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
MGU
2026
DELISTED
Macquarie Global Infrastructure Total Return Fund, Inc.
MGU
$3.07M ﹤0.01%
127,306
+11,836
+10% +$278K
RDUS
2027
DELISTED
Radius Recycling
RDUS
$3.06M ﹤0.01%
148,328
-15,123
-9% -$365K
BOX icon
2028
Box
BOX
$4.49B
$3.06M ﹤0.01%
184,683
-13,121
-7% -$211K
SSTK icon
2029
Shutterstock
SSTK
$209M
$3.05M ﹤0.01%
84,461
-26,502
-24% -$973K
PLCE icon
2030
Children's Place
PLCE
$53.8M
$3.04M ﹤0.01%
39,467
-14,928
-27% -$1.32M
CIR
2031
DELISTED
CIRCOR International, Inc
CIR
$3.04M ﹤0.01%
80,932
+6,685
+9% +$254K
QDEL icon
2032
QuidelOrtho
QDEL
$1.13B
$3.04M ﹤0.01%
49,511
-1,911
-4% -$115K
OFIX icon
2033
Orthofix Medical
OFIX
$492M
$3.03M ﹤0.01%
57,220
+4,570
+9% +$236K
DMC
2034
Del Monte Corp
DMC
$1.42B
$3.03M ﹤0.01%
88,931
+16,740
+23% +$475K
DCOM
2035
DELISTED
Dime Community Bancshares
DCOM
$3.03M ﹤0.01%
141,631
+2,020
+1% +$40.5K
VRTS icon
2036
Virtus Investment Partners
VRTS
$1.12B
$3.03M ﹤0.01%
27,378
+7,167
+35% +$771K
MRTN icon
2037
Marten Transport
MRTN
$1.22B
$3.02M ﹤0.01%
217,733
+17,844
+9% +$234K
ALRM icon
2038
Alarm.com
ALRM
$2.75B
$3.01M ﹤0.01%
64,616
+3,147
+5% +$154K
CHCT
2039
Community Healthcare Trust
CHCT
$536M
$3M ﹤0.01%
67,355
+12,648
+23% +$533K
MDP
2040
DELISTED
Meredith Corporation
MDP
$3M ﹤0.01%
81,863
-13,808
-14% -$643K
PAG icon
2041
Penske Automotive Group
PAG
$14.7B
$3M ﹤0.01%
63,458
-2,242
-3% -$101K
PZZA icon
2042
Papa John's
PZZA
$1.01B
$2.99M ﹤0.01%
57,156
+17,931
+46% +$845K
BUSE icon
2043
First Busey Corp
BUSE
$2.6B
$2.98M ﹤0.01%
117,758
-7,262
-6% -$186K
NP
2044
DELISTED
Neenah, Inc. Common Stock
NP
$2.97M ﹤0.01%
45,569
+6,423
+16% +$418K
BL icon
2045
BlackLine
BL
$1.9B
$2.97M ﹤0.01%
62,040
+1,080
+2% +$53.8K
NFBK
2046
DELISTED
Northfield Bancorp
NFBK
$2.95M ﹤0.01%
183,956
+6,423
+4% +$101K
RNST icon
2047
Renasant Corp
RNST
$4.04B
$2.95M ﹤0.01%
84,362
+2,844
+3% +$97.6K
VGT icon
2048
Vanguard Information Technology ETF
VGT
$133B
$2.95M ﹤0.01%
109,464
-6,280
-5% -$169K
PSDO
2049
DELISTED
Presidio, Inc. Common Stock
PSDO
$2.95M ﹤0.01%
174,402
+6,041
+4% +$90.1K
MDB icon
2050
MongoDB
MDB
$25.8B
$2.94M ﹤0.01%
24,446
-12,366
-34% -$1.78M
80 81
82
83 84

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.