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
CLDR
1976
DELISTED
Cloudera, Inc.
CLDR
$3.27M ﹤0.01%
369,037
+227,809
+161% +$1.58M
CIO
1977
DELISTED
City Office REIT
CIO
$3.27M ﹤0.01%
227,109
+67,768
+43% +$885K
AY
1978
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
$3.25M ﹤0.01%
134,902
+132
+0.1% +$3.11K
OIS icon
1979
Oil States International
OIS
$466M
$3.25M ﹤0.01%
244,064
-23,871
-9% -$343K
SRCI
1980
DELISTED
SRC Energy Inc
SRCI
$3.24M ﹤0.01%
696,026
-194,002
-22% -$876K
AMC icon
1981
AMC Entertainment Holdings
AMC
$2.45B
$3.23M ﹤0.01%
30,187
+12,282
+69% +$1.34M
FTAI icon
1982
FTAI Aviation
FTAI
$20.2B
$3.23M ﹤0.01%
249,583
+15,499
+7% +$202K
HTLD icon
1983
Heartland Express
HTLD
$1.01B
$3.22M ﹤0.01%
149,683
-7,730
-5% -$155K
CTS icon
1984
CTS Corp
CTS
$1.76B
$3.21M ﹤0.01%
99,186
+5,256
+6% +$157K
MSTR icon
1985
Strategy Inc
MSTR
$34.1B
$3.21M ﹤0.01%
216,350
+14,060
+7% +$193K
NTGR icon
1986
NETGEAR
NTGR
$612M
$3.21M ﹤0.01%
99,457
+18,273
+23% +$574K
TNDM icon
1987
Tandem Diabetes Care
TNDM
$1.27B
$3.2M ﹤0.01%
54,307
+5,526
+11% +$353K
CYBR
1988
DELISTED
CyberArk
CYBR
$3.2M ﹤0.01%
32,066
+960
+3% +$116K
EQT icon
1989
EQT Corp
EQT
$32.9B
$3.2M ﹤0.01%
300,828
-73,102
-20% -$942K
CATM
1990
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
$3.2M ﹤0.01%
105,680
+6,188
+6% +$183K
LCI
1991
DELISTED
Lannett Company, Inc.
LCI
$3.19M ﹤0.01%
71,223
+368
+0.5% +$12.5K
RAD
1992
DELISTED
Rite Aid Corporation
RAD
$3.19M ﹤0.01%
458,985
+208,151
+83% +$1.49M
ISCA
1993
DELISTED
International Speedway Corp
ISCA
$3.19M ﹤0.01%
70,825
+2,911
+4% +$131K
MTX icon
1994
Minerals Technologies
MTX
$2.29B
$3.19M ﹤0.01%
59,992
-5,557
-8% -$285K
NAV
1995
DELISTED
Navistar International
NAV
$3.19M ﹤0.01%
113,315
-34,060
-23% -$967K
FORM icon
1996
FormFactor
FORM
$6.51B
$3.18M ﹤0.01%
170,678
+29,373
+21% +$502K
CWEN icon
1997
Clearway Energy Class C
CWEN
$4.79B
$3.17M ﹤0.01%
173,839
+5,430
+3% +$96.1K
IJH icon
1998
iShares Core S&P Mid-Cap ETF
IJH
$121B
$3.17M ﹤0.01%
81,910
-20,010
-20% -$769K
PFSI icon
1999
PennyMac Financial
PFSI
$4.47B
$3.14M ﹤0.01%
103,491
+62,650
+153% +$1.69M
IMMU
2000
DELISTED
Immunomedics Inc
IMMU
$3.14M ﹤0.01%
237,078
+61,810
+35% +$909K
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 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.