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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
EQM
1276
DELISTED
EQM Midstream Partners, LP
EQM
$8.89M 0.01%
272,024
+172
+0.1% +$6.04K
RHP icon
1277
Ryman Hospitality Properties
RHP
$8.58B
$8.89M 0.01%
108,687
+19,898
+22% +$1.57M
NUS icon
1278
Nu Skin
NUS
$255M
$8.89M 0.01%
208,935
+59,966
+40% +$2.52M
IBKC
1279
DELISTED
IBERIABANK Corp
IBKC
$8.89M 0.01%
117,635
+13,710
+13% +$1.01M
NEU icon
1280
NewMarket
NEU
$7.21B
$8.88M 0.01%
18,821
+1,830
+11% +$817K
WWE
1281
DELISTED
World Wrestling Entertainment
WWE
$8.82M 0.01%
124,035
+10,964
+10% +$786K
LOGM
1282
DELISTED
LogMein, Inc.
LOGM
$8.82M 0.01%
124,262
+7,256
+6% +$520K
HCSG icon
1283
Healthcare Services Group
HCSG
$1.63B
$8.82M 0.01%
362,980
+175,125
+93% +$4.42M
TEF
1284
DELISTED
Telefonica
TEF
$8.81M 0.01%
1,434,119
-972,454
-40% -$5.88M
EXEL icon
1285
Exelixis
EXEL
$14.2B
$8.8M 0.01%
497,645
-17,664
-3% -$358K
IWR icon
1286
iShares Russell Mid-Cap ETF
IWR
$56.5B
$8.8M 0.01%
157,205
-15,981
-9% -$893K
JBTM
1287
JBT Marel
JBTM
$7.59B
$8.77M 0.01%
88,235
+3,674
+4% +$405K
MBT
1288
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$8.74M 0.01%
1,078,821
+105,708
+11% +$868K
CZR icon
1289
Caesars Entertainment
CZR
$6.1B
$8.73M 0.01%
219,037
-14,600
-6% -$620K
LSI
1290
DELISTED
Life Storage, Inc.
LSI
$8.73M 0.01%
124,232
+15,432
+14% +$1.05M
SWCH
1291
DELISTED
Switch, Inc. Class A Common Stock
SWCH
$8.72M 0.01%
558,120
+65,783
+13% +$975K
BIG
1292
DELISTED
Big Lots, Inc.
BIG
$8.7M 0.01%
354,949
-24,966
-7% -$594K
CMD
1293
DELISTED
Cantel Medical Corporation
CMD
$8.69M 0.01%
116,190
+2,249
+2% +$191K
FTDR icon
1294
Frontdoor
FTDR
$5.22B
$8.69M 0.01%
178,805
+38,460
+27% +$1.86M
CACC icon
1295
Credit Acceptance
CACC
$5.84B
$8.67M 0.01%
18,785
-3,024
-14% -$1.43M
SMG icon
1296
ScottsMiracle-Gro
SMG
$4.26B
$8.66M 0.01%
85,082
-36,161
-30% -$3.79M
TS icon
1297
Tenaris
TS
$28.1B
$8.66M 0.01%
408,686
-6,628
-2% -$155K
HR
1298
DELISTED
Healthcare Realty Trust Incorporated
HR
$8.62M 0.01%
257,404
+22,014
+9% +$721K
SHOO icon
1299
Steven Madden
SHOO
$3.22B
$8.62M 0.01%
240,721
+15,041
+7% +$497K
MANT
1300
DELISTED
Mantech International Corp
MANT
$8.61M 0.01%
120,586
+911
+0.8% +$62.3K
50 51
52
53 54

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MCM
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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 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.