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
TROX icon
2376
Tronox
TROX
$981M
$1.62M ﹤0.01%
195,685
-46,428
-19% -$447K
VNDA icon
2377
Vanda Pharmaceuticals
VNDA
$310M
$1.62M ﹤0.01%
121,991
+33,077
+37% +$461K
DXPE icon
2378
DXP Enterprises
DXPE
$2.49B
$1.61M ﹤0.01%
46,516
+711
+2% +$23.9K
HWKN icon
2379
Hawkins
HWKN
$2.99B
$1.61M ﹤0.01%
75,940
+7,262
+11% +$159K
ARR
2380
Armour Residential REIT
ARR
$2.32B
$1.61M ﹤0.01%
19,240
-787
-4% -$68.8K
PRTY
2381
DELISTED
Party City Holdco Inc.
PRTY
$1.61M ﹤0.01%
282,199
+65,833
+30% +$376K
PS
2382
DELISTED
Pluralsight, Inc. Class A Common Stock
PS
$1.61M ﹤0.01%
95,689
+22,450
+31% +$483K
DCO icon
2383
Ducommun
DCO
$2.68B
$1.6M ﹤0.01%
37,716
-5,301
-12% -$229K
ALLK
2384
DELISTED
Allakos
ALLK
$1.59M ﹤0.01%
+20,270
New +$1.34M
BANF icon
2385
BancFirst
BANF
$3.89B
$1.59M ﹤0.01%
28,752
+439
+2% +$24.4K
ANGO icon
2386
AngioDynamics
ANGO
$593M
$1.59M ﹤0.01%
86,278
-53,965
-38% -$1.06M
HL icon
2387
Hecla Mining
HL
$9.76B
$1.59M ﹤0.01%
903,029
+64,031
+8% +$115K
CARG icon
2388
CarGurus
CARG
$3.28B
$1.59M ﹤0.01%
51,314
+6,516
+15% +$222K
RPD icon
2389
Rapid7
RPD
$642M
$1.59M ﹤0.01%
34,979
-12,173
-26% -$684K
VOOV icon
2390
Vanguard S&P 500 Value ETF
VOOV
$6.67B
$1.59M ﹤0.01%
13,817
-17,635
-56% -$2M
RTL
2391
DELISTED
The Necessity Retail REIT, Inc. Class A Common Stock
RTL
$1.59M ﹤0.01%
113,777
+65,565
+136% +$798K
OPP
2392
RiverNorth/DoubleLine Strategic Opportunity Fund
OPP
$190M
$1.58M ﹤0.01%
92,003
-5,981
-6% -$103K
MRNA icon
2393
Moderna
MRNA
$22.1B
$1.58M ﹤0.01%
99,113
+65,223
+192% +$963K
MWA icon
2394
Mueller Water Products
MWA
$4.05B
$1.58M ﹤0.01%
140,337
+16,308
+13% +$167K
IOVA icon
2395
Iovance Biotherapeutics
IOVA
$2.1B
$1.57M ﹤0.01%
86,557
+239
+0.3% +$5.29K
STC icon
2396
Stewart Information Services
STC
$2.12B
$1.57M ﹤0.01%
40,452
-4,865
-11% -$181K
CCS icon
2397
Century Communities
CCS
$2.03B
$1.56M ﹤0.01%
51,087
+4,113
+9% +$115K
COLL icon
2398
Collegium Pharmaceutical
COLL
$1.16B
$1.56M ﹤0.01%
136,232
-1,395
-1% -$15.9K
SBCF icon
2399
Seacoast Banking Corp of Florida
SBCF
$3.27B
$1.56M ﹤0.01%
61,720
+14,004
+29% +$352K
NIE
2400
Virtus Equity & Convertible Income Fund
NIE
$714M
$1.55M ﹤0.01%
71,901
+2,834
+4% +$61.8K
94 95
96
97 98

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.