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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
TITN icon
2826
Titan Machinery
TITN
$458M
$587K ﹤0.01%
40,962
-14,395
-26% -$257K
XLU icon
2827
State Street Utilities Select Sector SPDR ETF
XLU
$23.4B
$587K ﹤0.01%
18,126
+792
+5% +$24.4K
LGF.A
2828
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
$587K ﹤0.01%
63,467
+27,896
+78% +$318K
PCYO icon
2829
Pure Cycle
PCYO
$259M
$583K ﹤0.01%
56,748
+13,984
+33% +$149K
LBC
2830
DELISTED
Luther Burbank Corporation Common Stock
LBC
$583K ﹤0.01%
51,488
+16,192
+46% +$177K
GAM
2831
General American Investors Company
GAM
$1.54B
$581K ﹤0.01%
+15,992
New +$576K
RDNT icon
2832
RadNet
RDNT
$4.97B
$576K ﹤0.01%
40,137
+995
+3% +$14.5K
TGH
2833
DELISTED
Textainer Group Holdings limited
TGH
$576K ﹤0.01%
58,155
-34,860
-37% -$321K
CISN
2834
DELISTED
Cision Ltd. Ordinary Share
CISN
$575K ﹤0.01%
+74,733
New +$643K
GASS icon
2835
StealthGas
GASS
$329M
$574K ﹤0.01%
189,384
-36,700
-16% -$125K
WHG icon
2836
Westwood Holdings Group
WHG
$187M
$573K ﹤0.01%
20,710
-8,550
-29% -$260K
ITCL
2837
DELISTED
Banco Itau Chile American Depositary Shares (each representing one third of one (1/3) Common Share)
ITCL
$573K ﹤0.01%
51,296
-3,404
-6% -$39.8K
AMPY icon
2838
Amplify Energy
AMPY
$152M
$571K ﹤0.01%
92,568
-26,053
-22% -$147K
VGSH icon
2839
Vanguard Short-Term Treasury ETF
VGSH
$29.3B
$568K ﹤0.01%
9,323
– –
CSTE icon
2840
Caesarstone
CSTE
$71.6M
$566K ﹤0.01%
34,054
+19,639
+136% +$299K
OSUR icon
2841
OraSure Technologies
OSUR
$277M
$564K ﹤0.01%
75,564
-53,455
-41% -$418K
SEI
2842
Solaris Energy Infrastructure
SEI
$2.9B
$562K ﹤0.01%
41,903
+3,176
+8% +$43.4K
GHM icon
2843
Graham Corp
GHM
$1.17B
$561K ﹤0.01%
28,262
-7,310
-21% -$143K
SUP
2844
DELISTED
Superior Industries International
SUP
$561K ﹤0.01%
194,161
+88,587
+84% +$258K
ZEUS
2845
DELISTED
Olympic Steel
ZEUS
$561K ﹤0.01%
38,980
-14,059
-27% -$175K
IWY icon
2846
iShares Russell Top 200 Growth ETF
IWY
$15.6B
$559K ﹤0.01%
6,419
+1,627
+34% +$142K
TBNK
2847
DELISTED
Territorial Bancorp Inc.
TBNK
$559K ﹤0.01%
19,564
-115
-0.6% -$3.29K
RMAX icon
2848
RE/MAX Holdings
RMAX
$206M
$558K ﹤0.01%
17,358
-10,999
-39% -$312K
FSCT
2849
DELISTED
ForeScout Technologies, Inc. Common Stock
FSCT
$558K ﹤0.01%
14,715
+2,425
+20% +$88.6K
EVH icon
2850
Evolent Health
EVH
$421M
$557K ﹤0.01%
77,452
+36,134
+87% +$259K
112 113
114
115 116

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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.