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
VREX icon
1926
Varex Imaging
VREX
$462M
$3.54M ﹤0.01%
124,224
+3,473
+3% +$100K
TKC icon
1927
Turkcell
TKC
$4.7B
$3.54M ﹤0.01%
611,878
+23,367
+4% +$132K
TISI icon
1928
Team
TISI
$80.6M
$3.54M ﹤0.01%
19,589
-775
-4% -$128K
SSL icon
1929
Sasol
SSL
$7.4B
$3.53M ﹤0.01%
207,631
+39,672
+24% +$808K
TMP icon
1930
Tompkins Financial
TMP
$1.42B
$3.52M ﹤0.01%
43,426
+448
+1% +$35.8K
UE icon
1931
Urban Edge Properties
UE
$2.9B
$3.52M ﹤0.01%
177,802
+24,098
+16% +$428K
SYNA icon
1932
Synaptics
SYNA
$4.05B
$3.52M ﹤0.01%
88,006
+7,845
+10% +$265K
CHRD icon
1933
Chord Energy
CHRD
$7.68B
$3.51M ﹤0.01%
1,014,114
-91,890
-8% -$362K
GLOB icon
1934
Globant
GLOB
$1.65B
$3.5M ﹤0.01%
38,244
-20,717
-35% -$2.06M
HNI icon
1935
HNI Corp
HNI
$3.08B
$3.5M ﹤0.01%
98,618
-6,424
-6% -$213K
MODN
1936
DELISTED
MODEL N, INC.
MODN
$3.49M ﹤0.01%
125,838
+29,034
+30% +$721K
CHCO icon
1937
City Holding Co
CHCO
$2.05B
$3.49M ﹤0.01%
45,745
+624
+1% +$47.1K
I
1938
DELISTED
INTELSAT S. A.
I
$3.48M ﹤0.01%
152,867
+59,426
+64% +$1.25M
ENVA icon
1939
Enova International
ENVA
$6.09B
$3.48M ﹤0.01%
167,727
-10,940
-6% -$259K
MAGN
1940
Magnera Corp
MAGN
$493M
$3.48M ﹤0.01%
17,388
+152
+0.9% +$30.4K
HUBG icon
1941
HUB Group
HUBG
$2.92B
$3.48M ﹤0.01%
149,612
+8,000
+6% +$170K
ORIT
1942
DELISTED
Oritani Financial Corp. New
ORIT
$3.47M ﹤0.01%
196,092
+3,197
+2% +$55.8K
PDD icon
1943
Pinduoduo
PDD
$126B
$3.46M ﹤0.01%
107,465
+18,567
+21% +$496K
MSEX icon
1944
Middlesex Water
MSEX
$1.07B
$3.45M ﹤0.01%
53,102
+1,523
+3% +$92.7K
CDE icon
1945
Coeur Mining
CDE
$15.1B
$3.45M ﹤0.01%
716,772
-75,090
-9% -$372K
MTDR icon
1946
Matador Resources
MTDR
$6.04B
$3.44M ﹤0.01%
208,168
+17,194
+9% +$287K
BPMC
1947
DELISTED
Blueprint Medicines
BPMC
$3.44M ﹤0.01%
46,802
+20,949
+81% +$1.81M
CWST icon
1948
Casella Waste Systems
CWST
$5.76B
$3.44M ﹤0.01%
80,088
-898
-1% -$38.9K
GEO icon
1949
The GEO Group
GEO
$4B
$3.44M ﹤0.01%
198,166
-14,088
-7% -$253K
MMYT icon
1950
MakeMyTrip
MMYT
$5.38B
$3.43M ﹤0.01%
151,263
-892
-0.6% -$21.9K
76 77
78
79 80

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.