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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
SAGE
1476
DELISTED
Sage Therapeutics
SAGE
$6.84M 0.01%
48,749
+1,087
+2% +$182K
ACA icon
1477
Arcosa
ACA
$7.13B
$6.84M 0.01%
199,831
-19,381
-9% -$671K
TREE icon
1478
LendingTree
TREE
$572M
$6.82M 0.01%
21,974
-4,728
-18% -$1.61M
NHC icon
1479
National Healthcare
NHC
$3.61B
$6.81M 0.01%
83,168
+6,132
+8% +$508K
PLNT icon
1480
Planet Fitness
PLNT
$4.43B
$6.79M 0.01%
117,279
-35,797
-23% -$2.52M
ADEA icon
1481
Adeia
ADEA
$2.77B
$6.78M 0.01%
1,240,089
+122,131
+11% +$653K
SRG
1482
Seritage Growth Properties
SRG
$129M
$6.77M 0.01%
159,382
-3,588
-2% -$147K
CADE
1483
DELISTED
Cadence Bank
CADE
$6.77M 0.01%
228,605
+11,686
+5% +$334K
AVP
1484
DELISTED
Avon Products, Inc.
AVP
$6.76M 0.01%
1,537,589
+635,229
+70% +$2.68M
NVT icon
1485
nVent Electric
NVT
$22.9B
$6.76M 0.01%
306,693
-78,949
-20% -$1.77M
KBR icon
1486
KBR
KBR
$4.74B
$6.76M 0.01%
275,433
+39,217
+17% +$996K
HOUS
1487
DELISTED
Anywhere Real Estate
HOUS
$6.73M 0.01%
1,008,051
+205,174
+26% +$1.18M
DY icon
1488
Dycom Industries
DY
$12.1B
$6.73M 0.01%
131,789
-26,387
-17% -$1.33M
TCO
1489
DELISTED
Taubman Centers Inc.
TCO
$6.72M 0.01%
164,525
+40,388
+33% +$1.64M
COWN
1490
DELISTED
Cowen Inc. Class A Common Stock
COWN
$6.68M 0.01%
434,304
-10,236
-2% -$166K
VMI icon
1491
Valmont Industries
VMI
$9.33B
$6.67M 0.01%
48,179
+5,929
+14% +$796K
PRLB icon
1492
Protolabs
PRLB
$1.78B
$6.66M 0.01%
65,232
+331
+0.5% +$33.7K
TECK icon
1493
Teck Resources
TECK
$28.8B
$6.65M 0.01%
409,785
-45,249
-10% -$855K
DOC
1494
DELISTED
PHYSICIANS REALTY TRUST
DOC
$6.63M 0.01%
373,447
+8,240
+2% +$143K
KN icon
1495
Knowles
KN
$3.07B
$6.63M 0.01%
325,860
+61,546
+23% +$1.21M
EWY icon
1496
iShares MSCI South Korea ETF
EWY
$21.1B
$6.62M 0.01%
117,501
+861
+0.7% +$47.6K
CBD
1497
DELISTED
Companhia Brasileira de Distribuicao
CBD
$6.62M 0.01%
344,084
+2,833
+0.8% +$63.3K
BKD icon
1498
Brookdale Senior Living
BKD
$3.67B
$6.61M 0.01%
872,022
-64,566
-7% -$511K
NVCR icon
1499
NovoCure
NVCR
$1.89B
$6.61M 0.01%
88,363
+24,929
+39% +$1.99M
RRC icon
1500
Range Resources
RRC
$8.94B
$6.61M 0.01%
1,729,759
+805,057
+87% +$3.86M
58 59
60
61 62

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AF
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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.