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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
PBF icon
1351
PBF Energy
PBF
$7.22B
$8.17M 0.01%
300,616
+8,875
+3% +$227K
PGRE
1352
DELISTED
Paramount Group
PGRE
$8.17M 0.01%
611,765
-111,340
-15% -$1.5M
VGM icon
1353
Invesco Trust Investment Grade Municipals
VGM
$552M
$8.16M 0.01%
634,050
-79,905
-11% -$1.03M
SINA
1354
DELISTED
Sina Corp
SINA
$8.16M 0.01%
208,160
-25,930
-11% -$1.06M
LCII icon
1355
LCI Industries
LCII
$2.62B
$8.15M 0.01%
88,764
+4,439
+5% +$395K
AGNC icon
1356
AGNC Investment
AGNC
$12.9B
$8.15M 0.01%
506,319
-201,351
-28% -$3.31M
UVV icon
1357
Universal Corp
UVV
$1.36B
$8.08M 0.01%
147,433
-85,050
-37% -$4.77M
CXT icon
1358
Crane NXT
CXT
$3.14B
$8.07M 0.01%
288,266
-2,821
-1% -$78.7K
KTB icon
1359
Kontoor Brands
KTB
$4.87B
$8.06M 0.01%
229,634
+31,943
+16% +$1.04M
EXP icon
1360
Eagle Materials
EXP
$6.86B
$8.05M 0.01%
89,463
+11,731
+15% +$1.01M
COKE icon
1361
Coca-Cola Consolidated
COKE
$13B
$8.04M 0.01%
264,560
+590
+0.2% +$18.4K
CHDN icon
1362
Churchill Downs
CHDN
$6.22B
$8.03M 0.01%
130,078
+6,650
+5% +$401K
AJRD
1363
DELISTED
Aerojet Rocketdyne Holdings
AJRD
$8M 0.01%
158,456
+60,792
+62% +$2.95M
TSE
1364
DELISTED
Trinseo
TSE
$8M 0.01%
186,306
+90,600
+95% +$3.38M
CHH icon
1365
Choice Hotels
CHH
$5.22B
$7.99M 0.01%
89,815
+9,310
+12% +$831K
HDS
1366
DELISTED
HD Supply Holdings, Inc.
HDS
$7.99M 0.01%
203,914
-167,078
-45% -$6.55M
ETSY icon
1367
Etsy
ETSY
$8.21B
$7.97M 0.01%
141,061
-1,990
-1% -$117K
BCPC
1368
Balchem Corp
BCPC
$5.33B
$7.97M 0.01%
80,336
-3,322
-4% -$317K
CXW icon
1369
CoreCivic
CXW
$3.03B
$7.96M 0.01%
460,638
+4,081
+0.9% +$71.8K
HMN icon
1370
Horace Mann Educators
HMN
$2.12B
$7.96M 0.01%
171,794
+7,415
+5% +$324K
EVTC icon
1371
Evertec
EVTC
$1.94B
$7.92M 0.01%
253,550
+48,267
+24% +$1.62M
AEO icon
1372
American Eagle Outfitters
AEO
$3.04B
$7.9M 0.01%
487,217
+51,230
+12% +$855K
DAN icon
1373
Dana Inc
DAN
$2.95B
$7.89M 0.01%
546,725
-129,885
-19% -$2.02M
BID
1374
DELISTED
Sotheby's
BID
$7.87M 0.01%
138,157
+11,298
+9% +$654K
DCP
1375
DELISTED
DCP Midstream, LP
DCP
$7.87M 0.01%
300,072
+18
+0% +$490
53 54
55
56 57

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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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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.