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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
WEX icon
901
WEX
WEX
$6.17B
$15.8M 0.01%
78,301
+5,392
+7% +$1.12M
STL
902
DELISTED
Sterling Bancorp
STL
$15.8M 0.01%
787,415
-18,261
-2% -$370K
TXNM
903
TXNM Energy Inc
TXNM
$6.44B
$15.8M 0.01%
302,822
-3,596
-1% -$182K
TTEK icon
904
Tetra Tech
TTEK
$8.28B
$15.7M 0.01%
907,265
-90,520
-9% -$1.48M
CLH icon
905
Clean Harbors
CLH
$15.9B
$15.7M 0.01%
203,190
-2,553
-1% -$189K
ARDC
906
Are Dynamic Credit Allocation Fund
ARDC
$296M
$15.6M 0.01%
1,049,957
+26,970
+3% +$407K
GME icon
907
GameStop
GME
$9.66B
$15.6M 0.01%
11,325,508
+5,473,984
+94% +$5.91M
AZPN
908
DELISTED
ASPEN TECHNOLOGY INC
AZPN
$15.6M 0.01%
126,677
-5,138
-4% -$632K
SNV
909
DELISTED
Synovus
SNV
$15.6M 0.01%
435,775
+26,288
+6% +$943K
BSAC icon
910
Banco Santander Chile
BSAC
$16.2B
$15.6M 0.01%
556,160
+38,672
+7% +$1.12M
TWLO icon
911
Twilio
TWLO
$29.5B
$15.6M 0.01%
141,556
-5,827
-4% -$756K
DELL icon
912
Dell
DELL
$276B
$15.4M 0.01%
587,433
-138,955
-19% -$3.68M
CEO
913
DELISTED
CNOOC Limited
CEO
$15.4M 0.01%
101,421
+630
+0.6% +$99.1K
SEO
914
DELISTED
STORA ENSO OYJ, ADS(RP 1 SR R)
SEO
$15.4M 0.01%
1,285,807
+278,095
+28% +$3.34M
WTRG icon
915
Essential Utilities
WTRG
$11.2B
$15.3M 0.01%
342,228
+6,121
+2% +$263K
CRL icon
916
Charles River Laboratories
CRL
$10.8B
$15.3M 0.01%
115,811
-9,897
-8% -$1.33M
CFR icon
917
Cullen/Frost Bankers
CFR
$10.3B
$15.3M 0.01%
173,033
+50,972
+42% +$4.52M
ACM icon
918
Aecom
ACM
$9.12B
$15.3M 0.01%
407,593
-45,394
-10% -$1.63M
DECK icon
919
Deckers Outdoor
DECK
$13.6B
$15.3M 0.01%
622,440
-81,546
-12% -$2.09M
LGND icon
920
Ligand Pharmaceuticals
LGND
$5.96B
$15.3M 0.01%
245,870
-53,402
-18% -$3.35M
EAT icon
921
Brinker International
EAT
$8.38B
$15.3M 0.01%
357,780
-3,462
-1% -$139K
ENOV icon
922
Enovis
ENOV
$1.63B
$15.3M 0.01%
305,170
+24,593
+9% +$1.16M
HAE icon
923
Haemonetics
HAE
$3.63B
$15.2M 0.01%
120,891
+8,929
+8% +$1.13M
COLM icon
924
Columbia Sportswear
COLM
$3.25B
$15.2M 0.01%
157,252
-5,958
-4% -$589K
MMS icon
925
Maximus
MMS
$3.2B
$15.2M 0.01%
196,982
+2,944
+2% +$223K
35 36
37
38 39

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MCM
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PSUF
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BAM
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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.