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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
EBS icon
1251
Emergent Biosolutions
EBS
$374M
$9.22M 0.01%
176,378
+16,147
+10% +$752K
CCU icon
1252
Compañía de Cervecerías Unidas
CCU
$2.19B
$9.2M 0.01%
414,637
-58,876
-12% -$1.49M
ONC
1253
BeOne Medicines Ltd
ONC
$34.1B
$9.17M 0.01%
74,878
+8,916
+14% +$1.18M
WPM icon
1254
Wheaton Precious Metals
WPM
$50B
$9.15M 0.01%
348,805
+6
+0% +$161
CRUS icon
1255
Cirrus Logic
CRUS
$6.86B
$9.15M 0.01%
170,780
+9,428
+6% +$482K
MDSO
1256
DELISTED
Medidata Solutions, Inc.
MDSO
$9.14M 0.01%
99,884
-4,406
-4% -$402K
AMJ
1257
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
$9.14M 0.01%
392,591
+7,574
+2% +$183K
ANF icon
1258
Abercrombie & Fitch
ANF
$4.66B
$9.13M 0.01%
585,332
-117,011
-17% -$1.95M
PRSP
1259
DELISTED
Perspecta Inc. Common Stock
PRSP
$9.12M 0.01%
348,997
+63,194
+22% +$1.55M
SBRA icon
1260
Sabra Healthcare REIT
SBRA
$5.66B
$9.11M 0.01%
396,750
+15,427
+4% +$329K
ICFI icon
1261
ICF International
ICFI
$1.5B
$9.1M 0.01%
107,755
+10,237
+10% +$832K
ETRN
1262
DELISTED
Equitrans Midstream Corporation Common Stock
ETRN
$9.09M 0.01%
624,637
+371,505
+147% +$5.71M
STRA icon
1263
Strategic Education
STRA
$1.85B
$9.09M 0.01%
66,874
-40,255
-38% -$6.87M
ACCO icon
1264
Acco Brands
ACCO
$400M
$9.08M 0.01%
920,334
+101,165
+12% +$912K
SRPT icon
1265
Sarepta Therapeutics
SRPT
$1.63B
$9.06M 0.01%
120,328
-16,037
-12% -$1.89M
EFOR
1266
Everforth Inc
EFOR
$945M
$9.05M 0.01%
143,958
+12,763
+10% +$788K
IGSB icon
1267
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23B
$9.05M 0.01%
168,612
+2,741
+2% +$147K
SPXC icon
1268
SPX Corp
SPXC
$10.3B
$9.01M 0.01%
225,251
+4,727
+2% +$175K
ALGT icon
1269
Allegiant Air
ALGT
$2.74B
$9M 0.01%
60,132
-1,194
-2% -$175K
PDCO
1270
DELISTED
Patterson Companies, Inc.
PDCO
$8.98M 0.01%
504,221
-306,541
-38% -$5.72M
SGI
1271
Somnigroup International
SGI
$15.2B
$8.97M 0.01%
464,792
+10,904
+2% +$209K
KRG icon
1272
Kite Realty
KRG
$5.94B
$8.94M 0.01%
553,381
+112,398
+25% +$1.72M
MOH icon
1273
Molina Healthcare
MOH
$10.4B
$8.93M 0.01%
81,344
-24,656
-23% -$3.19M
KRC icon
1274
Kilroy Realty
KRC
$4.47B
$8.91M 0.01%
114,386
+72
+0.1% +$5.58K
PMT
1275
PennyMac Mortgage Investment
PMT
$856M
$8.91M 0.01%
400,674
+11,850
+3% +$261K
49 50
51
52 53

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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.