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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
RNG icon
876
RingCentral
RNG
$4.5B
$16.8M 0.01%
133,405
-2,533
-2% -$332K
ELS icon
877
Equity Lifestyle Properties
ELS
$12.6B
$16.8M 0.01%
250,822
+12,590
+5% +$820K
TDK
878
DELISTED
TDK CORP AMER DEP SH
TDK
$16.7M 0.01%
185,657
+19,712
+12% +$1.77M
ABMD
879
DELISTED
Abiomed Inc
ABMD
$16.7M 0.01%
93,671
-14,472
-13% -$3.13M
SRC
880
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$16.6M 0.01%
347,178
+70,111
+25% +$3.21M
FCF icon
881
First Commonwealth Financial
FCF
$2.12B
$16.6M 0.01%
1,249,423
+4,425
+0.4% +$57.4K
ARMK icon
882
Aramark
ARMK
$15.2B
$16.5M 0.01%
525,297
+42,163
+9% +$1.19M
R icon
883
Ryder
R
$10.3B
$16.5M 0.01%
318,808
-8,055
-2% -$421K
NFG icon
884
National Fuel Gas
NFG
$7.67B
$16.5M 0.01%
351,534
+54,965
+19% +$2.67M
EIM
885
Eaton Vance Municipal Bond Fund
EIM
$493M
$16.5M 0.01%
1,270,412
+16,156
+1% +$207K
NGHC
886
DELISTED
National General Holdings Corp
NGHC
$16.4M 0.01%
714,338
+37,404
+6% +$880K
LPLA icon
887
LPL Financial
LPLA
$26.5B
$16.4M 0.01%
200,215
-31,171
-13% -$2.49M
BKH icon
888
Black Hills Corp
BKH
$5.68B
$16.3M 0.01%
213,033
+19,883
+10% +$1.55M
BLD
889
DELISTED
TopBuild
BLD
$16.2M 0.01%
168,411
+2,985
+2% +$264K
TRGP icon
890
Targa Resources
TRGP
$57.4B
$16.2M 0.01%
404,266
+18,497
+5% +$706K
SYNH
891
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
$16.2M 0.01%
304,934
+3,093
+1% +$159K
CGNX icon
892
Cognex
CGNX
$10.2B
$16.2M 0.01%
329,995
+34,634
+12% +$1.56M
FIVE icon
893
Five Below
FIVE
$11.5B
$16.2M 0.01%
128,564
-12,930
-9% -$1.57M
WIT icon
894
Wipro
WIT
$18.9B
$16.1M 0.01%
8,839,090
-351,224
-4% -$689K
BHC icon
895
Bausch Health
BHC
$1.67B
$16.1M 0.01%
736,403
-356,362
-33% -$8.15M
UTHR icon
896
United Therapeutics
UTHR
$26.3B
$16.1M 0.01%
201,514
+46,302
+30% +$3.73M
IIM icon
897
Invesco Value Municipal Income Trust
IIM
$585M
$16M 0.01%
1,038,596
-109,848
-10% -$1.68M
EHC icon
898
Encompass Health
EHC
$11.3B
$16M 0.01%
316,862
-7,562
-2% -$380K
SKYW icon
899
Skywest
SKYW
$4.37B
$15.9M 0.01%
277,797
-8,339
-3% -$490K
ALNY icon
900
Alnylam Pharmaceuticals
ALNY
$37.2B
$15.9M 0.01%
197,388
+44,701
+29% +$3.54M
34 35
36
37 38

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MCM
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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.