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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
ADSW
1776
DELISTED
Advanced Disposal Services Inc
ADSW
$4.37M ﹤0.01%
134,184
+24,734
+23% +$802K
TU icon
1777
Telus
TU
$17.1B
$4.37M ﹤0.01%
245,228
+19,912
+9% +$362K
EOD
1778
Allspring Global Dividend Opportunity Fund
EOD
$273M
$4.36M ﹤0.01%
803,058
-50,241
-6% -$272K
UHT
1779
Universal Health Realty Income Trust
UHT
$625M
$4.35M ﹤0.01%
42,358
+1,813
+4% +$171K
SITE icon
1780
SiteOne Landscape Supply
SITE
$4.02B
$4.35M ﹤0.01%
58,708
+2,131
+4% +$157K
RCM
1781
DELISTED
R1 RCM Inc. Common Stock
RCM
$4.34M ﹤0.01%
486,389
+22,023
+5% +$260K
LMNX
1782
DELISTED
Luminex Corp
LMNX
$4.33M ﹤0.01%
209,949
+24,248
+13% +$505K
CNS icon
1783
Cohen & Steers
CNS
$4.22B
$4.33M ﹤0.01%
78,873
+878
+1% +$46.5K
STNE icon
1784
StoneCo
STNE
$2.67B
$4.33M ﹤0.01%
124,379
-6,330
-5% -$211K
BBT
1785
Beacon Financial Corp
BBT
$2.51B
$4.31M ﹤0.01%
147,293
+2,081
+1% +$63.3K
USNA icon
1786
Usana Health Sciences
USNA
$415M
$4.31M ﹤0.01%
63,073
+8,336
+15% +$560K
VCYT icon
1787
Veracyte
VCYT
$4.46B
$4.31M ﹤0.01%
179,700
+6,718
+4% +$179K
ASR icon
1788
Grupo Aeroportuario del Sureste
ASR
$8.21B
$4.3M ﹤0.01%
28,209
-6,528
-19% -$993K
WW
1789
DELISTED
WW International
WW
$4.3M ﹤0.01%
113,580
+45,039
+66% +$1.27M
DENN
1790
DELISTED
Denny's
DENN
$4.28M ﹤0.01%
188,199
+48,675
+35% +$1.09M
SUPN icon
1791
Supernus Pharmaceuticals
SUPN
$2.74B
$4.28M ﹤0.01%
155,772
-5,012
-3% -$149K
SAVE
1792
DELISTED
Spirit Airlines, Inc.
SAVE
$4.28M ﹤0.01%
117,930
-8,452
-7% -$355K
KOP icon
1793
Koppers
KOP
$940M
$4.28M ﹤0.01%
146,436
+14,971
+11% +$415K
Z icon
1794
Zillow
Z
$7.79B
$4.28M ﹤0.01%
143,391
-44,241
-24% -$1.76M
AIMC
1795
DELISTED
Altra Industrial Motion Corp
AIMC
$4.27M ﹤0.01%
154,319
-28,435
-16% -$813K
BECN
1796
DELISTED
Beacon Roofing Supply, Inc.
BECN
$4.26M ﹤0.01%
127,174
+11,517
+10% +$389K
VTA
1797
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
$4.26M ﹤0.01%
387,285
+3,880
+1% +$42.8K
PPBI
1798
DELISTED
Pacific Premier Bancorp
PPBI
$4.26M ﹤0.01%
136,514
+9,740
+8% +$296K
CLF icon
1799
Cleveland-Cliffs
CLF
$6.38B
$4.24M ﹤0.01%
587,852
-90,568
-13% -$816K
TIVO
1800
DELISTED
Tivo Inc
TIVO
$4.24M ﹤0.01%
556,538
+138,397
+33% +$1.06M
70 71
72
73 74

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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.