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 15.58%
2 Financials 14.34%
3 Miscellaneous 13.8%
4 Healthcare 11.45%
5 Consumer Discretionary 8.73%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CRVS icon
3401
Corvus Pharmaceuticals
CRVS
$1.19B
– –
-13,359
Closed -$50K
DBEF icon
3402
Xtrackers MSCI EAFE Hedged Equity ETF
DBEF
$9.38B
– –
-17,226
Closed -$545K
DWSN icon
3403
Dawson Geophysical
DWSN
$104M
– –
-25,133
Closed -$63K
EARN
3404
Ellington Residential Mortgage REIT
EARN
$167M
– –
-23,298
Closed -$251K
EEX
3405
DELISTED
Emerald Holding
EEX
– –
-18,849
Closed -$210K
ETJ
3406
Eaton Vance Risk-Managed Diversified Equity Income Fund
ETJ
$573M
– –
-100,301
Closed -$943K
EUFN icon
3407
iShares MSCI Europe Financials ETF
EUFN
$4.33B
– –
-10,585
Closed -$192K
EYPT icon
3408
EyePoint Inc
EYPT
$386M
– –
-1,119
Closed -$18K
FBRX icon
3409
Forte Biosciences
FBRX
– –
-30
Closed -$75K
FEM icon
3410
First Trust Emerging Markets AlphaDEX Fund
FEM
$810M
– –
-8,732
Closed -$220K
FXI icon
3411
iShares China Large-Cap ETF
FXI
$4.23B
– –
-5,517
Closed -$236K
GBLI icon
3412
Global Indemnity Group
GBLI
$434M
– –
-8,720
Closed -$270K
GNK icon
3413
Genco Shipping & Trading
GNK
$1.13B
– –
-10,331
Closed -$87K
GSM icon
3414
FerroAtlántica
GSM
$761M
– –
-19,561
Closed -$33K
HBM icon
3415
Hudbay
HBM
$13B
– –
-58,804
Closed -$318K
HIX
3416
Western Asset High Income Fund II
HIX
$352M
– –
-33,620
Closed -$236K
HSDT icon
3417
Solana Company
HSDT
$141M
– –
0
– -$53K
IBRX icon
3418
ImmunityBio
IBRX
$8.53B
– –
-36,719
Closed -$37K
ITRN icon
3419
Ituran Location and Control
ITRN
$1B
– –
-7,378
Closed -$222K
IVE icon
3420
iShares S&P 500 Value ETF
IVE
$50.2B
– –
-3,342
Closed -$390K
IWV icon
3421
iShares Russell 3000 ETF
IWV
$20.3B
– –
-1,251
Closed -$216K
IYH icon
3422
iShares US Healthcare ETF
IYH
$3.74B
– –
-7,865
Closed -$307K
IYK icon
3423
iShares US Consumer Staples ETF
IYK
$1.42B
– –
-20,901
Closed -$846K
JOUT icon
3424
Johnson Outdoors
JOUT
$481M
– –
-7,861
Closed -$586K
KE
3425
Kimball Electronics
KE
$564M
– –
-15,062
Closed -$245K
135 136
137
138 139

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 16% of assets, up from 15% a quarter earlier, followed by Financials and Miscellaneous.

  • 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.