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
FC icon
3101
Franklin Covey
FC
$245M
$263K ﹤0.01%
+7,515
New +$271K
FFWM
3102
DELISTED
First Foundation Inc
FFWM
$263K ﹤0.01%
+17,230
New +$248K
IGD
3103
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$506M
$263K ﹤0.01%
43,812
-83,870
-66% -$538K
CNTY icon
3104
Century Casinos
CNTY
$32.6M
$262K ﹤0.01%
+33,883
New +$295K
OPRX icon
3105
OptimizeRx
OPRX
$120M
$262K ﹤0.01%
+18,076
New +$280K
SFIX
3106
Stitch Fix
SFIX
$536M
$260K ﹤0.01%
13,518
+3,280
+32% +$76.2K
FNHC
3107
DELISTED
FedNat Holding Company Common Stock
FNHC
$259K ﹤0.01%
+18,488
New +$241K
REET icon
3108
iShares Global REIT ETF
REET
$5.16B
$258K ﹤0.01%
9,191
-97
-1% -$2.66K
PGEN icon
3109
Precigen
PGEN
$1.93B
$257K ﹤0.01%
44,999
-40,276
-47% -$274K
PHO icon
3110
Invesco Water Resources ETF
PHO
$1.98B
$255K ﹤0.01%
6,960
+1,271
+22% +$45.8K
KSA icon
3111
iShares MSCI Saudi Arabia ETF
KSA
$623M
$254K ﹤0.01%
8,349
+170
+2% +$5.39K
BHB icon
3112
Bar Harbor Bankshares
BHB
$659M
$252K ﹤0.01%
10,100
+1,409
+16% +$33.6K
ARVN icon
3113
Arvinas
ARVN
$530M
$251K ﹤0.01%
+11,628
New +$285K
TCS
3114
DELISTED
THE CONTAINER STORE GROUP, INC.
TCS
$250K ﹤0.01%
3,778
-1,596
-30% -$130K
DEX
3115
DELISTED
DELAWARE ENHANCED GLOBAL DIVIDEND & INCOME FUND
DEX
$250K ﹤0.01%
25,355
+13,398
+112% +$131K
SPLV icon
3116
Invesco S&P 500 Low Volatility ETF
SPLV
$7.21B
$249K ﹤0.01%
4,296
-361
-8% -$20.4K
REV
3117
DELISTED
Revlon, Inc.
REV
$249K ﹤0.01%
10,586
-10,057
-49% -$190K
APLS
3118
DELISTED
Apellis Pharmaceuticals
APLS
$248K ﹤0.01%
+10,300
New +$283K
ZEPP
3119
Zepp Health
ZEPP
$71.4M
$247K ﹤0.01%
6,163
-922
-13% -$38.7K
GRC icon
3120
Gorman-Rupp
GRC
$2.13B
$245K ﹤0.01%
+7,055
New +$224K
VSEC icon
3121
VSE Corp
VSEC
$5.64B
$244K ﹤0.01%
7,145
-435
-6% -$13.2K
BCBP icon
3122
BCB Bancorp
BCBP
$179M
$243K ﹤0.01%
18,959
+2,761
+17% +$34.9K
KPTI icon
3123
Karyopharm Therapeutics
KPTI
$161M
$243K ﹤0.01%
1,684
+257
+18% +$34.8K
SMHI icon
3124
SEACOR Marine Holdings
SMHI
$219M
$242K ﹤0.01%
19,226
-32,852
-63% -$432K
SB icon
3125
Safe Bulkers
SB
$766M
$240K ﹤0.01%
137,103
+27,100
+25% +$52.8K
123 124
125
126 127

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.