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
MAGN
1976
Magnera Corp
MAGN
$493M
$3.23M ﹤0.01%
17,603
+4,947
+39% +$833K
EFV icon
1977
iShares MSCI EAFE Value ETF
EFV
$28.3B
$3.23M ﹤0.01%
66,030
-2,045
-3% -$98.4K
PEN icon
1978
Penumbra
PEN
$12.6B
$3.22M ﹤0.01%
21,907
+641
+3% +$91.6K
BRFS
1979
DELISTED
BRF SA
BRFS
$3.22M ﹤0.01%
553,069
-36,169
-6% -$217K
RGP icon
1980
Resources Connection
RGP
$140M
$3.21M ﹤0.01%
194,368
+55,299
+40% +$924K
AMPH icon
1981
Amphastar Pharmaceuticals
AMPH
$907M
$3.21M ﹤0.01%
157,332
-46,495
-23% -$1.04M
CNS icon
1982
Cohen & Steers
CNS
$4.2B
$3.21M ﹤0.01%
76,025
+7,201
+10% +$280K
GEO icon
1983
The GEO Group
GEO
$4B
$3.21M ﹤0.01%
167,226
-476
-0.3% -$10.2K
BRSL
1984
Brightstar Lottery PLC
BRSL
$1.9B
$3.21M ﹤0.01%
246,893
-35,790
-13% -$551K
ARCH
1985
DELISTED
Arch Resources, Inc.
ARCH
$3.2M ﹤0.01%
35,102
+4,089
+13% +$360K
AGIO icon
1986
Agios Pharmaceuticals
AGIO
$2.08B
$3.2M ﹤0.01%
47,495
+5,167
+12% +$301K
PEGI
1987
DELISTED
Pattern Energy Group Inc. Class A
PEGI
$3.19M ﹤0.01%
144,780
-3,246
-2% -$67.7K
EZPW icon
1988
Ezcorp Inc
EZPW
$1.79B
$3.18M ﹤0.01%
341,468
+30,038
+10% +$283K
SPTN
1989
DELISTED
SpartanNash
SPTN
$3.18M ﹤0.01%
200,137
-69,557
-26% -$1.33M
LABL
1990
DELISTED
Multi-Color Corp
LABL
$3.16M ﹤0.01%
63,338
-14,201
-18% -$664K
AGM icon
1991
Federal Agricultural Mortgage
AGM
$2.32B
$3.16M ﹤0.01%
43,616
-9,587
-18% -$700K
CZR
1992
DELISTED
Caesars Entertainment Corporation
CZR
$3.15M ﹤0.01%
363,075
+26,990
+8% +$234K
UVSP icon
1993
Univest Financial
UVSP
$1.23B
$3.15M ﹤0.01%
128,951
+11,874
+10% +$290K
TVPT
1994
DELISTED
Travelport Worldwide Limited
TVPT
$3.15M ﹤0.01%
200,496
-22,088
-10% -$347K
SAIL
1995
DELISTED
SailPoint Technologies Holdings, Inc. Common Stock
SAIL
$3.15M ﹤0.01%
109,736
+15,507
+16% +$442K
BJRI icon
1996
BJ's Restaurants
BJRI
$1.47B
$3.15M ﹤0.01%
66,627
-36,113
-35% -$1.81M
RMBS icon
1997
Rambus
RMBS
$8.95B
$3.15M ﹤0.01%
301,328
+104,915
+53% +$1.01M
RUTH
1998
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
$3.15M ﹤0.01%
123,030
+13,975
+13% +$342K
CALM icon
1999
Cal-Maine
CALM
$4.43B
$3.14M ﹤0.01%
70,333
+1,069
+2% +$46.5K
MLNX
2000
DELISTED
Mellanox Technologies, Ltd.
MLNX
$3.14M ﹤0.01%
26,520
-2,394
-8% -$241K
78 79
80
81 82

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.