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
EXPE icon
351
Expedia Group
EXPE
$39.5B
$59.9M 0.05%
445,417
+57,950
+15% +$7.66M
MELI icon
352
Mercado Libre
MELI
$99.7B
$59.6M 0.05%
108,168
+256
+0.2% +$155K
UL icon
353
Unilever
UL
$140B
$59.3M 0.05%
876,454
+34,533
+4% +$2.39M
BUD icon
354
AB InBev
BUD
$158B
$58.8M 0.05%
618,105
+48,527
+9% +$4.6M
AAL icon
355
American Airlines Group
AAL
$9.03B
$58.7M 0.05%
2,178,307
+53,764
+3% +$1.57M
SI
356
DELISTED
SIEMENS AKTIENGESELLSCHAFT ADS
SI
$58.6M 0.05%
1,092,947
-170,044
-13% -$9.11M
PPLI
357
People Inc
PPLI
$2.91B
$57.5M 0.05%
1,476,287
-7,363
-0.5% -$314K
VRSK icon
358
Verisk Analytics
VRSK
$25B
$57.3M 0.05%
362,351
+5,193
+1% +$806K
WY icon
359
Weyerhaeuser
WY
$17B
$57.2M 0.05%
2,063,703
+212,079
+11% +$5.53M
BBD icon
360
Banco Bradesco
BBD
$34.4B
$57.2M 0.05%
9,346,142
+1,931,302
+26% +$12.8M
RY icon
361
Royal Bank of Canada
RY
$283B
$56.6M 0.05%
697,749
+35,109
+5% +$2.74M
CINF icon
362
Cincinnati Financial
CINF
$26.4B
$56.6M 0.05%
484,930
+10,151
+2% +$1.12M
HBAN icon
363
Huntington Bancshares
HBAN
$34.2B
$56.4M 0.05%
3,950,502
+227,921
+6% +$3.12M
AES icon
364
AES
AES
$10.5B
$56.3M 0.05%
3,444,983
-262,108
-7% -$4.22M
CAH icon
365
Cardinal Health
CAH
$54.6B
$56M 0.05%
1,187,191
+131,543
+12% +$6M
AWK icon
366
American Water Works
AWK
$27.5B
$56M 0.05%
450,652
+2,720
+0.6% +$328K
PARR icon
367
Par Pacific Holdings
PARR
$3.95B
$55.9M 0.05%
2,443,835
+19,804
+0.8% +$438K
BF.B icon
368
Brown-Forman Class B
BF.B
$12.5B
$55.8M 0.05%
888,718
+26,402
+3% +$1.54M
DCM
369
DELISTED
NTT DOCOMO, Inc.
DCM
$55.7M 0.05%
2,184,030
+75,788
+4% +$1.93M
XRAY icon
370
Dentsply Sirona
XRAY
$2.22B
$55.6M 0.04%
1,043,486
+2,519
+0.2% +$135K
ITUB icon
371
Itaú Unibanco
ITUB
$82.7B
$55.4M 0.04%
9,049,658
+1,778,157
+24% +$11.5M
CE icon
372
Celanese
CE
$4.94B
$55.3M 0.04%
452,384
+97,168
+27% +$10.9M
NAB
373
DELISTED
NATL AUSTRALIA BK LTD ADS5
NAB
$55.3M 0.04%
5,492,737
+642,681
+13% +$6.47M
EMN icon
374
Eastman Chemical
EMN
$8.35B
$55.2M 0.04%
747,546
-66,682
-8% -$4.79M
CDNS icon
375
Cadence Design Systems
CDNS
$93.7B
$55M 0.04%
832,541
+452
+0.1% +$31.8K
13 14
15
16 17

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.