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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
LILAK icon
1876
Liberty Latin America Class C
LILAK
$1.69B
$3.82M ﹤0.01%
260,826
+80,310
+44% +$1.16M
SXI icon
1877
Standex International
SXI
$3.33B
$3.81M ﹤0.01%
52,240
-2,052
-4% -$142K
CMO
1878
DELISTED
Capstead Mortgage Corp.
CMO
$3.81M ﹤0.01%
518,338
-11,268
-2% -$90.5K
P
1879
Everpure Inc
P
$23B
$3.8M ﹤0.01%
224,534
+93,916
+72% +$1.47M
NUAN
1880
DELISTED
Nuance Communications, Inc.
NUAN
$3.8M ﹤0.01%
269,302
+14,901
+6% +$214K
CSR
1881
Centerspace
CSR
$951M
$3.79M ﹤0.01%
50,782
+125
+0.2% +$8.35K
UVSP icon
1882
Univest Financial
UVSP
$1.23B
$3.79M ﹤0.01%
148,581
+24,194
+19% +$626K
FRPT icon
1883
Freshpet
FRPT
$3.04B
$3.79M ﹤0.01%
76,070
-24,763
-25% -$1.13M
SSB icon
1884
SouthState Bank Corp
SSB
$10.3B
$3.78M ﹤0.01%
50,237
+3,415
+7% +$257K
CBZ icon
1885
CBIZ
CBZ
$2.95B
$3.77M ﹤0.01%
160,506
+5,362
+3% +$121K
CENTA icon
1886
Central Garden & Pet Co Class A
CENTA
$2.43B
$3.77M ﹤0.01%
169,973
-51,871
-23% -$1.03M
MGNI icon
1887
Magnite
MGNI
$2.82B
$3.75M ﹤0.01%
430,919
+10,668
+3% +$93.5K
RMBS icon
1888
Rambus
RMBS
$8.96B
$3.75M ﹤0.01%
285,611
-20,296
-7% -$254K
ARGO
1889
DELISTED
Argo Group International Holdings, Ltd.
ARGO
$3.75M ﹤0.01%
53,328
-14,177
-21% -$980K
SCD
1890
LMP Capital and Income Fund
SCD
$351M
$3.74M ﹤0.01%
265,047
+33,579
+15% +$462K
PLUS icon
1891
ePlus
PLUS
$2.43B
$3.73M ﹤0.01%
97,986
+17,898
+22% +$690K
FRO icon
1892
Frontline
FRO
$8.71B
$3.72M ﹤0.01%
408,581
+1,774
+0.4% +$14.3K
YPF icon
1893
YPF
YPF
$19.7B
$3.72M ﹤0.01%
401,799
+104,454
+35% +$1.35M
WNC icon
1894
Wabash National
WNC
$502M
$3.72M ﹤0.01%
256,117
+23,009
+10% +$341K
UA icon
1895
Under Armour Class C
UA
$2.95B
$3.71M ﹤0.01%
204,867
-4,834
-2% -$95.3K
SKT icon
1896
Tanger
SKT
$4.78B
$3.71M ﹤0.01%
239,476
+40,191
+20% +$629K
FIX icon
1897
Comfort Systems
FIX
$53.4B
$3.7M ﹤0.01%
83,567
-13,382
-14% -$583K
ARD
1898
DELISTED
Ardagh Group S.A. Class A Common Shares
ARD
$3.69M ﹤0.01%
235,473
-5,100
-2% -$87.5K
CLB icon
1899
Core Laboratories
CLB
$455M
$3.69M ﹤0.01%
79,109
+2,298
+3% +$107K
CALM icon
1900
Cal-Maine
CALM
$4.42B
$3.69M ﹤0.01%
92,274
+9,146
+11% +$380K
74 75
76
77 78

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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.