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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
ILPT
1851
Industrial Logistics Properties Trust
ILPT
$582M
$3.94M ﹤0.01%
185,588
+14,232
+8% +$303K
SWN
1852
DELISTED
Southwestern Energy Company
SWN
$3.94M ﹤0.01%
2,042,665
+716,385
+54% +$1.54M
HIBB
1853
DELISTED
Hibbett, Inc. Common Stock
HIBB
$3.94M ﹤0.01%
171,856
-32,759
-16% -$597K
RTLR
1854
DELISTED
Rattler Midstream LP Common Units
RTLR
$3.93M ﹤0.01%
220,674
+99,845
+83% +$1.85M
GLOG
1855
DELISTED
GASLOG LTD
GLOG
$3.93M ﹤0.01%
305,770
-13,042
-4% -$175K
NCMI icon
1856
National CineMedia
NCMI
$378M
$3.93M ﹤0.01%
47,909
-3,240
-6% -$242K
PCRX icon
1857
Pacira BioSciences
PCRX
$1.04B
$3.93M ﹤0.01%
103,169
-3,461
-3% -$138K
VSAT icon
1858
Viasat
VSAT
$9.67B
$3.93M ﹤0.01%
52,151
-9,070
-15% -$722K
SIMO icon
1859
Silicon Motion
SIMO
$7.11B
$3.92M ﹤0.01%
110,998
-59,213
-35% -$2.15M
TGI
1860
DELISTED
Triumph Group
TGI
$3.92M ﹤0.01%
171,301
-1,679
-1% -$38.4K
AKS
1861
DELISTED
AK Steel Holding Corp
AKS
$3.91M ﹤0.01%
1,722,041
+368,336
+27% +$884K
KNL
1862
DELISTED
Knoll, Inc.
KNL
$3.9M ﹤0.01%
153,943
+39,754
+35% +$942K
LTXB
1863
DELISTED
LegacyTexas Financial Group Inc
LTXB
$3.9M ﹤0.01%
89,547
+6,224
+7% +$259K
APAM icon
1864
Artisan Partners
APAM
$2.86B
$3.9M ﹤0.01%
138,003
-172,082
-55% -$4.81M
BRG
1865
DELISTED
Bluerock Residential Growth REIT, Inc.
BRG
$3.89M ﹤0.01%
330,845
-3,001
-0.9% -$35.9K
PEN icon
1866
Penumbra
PEN
$12.6B
$3.89M ﹤0.01%
28,932
+4,518
+19% +$699K
ALEX
1867
DELISTED
Alexander & Baldwin
ALEX
$3.88M ﹤0.01%
158,479
+11,295
+8% +$265K
PRDO icon
1868
Perdoceo Education
PRDO
$2.17B
$3.88M ﹤0.01%
244,127
-47,282
-16% -$928K
MCRN
1869
DELISTED
Milacron Holdings Corp.
MCRN
$3.87M ﹤0.01%
231,993
-8,710
-4% -$140K
CHEF icon
1870
Chefs' Warehouse
CHEF
$4.31B
$3.86M ﹤0.01%
95,783
-18,468
-16% -$692K
WERN icon
1871
Werner Enterprises
WERN
$2.2B
$3.86M ﹤0.01%
109,364
+7,549
+7% +$246K
MQT
1872
DELISTED
BlackRock MuniYield Quality Fund II
MQT
$3.85M ﹤0.01%
296,721
+42,465
+17% +$546K
GES
1873
DELISTED
Guess Inc
GES
$3.84M ﹤0.01%
207,316
+4,296
+2% +$71.3K
LAUR icon
1874
Laureate Education
LAUR
$5.38B
$3.84M ﹤0.01%
231,800
+111,534
+93% +$1.87M
PDCE
1875
DELISTED
PDC Energy, Inc.
PDCE
$3.82M ﹤0.01%
137,745
+13,762
+11% +$413K
73 74
75
76 77

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MCM
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PSUF
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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.