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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
ATNI icon
2176
ATN International
ATNI
$364M
$2.35M ﹤0.01%
40,178
-1,867
-4% -$107K
INVA icon
2177
Innoviva
INVA
$1.6B
$2.34M ﹤0.01%
221,844
-54,892
-20% -$656K
GNC
2178
DELISTED
GNC Holdings, Inc.
GNC
$2.34M ﹤0.01%
1,092,492
+41,264
+4% +$82.5K
FIBK icon
2179
First Interstate BancSystem
FIBK
$3.69B
$2.32M ﹤0.01%
57,701
-25,698
-31% -$1.01M
TI.A
2180
DELISTED
Telecom Italia 10 Svg
TI.A
$2.32M ﹤0.01%
429,051
-10,705
-2% -$55.2K
CNSL
2181
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
$2.32M ﹤0.01%
487,271
-37,250
-7% -$176K
GLNG icon
2182
Golar LNG
GLNG
$4.9B
$2.32M ﹤0.01%
178,259
+56,789
+47% +$835K
NWS icon
2183
News Corp Class B
NWS
$17.6B
$2.31M ﹤0.01%
161,445
+1,789
+1% +$25.1K
AUY
2184
DELISTED
Yamana Gold, Inc.
AUY
$2.31M ﹤0.01%
724,703
-104,098
-13% -$332K
UFCS icon
2185
United Fire Group
UFCS
$1.35B
$2.3M ﹤0.01%
48,947
-717
-1% -$34.1K
ARCH
2186
DELISTED
Arch Resources, Inc.
ARCH
$2.3M ﹤0.01%
30,963
-9,139
-23% -$741K
PRO
2187
DELISTED
PROS Holdings
PRO
$2.29M ﹤0.01%
38,502
-16,008
-29% -$1.08M
BAK icon
2188
Braskem
BAK
$944M
$2.29M ﹤0.01%
146,406
-5,215
-3% -$81.6K
TOWN icon
2189
Towne Bank
TOWN
$3.55B
$2.29M ﹤0.01%
82,396
+15,774
+24% +$429K
FSTR icon
2190
Foster
FSTR
$423M
$2.29M ﹤0.01%
105,596
-1,861
-2% -$43.2K
CCJ icon
2191
Cameco
CCJ
$36.6B
$2.28M ﹤0.01%
240,068
-57,130
-19% -$536K
OPB
2192
DELISTED
Opus Bank Common Stock
OPB
$2.27M ﹤0.01%
104,298
-11,229
-10% -$238K
VUG icon
2193
Vanguard Growth ETF
VUG
$214B
$2.27M ﹤0.01%
81,774
-9,882
-11% -$274K
KAI icon
2194
Kadant
KAI
$3.56B
$2.27M ﹤0.01%
25,805
-153
-0.6% -$13.1K
MNTV
2195
DELISTED
Momentive Global Inc. Common Stock
MNTV
$2.26M ﹤0.01%
132,420
+37,210
+39% +$648K
DBX icon
2196
Dropbox
DBX
$7.75B
$2.25M ﹤0.01%
111,765
+34,564
+45% +$736K
EXTR icon
2197
Extreme Networks
EXTR
$3.83B
$2.25M ﹤0.01%
309,856
+41,650
+16% +$301K
XLK icon
2198
State Street Technology Select Sector SPDR ETF
XLK
$110B
$2.23M ﹤0.01%
55,464
+20,150
+57% +$806K
PEBO icon
2199
Peoples Bancorp
PEBO
$1.51B
$2.23M ﹤0.01%
69,990
+14,026
+25% +$445K
SPNE
2200
DELISTED
SeaSpine Holdings Corporation Common Stock
SPNE
$2.23M ﹤0.01%
182,200
+15,654
+9% +$189K
86 87
88
89 90

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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.