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
APTS
2251
DELISTED
Preferred Apartment Communities, Inc.
APTS
$2.02M ﹤0.01%
139,447
-12,770
-8% -$184K
TCBK icon
2252
TriCo Bancshares
TCBK
$1.86B
$2.01M ﹤0.01%
55,332
+16,585
+43% +$609K
IRTC icon
2253
iRhythm Holdings
IRTC
$3.96B
$2.01M ﹤0.01%
27,087
+3,522
+15% +$273K
SPWR
2254
DELISTED
SunPower Corporation Common Stock
SPWR
$2M ﹤0.01%
278,439
+23,732
+9% +$196K
SSP icon
2255
E.W. Scripps
SSP
$269M
$2M ﹤0.01%
150,398
-55,492
-27% -$764K
XNCR icon
2256
Xencor
XNCR
$1.44B
$2M ﹤0.01%
59,198
-618
-1% -$24.7K
CTT
2257
DELISTED
CATCHMARK TIMBER TRUST, INC.
CTT
$2M ﹤0.01%
186,939
+15,952
+9% +$162K
ZS icon
2258
Zscaler
ZS
$24.8B
$1.99M ﹤0.01%
42,170
-8,825
-17% -$636K
HMHC
2259
DELISTED
Houghton Mifflin Harcourt Company
HMHC
$1.99M ﹤0.01%
373,171
+40,812
+12% +$230K
GBT
2260
DELISTED
Global Blood Therapeutics, Inc.
GBT
$1.99M ﹤0.01%
40,945
-3,921
-9% -$204K
NBHC icon
2261
National Bank Holdings
NBHC
$1.9B
$1.98M ﹤0.01%
57,909
+59
+0.1% +$2.05K
REX icon
2262
REX American Resources
REX
$1.4B
$1.98M ﹤0.01%
155,340
+50,052
+48% +$619K
VCEL icon
2263
Vericel Corp
VCEL
$2.35B
$1.98M ﹤0.01%
130,503
+50,213
+63% +$878K
BJRI icon
2264
BJ's Restaurants
BJRI
$1.48B
$1.98M ﹤0.01%
50,849
-2,692
-5% -$104K
HTO
2265
H2O America
HTO
$2.68B
$1.97M ﹤0.01%
28,857
-53
-0.2% -$3.48K
AUD
2266
DELISTED
Audacy, Inc.
AUD
$1.97M ﹤0.01%
589,846
+121,288
+26% +$544K
AORT icon
2267
Artivion
AORT
$1.33B
$1.97M ﹤0.01%
72,458
+14,198
+24% +$402K
SOHU
2268
Sohu.com
SOHU
$348M
$1.97M ﹤0.01%
193,502
+122,803
+174% +$1.44M
CUTR
2269
DELISTED
Cutera, Inc.
CUTR
$1.97M ﹤0.01%
67,262
+36,504
+119% +$1M
STEW
2270
SRH Total Return Fund
STEW
$1.79B
$1.96M ﹤0.01%
174,831
+98,962
+130% +$1.09M
RUTH
2271
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
$1.95M ﹤0.01%
95,706
+9,339
+11% +$195K
BJ icon
2272
BJs Wholesale Club
BJ
$12.7B
$1.95M ﹤0.01%
75,447
+25,996
+53% +$647K
GOLF icon
2273
Acushnet Holdings
GOLF
$6.03B
$1.95M ﹤0.01%
73,857
-3,882
-5% -$102K
DVY icon
2274
iShares Select Dividend ETF
DVY
$24B
$1.93M ﹤0.01%
18,940
-1,918
-9% -$191K
BBAR icon
2275
BBVA Argentina
BBAR
$3.82B
$1.93M ﹤0.01%
445,578
-6,913
-2% -$53.8K
89 90
91
92 93

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.