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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
VIPS icon
1376
Vipshop
VIPS
$7.13B
$7.84M 0.01%
879,503
+199,643
+29% +$1.63M
DRH icon
1377
Diamondrock Hospitality Co
DRH
$2.67B
$7.81M 0.01%
762,117
+22,214
+3% +$219K
HUBS icon
1378
HubSpot
HUBS
$12.2B
$7.8M 0.01%
51,456
-6,243
-11% -$1.12M
LITE icon
1379
Lumentum
LITE
$50.7B
$7.79M 0.01%
145,514
+3,375
+2% +$190K
VTIP icon
1380
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$19.1B
$7.79M 0.01%
158,881
+17,328
+12% +$856K
SSNC icon
1381
SS&C Technologies
SSNC
$18.8B
$7.76M 0.01%
150,493
-25,250
-14% -$1.29M
KMT icon
1382
Kennametal
KMT
$2.71B
$7.75M 0.01%
252,082
-8,021
-3% -$256K
VEON icon
1383
VEON
VEON
$3.57B
$7.74M 0.01%
128,915
+1,216
+1% +$83.4K
HOMB icon
1384
Home BancShares
HOMB
$6.31B
$7.71M 0.01%
410,015
+9,689
+2% +$181K
OLLI icon
1385
Ollie's Bargain Outlet
OLLI
$4.17B
$7.65M 0.01%
130,512
-31,566
-19% -$2.37M
ESNT icon
1386
Essent Group
ESNT
$6.21B
$7.65M 0.01%
160,420
+9,318
+6% +$446K
ADC icon
1387
Agree Realty
ADC
$9.74B
$7.63M 0.01%
104,266
+5,477
+6% +$382K
TEN
1388
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$7.63M 0.01%
609,063
+119,934
+25% +$1.22M
IDCC icon
1389
InterDigital
IDCC
$6.72B
$7.61M 0.01%
145,051
+102,630
+242% +$5.8M
GCI
1390
DELISTED
Gannett Co., Inc
GCI
$7.6M 0.01%
707,883
-545,588
-44% -$5.41M
NEO icon
1391
NeoGenomics
NEO
$1.74B
$7.59M 0.01%
396,971
-68,653
-15% -$1.61M
RGEN icon
1392
Repligen
RGEN
$8.2B
$7.57M 0.01%
98,698
-8,736
-8% -$764K
KOF icon
1393
Coca-Cola Femsa
KOF
$22.8B
$7.57M 0.01%
124,807
-7,538
-6% -$457K
MYGN icon
1394
Myriad Genetics
MYGN
$502M
$7.56M 0.01%
264,110
-19,841
-7% -$578K
HWC icon
1395
Hancock Whitney
HWC
$6.19B
$7.56M 0.01%
197,378
+21,434
+12% +$815K
AMBA icon
1396
Ambarella
AMBA
$3.03B
$7.54M 0.01%
120,041
+28,028
+30% +$1.45M
AYX
1397
DELISTED
Alteryx Inc
AYX
$7.54M 0.01%
70,173
-30,526
-30% -$3.79M
CSGS
1398
DELISTED
CSG Systems International
CSGS
$7.54M 0.01%
145,797
+10,127
+7% +$519K
PEB icon
1399
Pebblebrook Hotel Trust
PEB
$2.2B
$7.53M 0.01%
270,827
+28,890
+12% +$792K
COHR
1400
DELISTED
Coherent Inc
COHR
$7.53M 0.01%
48,983
+9,568
+24% +$1.38M
54 55
56
57 58

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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.