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
SEB icon
2451
Seaboard Corp
SEB
$4.36B
$1.39M ﹤0.01%
317
– –
NPK icon
2452
National Presto Industries
NPK
$884M
$1.39M ﹤0.01%
15,556
+4,324
+38% +$391K
APO icon
2453
Apollo Global Management
APO
$71.9B
$1.39M ﹤0.01%
+36,625
New +$1.33M
EXTN
2454
DELISTED
Exterran Corporation
EXTN
$1.38M ﹤0.01%
105,790
-27,857
-21% -$337K
SBI
2455
Western Asset Intermediate Muni Fund
SBI
$108M
$1.38M ﹤0.01%
150,089
-4,478
-3% -$40.9K
IVLU icon
2456
iShares MSCI Intl Value Factor ETF
IVLU
$4.34B
$1.37M ﹤0.01%
+60,250
New +$1.36M
AVTA
2457
DELISTED
Avantax, Inc. Common Stock
AVTA
$1.37M ﹤0.01%
63,431
-16,565
-21% -$418K
PACB icon
2458
Pacific Biosciences
PACB
$432M
$1.37M ﹤0.01%
265,598
+22,401
+9% +$125K
SSYS icon
2459
Stratasys
SSYS
$690M
$1.37M ﹤0.01%
64,224
+10,113
+19% +$255K
SCHH icon
2460
Schwab US REIT ETF
SCHH
$11.7B
$1.36M ﹤0.01%
57,690
+76
+0.1% +$1.74K
QNST icon
2461
QuinStreet
QNST
$916M
$1.35M ﹤0.01%
107,615
-32,932
-23% -$449K
SPPI
2462
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
$1.35M ﹤0.01%
163,284
+17,209
+12% +$139K
AKRX
2463
DELISTED
Akorn Inc
AKRX
$1.35M ﹤0.01%
356,381
-81,803
-19% -$292K
ENDP
2464
DELISTED
Endo International plc
ENDP
$1.34M ﹤0.01%
418,155
+135,196
+48% +$436K
CSW
2465
CSW Industrials
CSW
$4.87B
$1.34M ﹤0.01%
19,431
+6,584
+51% +$455K
INSP icon
2466
Inspire Medical Systems
INSP
$1.5B
$1.34M ﹤0.01%
21,972
+2,662
+14% +$175K
CWI icon
2467
State Street SPDR MSCI ACWI ex-US ETF
CWI
$2.73B
$1.34M ﹤0.01%
55,695
-7,841
-12% -$187K
HCM icon
2468
HUTCHMED
HCM
$1.93B
$1.34M ﹤0.01%
75,040
-29,856
-28% -$622K
CSTM icon
2469
Constellium
CSTM
$3.96B
$1.34M ﹤0.01%
105,179
-12,098
-10% -$142K
AKO.B icon
2470
Embotelladora Andina Series B
AKO.B
$4.69B
$1.33M ﹤0.01%
66,490
-2,076
-3% -$41.1K
MBWM icon
2471
Mercantile Bank Corp
MBWM
$1.04B
$1.33M ﹤0.01%
40,614
+16,969
+72% +$546K
DOVA
2472
DELISTED
Dova Pharmaceuticals, Inc. Common Stock
DOVA
$1.33M ﹤0.01%
+47,674
New +$772K
HY icon
2473
Hyster-Yale Materials Handling
HY
$615M
$1.33M ﹤0.01%
24,321
-5,789
-19% -$322K
MCRI icon
2474
Monarch Casino & Resort
MCRI
$2.2B
$1.33M ﹤0.01%
31,860
+3,018
+10% +$134K
MYOK
2475
DELISTED
MyoKardia, Inc. Common Stock
MYOK
$1.33M ﹤0.01%
25,438
+11,461
+82% +$609K
97 98
99
100 101

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.