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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 15.58%
2 Financials 14.34%
3 Miscellaneous 13.8%
4 Healthcare 11.45%
5 Consumer Discretionary 8.73%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ROAN
3501
DELISTED
Roan Resources, Inc.
ROAN
– –
-89,435
Closed -$156K
TPGH.U
3502
DELISTED
TPG Pace Holdings Corp. Units, each consisting of one Class A ordinary share, $.0001 par value, and
TPGH.U
– –
-100,674
Closed -$1.09M
AREX
3503
DELISTED
Approach Resources Inc.
AREX
– –
-25,151
Closed -$7K
AABA
3504
DELISTED
Altaba Inc
AABA
– –
-36,130
Closed -$2.51M
NRE
3505
DELISTED
NorthStar Realty Europe Corp.
NRE
– –
-231,213
Closed -$3.8M
TOWR
3506
DELISTED
Tower International, Inc.
TOWR
– –
-40,971
Closed -$799K
DFRG
3507
DELISTED
Del Frisco's Restaurant Group, Inc. Common Stock
DFRG
– –
-97,356
Closed -$775K
SFLY
3508
DELISTED
Shutterfly, Inc.
SFLY
– –
-194,626
Closed -$9.84M
CRAY
3509
DELISTED
Cray, Inc.
CRAY
– –
-80,130
Closed -$2.79M
MSL
3510
DELISTED
Midsouth Bancorp, Inc.
MSL
– –
-13,469
Closed -$160K
EMCI
3511
DELISTED
EMC INS Group Inc
EMCI
– –
-14,129
Closed -$509K
CHSP
3512
DELISTED
Chesapeake Lodging Trust
CHSP
– –
-218,048
Closed -$6.2M
TRK
3513
DELISTED
Speedway Motorsports, Inc.
TRK
– –
-17,315
Closed -$321K
BT
3514
DELISTED
BT Group plc (ADR)
BT
– –
-576,288
Closed -$7.36M
WAGE
3515
DELISTED
WageWorks, Inc.
WAGE
– –
-175,588
Closed -$8.92M
PCMI
3516
DELISTED
PCM, Inc
PCMI
– –
-31,220
Closed -$1.09M
PES
3517
DELISTED
Pioneer Energy Services Corp.
PES
– –
-162,183
Closed -$41K
APC
3518
DELISTED
Anadarko Petroleum
APC
– –
-1,281,740
Closed -$90.4M
BKS
3519
DELISTED
Barnes & Noble
BKS
– –
-440,793
Closed -$2.95M
UPL
3520
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
– –
-29,881
Closed -$5K
CTRL
3521
DELISTED
Control4 Corporation
CTRL
– –
-42,934
Closed -$1.02M
DATA
3522
DELISTED
Tableau Software, Inc.
DATA
– –
-67,456
Closed -$11.2M
WP
3523
DELISTED
Worldpay, Inc.
WP
– –
-486,503
Closed -$59.6M
ARRY
3524
DELISTED
Array Biopharma Inc
ARRY
– –
-186,852
Closed -$8.66M
ANDX
3525
DELISTED
Andeavor Logistics LP
ANDX
– –
-339,847
Closed -$12.3M
139 140
141
142 143

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PSUF
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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 16% of assets, up from 15% a quarter earlier, followed by Financials and Miscellaneous.

  • 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.