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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
GDOT icon
1576
Green Dot
GDOT
$758M
$5.9M ﹤0.01%
233,831
+113,252
+94% +$4.19M
CHK
1577
DELISTED
Chesapeake Energy Corporation
CHK
$5.9M ﹤0.01%
20,914
-3,385
-14% -$1.1M
OLN icon
1578
Olin
OLN
$2.44B
$5.89M ﹤0.01%
314,906
-154,238
-33% -$2.91M
DEA
1579
Easterly Government Properties
DEA
$1.17B
$5.89M ﹤0.01%
110,668
+34,053
+44% +$1.69M
KOS icon
1580
Kosmos Energy
KOS
$1.39B
$5.89M ﹤0.01%
944,219
+67,933
+8% +$417K
CATY icon
1581
Cathay General Bancorp
CATY
$4.25B
$5.88M ﹤0.01%
169,337
+9,084
+6% +$317K
PRI icon
1582
Primerica
PRI
$10B
$5.88M ﹤0.01%
46,218
+1,377
+3% +$166K
IOSP icon
1583
Innospec
IOSP
$2.12B
$5.85M ﹤0.01%
65,643
+3,680
+6% +$330K
AZTA icon
1584
Azenta
AZTA
$1.33B
$5.85M ﹤0.01%
157,950
+2,437
+2% +$88.3K
MEI icon
1585
Methode Electronics
MEI
$525M
$5.84M ﹤0.01%
173,746
+5,474
+3% +$166K
MFGP
1586
DELISTED
Micro Focus International plc. American Depositary Shares, each representing One Ordinary Share
MFGP
$5.84M ﹤0.01%
413,028
-180,554
-30% -$3.36M
EPC icon
1587
Edgewell Personal Care
EPC
$1.3B
$5.84M ﹤0.01%
179,828
+63,284
+54% +$1.89M
JBGS
1588
JBG SMITH
JBGS
$837M
$5.83M ﹤0.01%
148,798
+4,580
+3% +$179K
DXJ icon
1589
WisdomTree Japan Hedged Equity Fund
DXJ
$7.12B
$5.83M ﹤0.01%
115,502
-3,684
-3% -$178K
ATI icon
1590
ATI
ATI
$25.5B
$5.82M ﹤0.01%
287,483
+9,009
+3% +$191K
LSXMA
1591
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
$5.8M ﹤0.01%
193,244
+2,760
+1% +$80.7K
LPSN icon
1592
LivePerson
LPSN
$22.9M
$5.79M ﹤0.01%
10,819
+1,520
+16% +$807K
HEI.A icon
1593
HEICO Corp Class A
HEI.A
$36.8B
$5.79M ﹤0.01%
59,507
+4,497
+8% +$476K
TIMB icon
1594
TIM SA
TIMB
$9.45B
$5.79M ﹤0.01%
403,074
+72,477
+22% +$1.1M
UTL icon
1595
Unitil
UTL
$1.01B
$5.77M ﹤0.01%
90,990
+7,992
+10% +$479K
OTTR icon
1596
Otter Tail
OTTR
$3.93B
$5.75M ﹤0.01%
107,078
+7,033
+7% +$368K
CZR
1597
DELISTED
Caesars Entertainment Corporation
CZR
$5.75M ﹤0.01%
493,507
+35,671
+8% +$418K
SFNC icon
1598
Simmons First National
SFNC
$3.39B
$5.74M ﹤0.01%
230,631
+78,672
+52% +$1.93M
CHS
1599
DELISTED
Chicos FAS, Inc.
CHS
$5.72M ﹤0.01%
1,419,219
+39,814
+3% +$134K
BND icon
1600
Vanguard Total Bond Market
BND
$158B
$5.68M ﹤0.01%
67,289
+3
+0% +$251
62 63
64
65 66

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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.