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
TTSH
2901
DELISTED
Tile Shop Holdings
TTSH
$482K ﹤0.01%
150,989
+57,156
+61% +$175K
NVGS icon
2902
Navigator Holdings
NVGS
$1.34B
$481K ﹤0.01%
45,064
+912
+2% +$9.1K
FVD icon
2903
First Trust Value Line Dividend Fund
FVD
$8.46B
$480K ﹤0.01%
13,773
+1,601
+13% +$54.6K
AXIA.PR
2904
DELISTED
AXIA Energia American Depositary Shares Preferred Class B1
AXIA.PR
$476K ﹤0.01%
47,346
+1,436
+3% +$15K
VPG icon
2905
Vishay Precision Group
VPG
$1.22B
$474K ﹤0.01%
14,465
-1,548
-10% -$55.2K
FNLC icon
2906
First Bancorp
FNLC
$400M
$473K ﹤0.01%
17,216
+1,492
+9% +$38.7K
SMAR
2907
DELISTED
Smartsheet Inc.
SMAR
$472K ﹤0.01%
13,094
-19,798
-60% -$943K
URGN icon
2908
UroGen Pharma
URGN
$1.99B
$470K ﹤0.01%
19,720
+13,627
+224% +$446K
PKW icon
2909
Invesco BuyBack Achievers ETF
PKW
$1.73B
$469K ﹤0.01%
7,496
-1,889
-20% -$118K
TLND
2910
DELISTED
Talend S.A. American Depositary Shares
TLND
$468K ﹤0.01%
13,782
+111
+0.8% +$4.12K
XLC icon
2911
State Street Communication Services Select Sector SPDR ETF
XLC
$22.6B
$467K ﹤0.01%
9,432
-2,044
-18% -$102K
FDN icon
2912
First Trust Dow Jones Internet Index Fund ETF
FDN
$5B
$463K ﹤0.01%
3,442
-121
-3% -$17.1K
MBB icon
2913
iShares MBS ETF
MBB
$39.2B
$461K ﹤0.01%
4,258
+11
+0.3% +$1.19K
SPAB icon
2914
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.81B
$455K ﹤0.01%
15,340
+5,340
+53% +$157K
STRL icon
2915
Sterling Infrastructure
STRL
$16.5B
$454K ﹤0.01%
34,516
-14,626
-30% -$179K
SBSW icon
2916
Sibanye-Stillwater
SBSW
$5.93B
$453K ﹤0.01%
83,951
+14,886
+22% +$75.9K
NEXT icon
2917
NextDecade
NEXT
$1.63B
$451K ﹤0.01%
78,277
-6,016
-7% -$32.3K
HOME
2918
DELISTED
At Home Group Inc.
HOME
$447K ﹤0.01%
+46,485
New +$318K
MAV
2919
DELISTED
Pioneer Municipal High Income Advantage Fund
MAV
$445K ﹤0.01%
40,668
-1,041
-2% -$11.4K
CWEN.A
2920
DELISTED
Clearway Energy Class A
CWEN.A
$443K ﹤0.01%
25,562
-1,758
-6% -$29.7K
FSV icon
2921
FirstService
FSV
$6.58B
$443K ﹤0.01%
4,319
+60
+1% +$6.11K
SCID
2922
DELISTED
Global X Scientific Beta Europe ETF
SCID
$440K ﹤0.01%
18,321
+4,399
+32% +$105K
KNSA icon
2923
Kiniksa Pharmaceuticals
KNSA
$6.11B
$439K ﹤0.01%
51,572
+19,977
+63% +$221K
WOW
2924
DELISTED
WideOpenWest
WOW
$438K ﹤0.01%
71,052
-26,136
-27% -$170K
LFCR icon
2925
Lifecore Biomedical
LFCR
$165M
$435K ﹤0.01%
40,038
+21,448
+115% +$233K
115 116
117
118 119

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.