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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
MATV icon
1801
Mativ Holdings
MATV
$471M
$4.23M ﹤0.01%
113,067
+9,306
+9% +$321K
NMRK icon
1802
Newmark Group
NMRK
$2.77B
$4.23M ﹤0.01%
466,719
-259,293
-36% -$2.41M
JOYY
1803
JOYY Inc
JOYY
$3.75B
$4.22M ﹤0.01%
75,140
-8,581
-10% -$521K
ARWR icon
1804
Arrowhead Research
ARWR
$12.1B
$4.22M ﹤0.01%
149,856
+69,554
+87% +$2.06M
SID icon
1805
Companhia Siderúrgica Nacional
SID
$1.38B
$4.22M ﹤0.01%
1,335,773
-261,331
-16% -$993K
TDOC icon
1806
Teladoc Health
TDOC
$1.68B
$4.21M ﹤0.01%
62,207
+15,463
+33% +$1.02M
XLI icon
1807
State Street Industrial Select Sector SPDR ETF
XLI
$32.4B
$4.2M ﹤0.01%
54,143
+4,142
+8% +$318K
CLR
1808
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$4.2M ﹤0.01%
136,439
-19,828
-13% -$670K
PLAN
1809
DELISTED
Anaplan, Inc.
PLAN
$4.2M ﹤0.01%
89,319
+46,987
+111% +$2.55M
PEGI
1810
DELISTED
Pattern Energy Group Inc. Class A
PEGI
$4.19M ﹤0.01%
155,567
+31,120
+25% +$784K
AVYA
1811
DELISTED
Avaya Holdings Corp. Common Stock
AVYA
$4.19M ﹤0.01%
409,205
+33,608
+9% +$395K
CPK icon
1812
Chesapeake Utilities
CPK
$3.29B
$4.17M ﹤0.01%
43,798
+5,040
+13% +$471K
AD
1813
Array Digital Infrastructure
AD
$3.03B
$4.17M ﹤0.01%
111,084
-21,462
-16% -$866K
SMPL icon
1814
Simply Good Foods
SMPL
$947M
$4.16M ﹤0.01%
143,613
-3,278
-2% -$91.5K
BOKF icon
1815
BOK Financial
BOKF
$8.67B
$4.15M ﹤0.01%
52,406
+2,810
+6% +$220K
FSD
1816
DELISTED
FIRST TRUST HIGH INCOME LONG/SHORT FUND
FSD
$4.14M ﹤0.01%
273,063
+108,816
+66% +$1.62M
PCTY icon
1817
Paylocity
PCTY
$7.78B
$4.11M ﹤0.01%
42,132
+11,016
+35% +$1.13M
RUSHA icon
1818
Rush Enterprises Class A
RUSHA
$6.33B
$4.11M ﹤0.01%
239,760
+26,930
+13% +$448K
AXON
1819
Axon Enterprise
AXON
$44B
$4.1M ﹤0.01%
72,245
-26,277
-27% -$1.66M
ECHO
1820
DELISTED
Echo Global Logistics, Inc.
ECHO
$4.1M ﹤0.01%
181,042
+63,301
+54% +$1.31M
MCY icon
1821
Mercury Insurance
MCY
$6.07B
$4.1M ﹤0.01%
73,380
-77,253
-51% -$4.42M
ABCB icon
1822
Ameris Bancorp
ABCB
$5.88B
$4.1M ﹤0.01%
101,872
+38,341
+60% +$1.45M
XLF icon
1823
State Street Financial Select Sector SPDR ETF
XLF
$57B
$4.09M ﹤0.01%
146,206
-21,466
-13% -$593K
FNDE icon
1824
Schwab Fundamental Emerging Markets Large Company Index ETF
FNDE
$9.46B
$4.09M ﹤0.01%
149,264
+9,861
+7% +$273K
JRVR icon
1825
James River Group Holdings
JRVR
$219M
$4.09M ﹤0.01%
79,738
+13,696
+21% +$668K
71 72
73
74 75

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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.