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
JCP
2351
DELISTED
J.C. Penney Company, Inc.
JCP
$1.68M ﹤0.01%
1,893,548
-66,639
-3% -$56K
TIP icon
2352
iShares TIPS Bond ETF
TIP
$14.5B
$1.68M ﹤0.01%
14,451
+261
+2% +$30.3K
MNK
2353
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$1.68M ﹤0.01%
696,230
-29,684
-4% -$152K
BYND icon
2354
Beyond Meat
BYND
$279M
$1.68M ﹤0.01%
11,283
+6,052
+116% +$997K
NX icon
2355
Quanex
NX
$893M
$1.68M ﹤0.01%
92,703
+5,208
+6% +$93.6K
FLWS icon
2356
1-800-Flowers.com
FLWS
$254M
$1.67M ﹤0.01%
113,161
+2,126
+2% +$36.8K
ADT icon
2357
ADT
ADT
$5.38B
$1.67M ﹤0.01%
265,954
-38,943
-13% -$221K
BWG
2358
BrandywineGLOBAL Global Income Opportunities Fund
BWG
$129M
$1.67M ﹤0.01%
137,605
+2,873
+2% +$34.3K
VECO icon
2359
Veeco
VECO
$2.79B
$1.67M ﹤0.01%
142,522
-49,030
-26% -$552K
RMR icon
2360
The RMR Group
RMR
$343M
$1.66M ﹤0.01%
36,476
-4,874
-12% -$229K
SPNT icon
2361
SiriusPoint
SPNT
$3.09B
$1.66M ﹤0.01%
166,070
-38,854
-19% -$390K
VYGR icon
2362
Voyager Therapeutics
VYGR
$184M
$1.66M ﹤0.01%
+96,190
New +$2.02M
KRO icon
2363
KRONOS Worldwide
KRO
$712M
$1.65M ﹤0.01%
133,640
-427,053
-76% -$5.3M
MTRX icon
2364
Matrix Service
MTRX
$324M
$1.65M ﹤0.01%
96,139
-11,250
-10% -$212K
WSBC icon
2365
WesBanco
WSBC
$4.03B
$1.65M ﹤0.01%
44,048
+2,168
+5% +$78.6K
SAIL
2366
DELISTED
SailPoint Technologies Holdings, Inc. Common Stock
SAIL
$1.65M ﹤0.01%
88,075
+14,999
+21% +$318K
CORT icon
2367
Corcept Therapeutics
CORT
$10.1B
$1.64M ﹤0.01%
116,295
+37,688
+48% +$463K
WAIR
2368
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
$1.64M ﹤0.01%
149,121
-6,384
-4% -$69.2K
FNKO icon
2369
Funko
FNKO
$355M
$1.64M ﹤0.01%
79,641
+39,207
+97% +$907K
ABR icon
2370
Arbor Realty Trust
ABR
$979M
$1.64M ﹤0.01%
124,834
-28,756
-19% -$359K
ONTO icon
2371
Onto Innovation
ONTO
$12B
$1.64M ﹤0.01%
50,129
+3,756
+8% +$117K
ANH
2372
DELISTED
Anworth Mortgage Asset Corporation
ANH
$1.64M ﹤0.01%
495,556
-90,774
-15% -$324K
MYRG icon
2373
MYR Group
MYRG
$5.31B
$1.63M ﹤0.01%
52,235
-6,311
-11% -$203K
CVNA icon
2374
Carvana
CVNA
$47.3B
$1.63M ﹤0.01%
123,700
+62,595
+102% +$899K
TEO icon
2375
Telecom Argentina
TEO
$5.86B
$1.63M ﹤0.01%
162,995
+53,078
+48% +$700K
93 94
95
96 97

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.