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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
QQQ icon
1751
Invesco QQQ Trust
QQQ
$440B
$4.59M ﹤0.01%
24,328
+771
+3% +$146K
CMTL icon
1752
Comtech Telecommunications
CMTL
$50.3M
$4.59M ﹤0.01%
141,303
+2,337
+2% +$66.6K
MIK
1753
DELISTED
Michaels Stores, Inc
MIK
$4.58M ﹤0.01%
468,238
+224,468
+92% +$1.68M
SHO icon
1754
Sunstone Hotel Investors
SHO
$2.21B
$4.55M ﹤0.01%
331,348
+7,758
+2% +$104K
AMKR icon
1755
Amkor Technology
AMKR
$11.3B
$4.54M ﹤0.01%
498,933
-4,857
-1% -$41.7K
IPHS
1756
DELISTED
Innophos Holdings, Inc.
IPHS
$4.54M ﹤0.01%
139,810
+7,724
+6% +$223K
PMO
1757
Franklin Municipal Opportunities Trust
PMO
$282M
$4.53M ﹤0.01%
346,285
-60,341
-15% -$792K
INN
1758
Summit Hotel Properties
INN
$763M
$4.52M ﹤0.01%
389,777
+42,790
+12% +$489K
IPAR icon
1759
Interparfums
IPAR
$4.07B
$4.52M ﹤0.01%
64,616
+31
+0% +$2.06K
TBBK icon
1760
The Bancorp
TBBK
$2.82B
$4.52M ﹤0.01%
456,461
+66,401
+17% +$631K
CAL icon
1761
Caleres
CAL
$431M
$4.5M ﹤0.01%
192,208
+71,023
+59% +$1.34M
FBC
1762
DELISTED
Flagstar Bancorp, Inc. New
FBC
$4.5M ﹤0.01%
120,359
+7,678
+7% +$270K
CNA icon
1763
CNA Financial
CNA
$14.9B
$4.49M ﹤0.01%
91,246
-51
-0.1% -$2.44K
AVAL icon
1764
Grupo Aval
AVAL
$5.82B
$4.49M ﹤0.01%
601,613
+51,139
+9% +$389K
SCHL icon
1765
Scholastic
SCHL
$774M
$4.47M ﹤0.01%
118,525
+12,129
+11% +$426K
ARCB icon
1766
ArcBest
ARCB
$3.08B
$4.46M ﹤0.01%
146,495
+19,167
+15% +$552K
AGS
1767
DELISTED
PlayAGS
AGS
$4.45M ﹤0.01%
433,086
+197,721
+84% +$2.81M
PAM icon
1768
Pampa Energía
PAM
$4.6B
$4.45M ﹤0.01%
256,270
-19,550
-7% -$463K
VONG icon
1769
Vanguard Russell 1000 Growth ETF
VONG
$41.6B
$4.45M ﹤0.01%
108,316
-68
-0.1% -$2.8K
NCI
1770
DELISTED
Navigant Consulting, Inc.
NCI
$4.43M ﹤0.01%
158,351
-3,527
-2% -$93.1K
NMIH icon
1771
NMI Holdings
NMIH
$3.38B
$4.42M ﹤0.01%
168,427
-35,410
-17% -$968K
QIWI
1772
DELISTED
QIWI PLC
QIWI
$4.42M ﹤0.01%
201,300
-29,787
-13% -$643K
QTWO icon
1773
Q2 Holdings
QTWO
$3.79B
$4.42M ﹤0.01%
55,989
+8,859
+19% +$732K
CNNE icon
1774
Cannae Holdings
CNNE
$660M
$4.38M ﹤0.01%
159,394
-63,591
-29% -$1.81M
GWPH
1775
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
$4.38M ﹤0.01%
38,036
+32,697
+612% +$4.96M
69 70
71
72 73

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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
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
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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.