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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
VLY icon
1326
Valley National Bancorp
VLY
$8.01B
$8.34M 0.01%
766,879
+22,660
+3% +$242K
LTHM
1327
DELISTED
Livent Corporation
LTHM
$8.31M 0.01%
1,242,954
+154,277
+14% +$1.04M
SAIC icon
1328
Saic
SAIC
$5.14B
$8.3M 0.01%
95,046
+6,247
+7% +$531K
AXE
1329
DELISTED
Anixter International Inc
AXE
$8.3M 0.01%
120,050
+14,879
+14% +$911K
NHY
1330
DELISTED
NORSK HYDRO A. S. ADR
NHY
$8.29M 0.01%
2,369,402
+183,294
+8% +$642K
X
1331
DELISTED
US Steel
X
$8.29M 0.01%
717,388
-547,821
-43% -$7.06M
BKI
1332
DELISTED
Black Knight, Inc. Common Stock
BKI
$8.28M 0.01%
135,678
+2,419
+2% +$150K
FIVN icon
1333
FIVE9
FIVN
$2.08B
$8.28M 0.01%
154,121
+21,035
+16% +$1.18M
BXMT icon
1334
Blackstone Mortgage Trust
BXMT
$2.81B
$8.27M 0.01%
230,682
-12,767
-5% -$454K
WMS icon
1335
Advanced Drainage Systems
WMS
$11.1B
$8.27M 0.01%
256,160
+104,331
+69% +$3.39M
ABM icon
1336
ABM Industries
ABM
$2.88B
$8.26M 0.01%
227,520
-1,368
-0.6% -$53.1K
AAT
1337
American Assets Trust
AAT
$1.48B
$8.26M 0.01%
176,671
+12,461
+8% +$585K
AEG icon
1338
Aegon
AEG
$13.6B
$8.26M 0.01%
2,167,101
-1,907,961
-47% -$7.6M
HIW icon
1339
Highwoods Properties
HIW
$3.71B
$8.25M 0.01%
183,546
+20,862
+13% +$915K
COLD icon
1340
Americold
COLD
$4.17B
$8.23M 0.01%
222,132
+7,807
+4% +$275K
RPAI
1341
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$8.23M 0.01%
667,968
-79,123
-11% -$930K
EXLS icon
1342
EXL Service
EXLS
$4.66B
$8.21M 0.01%
613,280
+51,175
+9% +$683K
ENR icon
1343
Energizer
ENR
$1.5B
$8.21M 0.01%
188,327
+30,516
+19% +$1.21M
IVR icon
1344
Invesco Mortgage Capital
IVR
$769M
$8.21M 0.01%
53,607
-1,781
-3% -$283K
TMHC icon
1345
Taylor Morrison
TMHC
$8.2M 0.01%
316,270
+43,824
+16% +$1.01M
EVR icon
1346
Evercore
EVR
$13.2B
$8.2M 0.01%
102,411
+20,299
+25% +$1.68M
ONB icon
1347
Old National Bancorp
ONB
$10.3B
$8.2M 0.01%
476,463
+19,868
+4% +$339K
OPI
1348
DELISTED
Office Properties Income Trust
OPI
$8.19M 0.01%
267,244
+53,057
+25% +$1.48M
AVNT icon
1349
Avient
AVNT
$3.41B
$8.19M 0.01%
250,709
+56,877
+29% +$1.8M
WING icon
1350
Wingstop
WING
$3.67B
$8.18M 0.01%
93,675
-2,291
-2% -$218K
52 53
54
55 56

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NIPH
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AF
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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
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SCC
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BAM
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ACI
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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.