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
+1.62%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$124B
AUM Growth
+$2.86B
Cap. Flow
+$2.19B
Cap. Flow %
1.77%
Top 10 Hldgs %
15.96%
Holding
4,116
New
162
Increased
2,309
Reduced
1,443
Closed
177

Top Buys

Rank Stock Value
1
VOO icon
Vanguard S&P 500 ETF
VOO
+$151M
2
FIS icon
Fidelity National Information Services
FIS
+$84.4M
3
LHX icon
L3Harris
LHX
+$74.3M
4
OXY icon
Occidental Petroleum
OXY
+$62.3M
5
AAPL icon
Apple
AAPL
+$55.8M

Top Sells

Rank Stock Value
1
RHT
Red Hat Inc
RHT
+$105M
2
IVV icon
iShares Core S&P 500 ETF
IVV
+$96.4M
3
APC
Anadarko Petroleum
APC
+$90.4M
4
WP
Worldpay, Inc.
WP
+$59.6M
5
LLL
L3 Technologies, Inc.
LLL
+$56.2M

Sector Composition

Rank Sector Weight
1 Technology 15.42%
2 Financials 14.03%
3 Healthcare 11.26%
4 Consumer Discretionary 8.67%
5 Industrials 8.3%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
POWL icon
2601
Powell Industries
POWL
$7.32B
$1.03M ﹤0.01%
79,248
+22,998
+41% +$286K
BSTC
2602
DELISTED
BioSpecifics Technologies Corp.
BSTC
$1.03M ﹤0.01%
19,265
-12,539
-39% -$730K
VNOM icon
2603
Viper Energy
VNOM
$8.21B
$1.03M ﹤0.01%
37,225
+7,515
+25% +$224K
ESTC icon
2604
Elastic
ESTC
$6.46B
$1.02M ﹤0.01%
12,417
+1,665
+15% +$148K
SFBS
2605
ServisFirst Bancshares
SFBS
$4.92B
$1.02M ﹤0.01%
30,836
-4,612
-13% -$149K
KRNY icon
2606
Kearny Financial
KRNY
$607M
$1.02M ﹤0.01%
78,089
-12,692
-14% -$167K
DDOG icon
2607
Datadog
DDOG
$89.3B
$1.02M ﹤0.01%
+30,000
New +$1.04M
TTI icon
2608
TETRA Technologies
TTI
$1.07B
$1.02M ﹤0.01%
505,837
+42,117
+9% +$72.3K
ECOM
2609
DELISTED
CHANNELADVISOR CORPORATION
ECOM
$1.02M ﹤0.01%
108,924
+19,221
+21% +$177K
KNM
2610
DELISTED
KONAMI CORPORATION ADS (1 SH COM STK)
KNM
$1.01M ﹤0.01%
20,964
-86
-0.4% -$4.16K
NEX
2611
DELISTED
NexTier Oilfield Solutions Inc.
NEX
$1.01M ﹤0.01%
166,859
+152,933
+1,098% +$896K
ESPR
2612
DELISTED
Esperion Therapeutics
ESPR
$1.01M ﹤0.01%
27,486
+2,847
+12% +$113K
HUD
2613
DELISTED
Hudson Ltd. Class A Common Shares
HUD
$1M ﹤0.01%
81,464
-7,720
-9% -$95.6K
GTHX
2614
DELISTED
G1 Therapeutics, Inc. Common Stock
GTHX
$998K ﹤0.01%
43,806
+30,577
+231% +$964K
VRS
2615
DELISTED
Verso Corporation
VRS
$997K ﹤0.01%
80,549
-10,631
-12% -$145K
ACEL icon
2616
Accel Entertainment
ACEL
$1.01B
$992K ﹤0.01%
+96,500
New +$994K
LPG icon
2617
Dorian LPG
LPG
$1.9B
$990K ﹤0.01%
95,542
-21,509
-18% -$210K
RARE icon
2618
Ultragenyx Pharmaceutical
RARE
$2.56B
$989K ﹤0.01%
23,125
+3,119
+16% +$169K
YYY icon
2619
Amplify CEF High Income ETF
YYY
$724M
$981K ﹤0.01%
+55,134
New +$985K
CAAP icon
2620
Corporacion America
CAAP
$4.26B
$980K ﹤0.01%
+216,282
New +$1.37M
VTOL icon
2621
Bristow Group
VTOL
$1.34B
$977K ﹤0.01%
46,243
+5,101
+12% +$98.4K
XLP icon
2622
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
$971K ﹤0.01%
15,805
+6,915
+78% +$416K
STNG icon
2623
Scorpio Tankers
STNG
$3.94B
$969K ﹤0.01%
32,547
+604
+2% +$16.6K
ELP
2624
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
$967K ﹤0.01%
201,285
-18,585
-8% -$93.8K
CWK icon
2625
Cushman & Wakefield Ltd
CWK
$3.2B
$963K ﹤0.01%
51,968
+7,800
+18% +$141K
103 104
105
106 107

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 Q3 2019 Portfolio in Review

As of Q3 2019, Parametric Portfolio Associates held 4,116 positions worth $124B, up 2.4% from $121B the previous quarter. Its ten largest holdings account for 16% of the portfolio.

Parametric Portfolio Associates's Q3 2019 filing shows 162 new, 2,309 increased, 1,443 reduced and 177 closed positions. Its largest new stake was State Street SPDR S&P Metals & Mining ETF: 842,780 shares worth $21.4M. The largest sale was Red Hat Inc, an estimated $105M.

By sector, the portfolio is most concentrated in Technology at 15% of assets, up from 15% a quarter earlier, followed by Financials and Healthcare.

  • Parametric Portfolio Associates's largest Q3 2019 buy was State Street SPDR S&P Metals & Mining ETF: 842,780 shares worth $21.4M.
  • Parametric Portfolio Associates added most to Vanguard S&P 500 ETF in Q3 2019, an estimated $151M increase.
  • Parametric Portfolio Associates's biggest Q3 2019 reduction was iShares Core S&P 500 ETF, cutting an estimated $96.4M.
  • Parametric Portfolio Associates fully exited Red Hat Inc in Q3 2019, selling an estimated $105M.
  • Parametric Portfolio Associates's ten largest holdings make up 16% of its $124B portfolio in Q3 2019.
  • Parametric Portfolio Associates opened 162 new positions and closed 177 in Q3 2019.
  • Parametric Portfolio Associates's portfolio value rose 2.4% quarter-over-quarter to $124B.

Based on Parametric Portfolio Associates's 13F filing for Q3 2019, filed 15 Nov 2019.