816,298
-89% -$30.5M
HNI icon
1845
HNI Corp
HNI
$3.08B
$3.95M ﹤0.01%
108,765
-16,795
-13% -$646K
ARCO icon
1846
Arcos Dorados Holdings
ARCO
$1.74B
$3.94M ﹤0.01%
565,489
-102,719
-15% -$834K
MCR
1847
DELISTED
MFS Charter Income Trust
MCR
$3.94M ﹤0.01%
498,077
+33,683
+7% +$260K
CVE icon
1848
Cenovus Energy
CVE
$54.2B
$3.93M ﹤0.01%
453,209
+91,446
+25% +$759K
HTGC icon
1849
Hercules Capital
HTGC
$2.99B
$3.93M ﹤0.01%
310,594
+15,771
+5% +$201K
CENX icon
1850
Century Aluminum
CENX
$4.22B
$3.93M ﹤0.01%
442,695
+2,493
+0.6% +$21.6K
72 73
74
75 76

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.