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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
PNFP icon
1651
Pinnacle Financial Partners Inc
PNFP
$15.9B
$5.28M ﹤0.01%
93,113
+6,873
+8% +$384K
NJR icon
1652
New Jersey Resources
NJR
$6.04B
$5.28M ﹤0.01%
116,673
-16,596
-12% -$778K
GPOR
1653
DELISTED
Gulfport Energy Corp.
GPOR
$5.27M ﹤0.01%
1,944,239
+429,250
+28% +$1.43M
TTEC icon
1654
TTEC Holdings
TTEC
$119M
$5.27M ﹤0.01%
110,001
-425
-0.4% -$19.9K
ENIC icon
1655
Enel Chile
ENIC
$6.05B
$5.26M ﹤0.01%
1,250,029
+196,269
+19% +$861K
CONN
1656
DELISTED
Conn's Inc.
CONN
$5.25M ﹤0.01%
211,255
+21,563
+11% +$453K
BMCH
1657
DELISTED
BMC Stock Holdings, Inc
BMCH
$5.25M ﹤0.01%
200,554
+35,040
+21% +$835K
NHI icon
1658
National Health Investors
NHI
$3.81B
$5.25M ﹤0.01%
63,727
+3,587
+6% +$292K
AX icon
1659
Axos Financial
AX
$5.64B
$5.25M ﹤0.01%
189,828
+22,802
+14% +$614K
MTCH icon
1660
Match Group
MTCH
$9.16B
$5.25M ﹤0.01%
73,451
-6,520
-8% -$508K
CPS icon
1661
Cooper-Standard Automotive
CPS
$526M
$5.24M ﹤0.01%
128,263
+12,182
+10% +$510K
MHO icon
1662
M/I Homes
MHO
$3.89B
$5.22M ﹤0.01%
138,680
+10,109
+8% +$348K
REVG
1663
DELISTED
REV Group
REVG
$5.22M ﹤0.01%
456,689
-133,999
-23% -$1.66M
ELME
1664
Elme Communities
ELME
$142M
$5.21M ﹤0.01%
190,624
+13,938
+8% +$376K
BX icon
1665
Blackstone
BX
$107B
$5.21M ﹤0.01%
106,726
-396,304
-79% -$19.3M
OSG
1666
Octave Specialty Group
OSG
$261M
$5.2M ﹤0.01%
265,984
+16,082
+6% +$295K
GMED icon
1667
Globus Medical
GMED
$10.9B
$5.19M ﹤0.01%
101,571
+27,141
+36% +$1.29M
NUVA
1668
DELISTED
NuVasive, Inc.
NUVA
$5.19M ﹤0.01%
81,842
+11,028
+16% +$689K
EHTH icon
1669
eHealth
EHTH
$43.2M
$5.19M ﹤0.01%
77,651
+7,647
+11% +$690K
GTLS
1670
DELISTED
Chart Industries
GTLS
$5.17M ﹤0.01%
82,899
-6,067
-7% -$411K
GGB icon
1671
Gerdau
GGB
$9.72B
$5.17M ﹤0.01%
2,066,202
+451,850
+28% +$1.21M
NBR icon
1672
Nabors Industries
NBR
$1.12B
$5.17M ﹤0.01%
55,252
-21,777
-28% -$2.45M
SM icon
1673
SM Energy
SM
$7.11B
$5.15M ﹤0.01%
531,052
+287,794
+118% +$2.93M
BLDR icon
1674
Builders FirstSource
BLDR
$7.93B
$5.13M ﹤0.01%
249,284
+18,830
+8% +$351K
BRFS
1675
DELISTED
BRF SA
BRFS
$5.13M ﹤0.01%
559,445
-8,807
-2% -$80.1K
65 66
67
68 69

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AF
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MCM
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PSUF
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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.