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
HEDJ icon
3076
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.82B
$283K ﹤0.01%
8,410
+2
+0% +$66
SENEA icon
3077
Seneca Foods Class A
SENEA
$1.13B
$283K ﹤0.01%
+9,071
New +$261K
CSTR
3078
DELISTED
CapStar Financial Holdings, Inc
CSTR
$281K ﹤0.01%
16,945
+5,883
+53% +$91.6K
BOC icon
3079
Boston Omaha
BOC
$434M
$279K ﹤0.01%
+14,081
New +$300K
FET icon
3080
Forum Energy Technologies
FET
$640M
$279K ﹤0.01%
9,003
-867
-9% -$35.6K
INST
3081
DELISTED
Instructure, Inc.
INST
$276K ﹤0.01%
7,131
+323
+5% +$13.2K
TCDA
3082
DELISTED
Tricida, Inc. Common Stock
TCDA
$275K ﹤0.01%
8,916
-32,526
-78% -$1.09M
MCRB icon
3083
Seres Therapeutics
MCRB
$47M
$274K ﹤0.01%
3,422
+2,774
+428% +$183K
ESSA
3084
DELISTED
ESSA Bancorp
ESSA
$273K ﹤0.01%
16,628
-2,334
-12% -$35.8K
EVC icon
3085
Entravision Communication
EVC
$1.02B
$273K ﹤0.01%
85,856
-27,463
-24% -$86.4K
MCB icon
3086
Metropolitan Bank Holding Corp
MCB
$1.13B
$273K ﹤0.01%
6,952
+100
+1% +$4.04K
MBIN icon
3087
Merchants Bancorp
MBIN
$2.22B
$272K ﹤0.01%
+24,678
New +$274K
XLE icon
3088
State Street Energy Select Sector SPDR ETF
XLE
$38.8B
$272K ﹤0.01%
9,190
-2,454
-21% -$74.2K
WAAS
3089
DELISTED
AquaVenture Holdings Limited
WAAS
$271K ﹤0.01%
13,971
-9,189
-40% -$167K
OIBR
3090
DELISTED
OI S A SPONSORED ADR REPSTG PFD NEW (BRA)
OIBR
$271K ﹤0.01%
702,067
– –
AOSL icon
3091
Alpha and Omega Semiconductor
AOSL
$922M
$270K ﹤0.01%
21,947
-4,131
-16% -$45.6K
NCSM icon
3092
NCS Multistage Holdings
NCSM
$121M
$270K ﹤0.01%
6,759
-750
-10% -$38.1K
IMGN
3093
DELISTED
Immunogen Inc
IMGN
$270K ﹤0.01%
111,490
-76,091
-41% -$202K
DTIL icon
3094
Precision BioSciences
DTIL
$187M
$269K ﹤0.01%
1,068
-95
-8% -$30.9K
MOFG
3095
DELISTED
MidWestOne Financial Group
MOFG
$269K ﹤0.01%
8,802
+194
+2% +$5.69K
RCKT icon
3096
Rocket Pharmaceuticals
RCKT
$355M
$269K ﹤0.01%
23,064
+10,659
+86% +$132K
CET
3097
Central Securities Corp
CET
$1.55B
$268K ﹤0.01%
+8,538
New +$263K
NGM
3098
DELISTED
NGM Biopharmaceuticals, Inc. Common Stock
NGM
$268K ﹤0.01%
+19,328
New +$290K
BWB icon
3099
Bridgewater Bancshares
BWB
$575M
$267K ﹤0.01%
22,335
+5,470
+32% +$63.4K
EFT
3100
Eaton Vance Floating-Rate Income Trust
EFT
$284M
$265K ﹤0.01%
+20,026
New +$267K
122 123
124
125 126

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.