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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
MBI icon
1701
MBIA
MBI
$278M
$4.92M ﹤0.01%
533,515
-11,946
-2% -$112K
MINI
1702
DELISTED
Mobile Mini Inc
MINI
$4.92M ﹤0.01%
133,588
+11,357
+9% +$370K
SABR icon
1703
Sabre
SABR
$743M
$4.92M ﹤0.01%
219,811
+7,225
+3% +$170K
EGOV
1704
DELISTED
NIC Inc
EGOV
$4.91M ﹤0.01%
237,924
+17,435
+8% +$341K
MDRX
1705
DELISTED
Veradigm Inc. Common Stock
MDRX
$4.91M ﹤0.01%
447,173
+20,439
+5% +$210K
HTH icon
1706
Hilltop Holdings
HTH
$2.28B
$4.91M ﹤0.01%
205,410
+83,551
+69% +$1.92M
WSC icon
1707
WillScot Mobile Mini Holdings
WSC
$4.66B
$4.9M ﹤0.01%
314,354
+30,711
+11% +$460K
ACAD icon
1708
Acadia Pharmaceuticals
ACAD
$4.45B
$4.89M ﹤0.01%
135,892
+68,965
+103% +$2.09M
TX icon
1709
Ternium
TX
$9.68B
$4.89M ﹤0.01%
254,805
+26,605
+12% +$530K
GHDX
1710
DELISTED
Genomic Health, Inc.
GHDX
$4.89M ﹤0.01%
72,067
+13,025
+22% +$894K
IBOC icon
1711
International Bancshares
IBOC
$4.83B
$4.88M ﹤0.01%
126,413
-4,840
-4% -$177K
NTCT icon
1712
NETSCOUT
NTCT
$2.89B
$4.88M ﹤0.01%
211,727
-30,554
-13% -$730K
IR icon
1713
Ingersoll Rand
IR
$33.9B
$4.88M ﹤0.01%
172,305
-2,187
-1% -$67.6K
ACH
1714
Accendra Health
ACH
$249M
$4.87M ﹤0.01%
837,822
+1,969
+0.2% +$8.83K
SFM icon
1715
Sprouts Farmers Market
SFM
$7.31B
$4.86M ﹤0.01%
251,375
-1,311
-0.5% -$24.1K
BANR icon
1716
Banner Corp
BANR
$2.4B
$4.86M ﹤0.01%
86,550
+17,393
+25% +$960K
VMO icon
1717
Invesco Municipal Opportunity Trust
VMO
$653M
$4.85M ﹤0.01%
387,643
-73,058
-16% -$919K
TBI
1718
Trueblue
TBI
$235M
$4.84M ﹤0.01%
229,593
+12,875
+6% +$266K
FELE icon
1719
Franklin Electric
FELE
$4.85B
$4.84M ﹤0.01%
101,297
+9,588
+10% +$444K
RLJ icon
1720
RLJ Lodging Trust
RLJ
$1.89B
$4.84M ﹤0.01%
285,079
-57,638
-17% -$979K
DO
1721
DELISTED
Diamond Offshore Drilling
DO
$4.84M ﹤0.01%
870,588
+139,803
+19% +$1.02M
VISN
1722
Vistance Networks Inc
VISN
$2.67B
$4.84M ﹤0.01%
411,518
+101,657
+33% +$1.31M
BMI icon
1723
Badger Meter
BMI
$3.9B
$4.84M ﹤0.01%
90,057
+1,757
+2% +$94.8K
PENN icon
1724
PENN Entertainment
PENN
$2.82B
$4.82M ﹤0.01%
258,977
+22,159
+9% +$419K
STMP
1725
DELISTED
Stamps.com, Inc.
STMP
$4.81M ﹤0.01%
64,575
+20,862
+48% +$1.22M
67 68
69
70 71

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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.