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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
CII icon
1826
BlackRock Enhanced Captial and Income Fund
CII
$967M
$4.08M ﹤0.01%
252,752
+109,177
+76% +$1.73M
HGV icon
1827
Hilton Grand Vacations
HGV
$4.11B
$4.08M ﹤0.01%
127,623
+23,974
+23% +$754K
W icon
1828
Wayfair
W
$11.8B
$4.08M ﹤0.01%
36,416
-6,131
-14% -$784K
JPC icon
1829
Nuveen Preferred & Income Opportunities Fund
JPC
$2.88B
$4.07M ﹤0.01%
404,785
+67,183
+20% +$665K
MTSC
1830
DELISTED
MTS Systems Corp
MTSC
$4.07M ﹤0.01%
73,628
+6,809
+10% +$389K
SFL icon
1831
SFL Corp
SFL
$1.61B
$4.07M ﹤0.01%
289,515
+34,580
+14% +$464K
QEP
1832
DELISTED
QEP RESOURCES, INC.
QEP
$4.06M ﹤0.01%
1,098,393
+101,517
+10% +$483K
AMSF icon
1833
AMERISAFE
AMSF
$564M
$4.06M ﹤0.01%
61,428
+4,332
+8% +$287K
BRSL
1834
Brightstar Lottery PLC
BRSL
$1.89B
$4.06M ﹤0.01%
285,652
+23,395
+9% +$310K
IBKR icon
1835
Interactive Brokers
IBKR
$39B
$4.05M ﹤0.01%
301,056
-53,212
-15% -$662K
FRME icon
1836
First Merchants
FRME
$2.7B
$4.04M ﹤0.01%
107,490
+20,909
+24% +$781K
SPGM icon
1837
State Street SPDR Portfolio MSCI Global Stock Market ETF
SPGM
$1.69B
$4.03M ﹤0.01%
+101,040
New +$4.01M
GVA icon
1838
Granite Construction
GVA
$5.08B
$4.03M ﹤0.01%
125,354
+21,715
+21% +$753K
AAON icon
1839
Aaon
AAON
$7.05B
$4.01M ﹤0.01%
131,094
-15,063
-10% -$486K
VONV icon
1840
Vanguard Russell 1000 Value ETF
VONV
$20.6B
$4.01M ﹤0.01%
71,400
-6,920
-9% -$385K
CHU
1841
DELISTED
China Unicom (HONG KONG) Limited
CHU
$4.01M ﹤0.01%
382,618
+57,387
+18% +$584K
KLIC icon
1842
Kulicke & Soffa
KLIC
$4.39B
$4.01M ﹤0.01%
170,932
+223
+0.1% +$4.9K
UNIT
1843
Uniti Group
UNIT
$2.51B
$4M ﹤0.01%
515,035
+44,369
+9% +$368K
ENV
1844
DELISTED
ENVESTNET, INC.
ENV
$3.99M ﹤0.01%
70,363
-32,868
-32% -$2.08M
MSD
1845
Morgan Stanley Emerging Markets Debt Fund
MSD
$147M
$3.97M ﹤0.01%
432,075
+22,963
+6% +$215K
EIG icon
1846
Employers Holdings
EIG
$903M
$3.97M ﹤0.01%
91,063
+2,933
+3% +$127K
CADE
1847
DELISTED
Cadence Bancorporation
CADE
$3.96M ﹤0.01%
225,980
+26,786
+13% +$458K
NNI icon
1848
Nelnet
NNI
$4.93B
$3.96M ﹤0.01%
62,183
-4,970
-7% -$319K
HTGC icon
1849
Hercules Capital
HTGC
$3.01B
$3.95M ﹤0.01%
295,280
+543
+0.2% +$7.09K
UBA
1850
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
$3.95M ﹤0.01%
166,530
+4,289
+3% +$93.7K
72 73
74
75 76

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AF
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MCM
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PSUF
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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.