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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
IGR
1101
CBRE Global Real Estate Income Fund
IGR
$712M
$11.6M 0.01%
1,469,633
+358,331
+32% +$2.74M
BLKB icon
1102
Blackbaud
BLKB
$1.59B
$11.6M 0.01%
128,611
+7,344
+6% +$653K
COR
1103
DELISTED
Coresite Realty Corporation
COR
$11.6M 0.01%
95,255
+163
+0.2% +$18.7K
SLF icon
1104
Sun Life Financial
SLF
$46B
$11.6M 0.01%
258,718
+17,080
+7% +$714K
CNMD icon
1105
CONMED
CNMD
$1.31B
$11.6M 0.01%
120,476
+21,867
+22% +$2.05M
WSO icon
1106
Watsco Inc
WSO
$15B
$11.5M 0.01%
68,206
+5,703
+9% +$925K
OGS icon
1107
ONE Gas
OGS
$5.02B
$11.5M 0.01%
120,019
-1,149
-0.9% -$105K
DEI icon
1108
Douglas Emmett
DEI
$2.03B
$11.5M 0.01%
269,274
+13,271
+5% +$549K
SAM icon
1109
Boston Beer
SAM
$1.91B
$11.5M 0.01%
31,673
+2,281
+8% +$897K
SXT icon
1110
Sensient Technologies
SXT
$5.32B
$11.5M 0.01%
167,204
+4,322
+3% +$294K
HIO
1111
Western Asset High Income Opportunity Fund
HIO
$334M
$11.5M 0.01%
2,269,336
-248,724
-10% -$1.26M
OMF icon
1112
OneMain Financial
OMF
$7.08B
$11.5M 0.01%
312,235
+8,243
+3% +$306K
PRFT
1113
DELISTED
Perficient Inc
PRFT
$11.5M 0.01%
296,858
+9,237
+3% +$335K
AMTD
1114
DELISTED
TD Ameritrade Holding Corp
AMTD
$11.4M 0.01%
244,998
-29,398
-11% -$1.41M
KGC icon
1115
Kinross Gold
KGC
$28.6B
$11.4M 0.01%
2,482,950
+823,785
+50% +$3.82M
LHCG
1116
DELISTED
LHC Group LLC
LHCG
$11.4M 0.01%
100,429
+5,539
+6% +$667K
ZAYO
1117
DELISTED
Zayo Group Holdings, Inc.
ZAYO
$11.4M 0.01%
335,729
+12,657
+4% +$426K
CMPR icon
1118
Cimpress
CMPR
$2.41B
$11.4M 0.01%
86,275
+282
+0.3% +$31K
RCI icon
1119
Rogers Communications
RCI
$17.7B
$11.4M 0.01%
233,065
+4,128
+2% +$213K
LPT
1120
DELISTED
Liberty Property Trust
LPT
$11.4M 0.01%
221,241
+3,625
+2% +$187K
HRB icon
1121
H&R Block
HRB
$5.37B
$11.3M 0.01%
480,294
-91,843
-16% -$2.43M
SANM icon
1122
Sanmina
SANM
$11.2B
$11.3M 0.01%
352,558
+23,137
+7% +$710K
MTG icon
1123
MGIC Investment
MTG
$6.34B
$11.3M 0.01%
896,933
+338,589
+61% +$4.37M
STAY
1124
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
$11.3M 0.01%
769,844
-53,444
-6% -$816K
FBP icon
1125
First Bancorp
FBP
$4.39B
$11.3M 0.01%
1,127,365
-59,973
-5% -$609K
43 44
45
46 47

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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.