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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
BLUE
1901
DELISTED
bluebird bio
BLUE
$3.68M ﹤0.01%
3,097
-80
-3% -$122K
NOVT icon
1902
Novanta
NOVT
$4.91B
$3.68M ﹤0.01%
45,014
-16,053
-26% -$1.3M
SMI
1903
DELISTED
Semiconductor Manufacturing Intl
SMI
$3.67M ﹤0.01%
593,170
+11,464
+2% +$71K
JBSS icon
1904
John B. Sanfilippo & Son
JBSS
$986M
$3.67M ﹤0.01%
37,984
+3,935
+12% +$342K
LIVN icon
1905
LivaNova
LIVN
$4.47B
$3.67M ﹤0.01%
49,681
+7,547
+18% +$581K
ORA icon
1906
Ormat Technologies
ORA
$5.8B
$3.66M ﹤0.01%
49,298
+14,186
+40% +$978K
TARO
1907
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
$3.66M ﹤0.01%
48,472
+12,505
+35% +$1.01M
MGRC icon
1908
McGrath RentCorp
MGRC
$2.87B
$3.65M ﹤0.01%
52,375
-1,866
-3% -$122K
SAFE
1909
Safehold
SAFE
$1.17B
$3.63M ﹤0.01%
57,183
-973
-2% -$61.1K
ZWS icon
1910
Zurn Elkay Water Solutions
ZWS
$8.6B
$3.63M ﹤0.01%
278,599
+3,475
+1% +$46.5K
INF
1911
DELISTED
BROOKFIELD GLOBAL LISTED INFRASTRUCTURE INCOME FUND INC.
INF
$3.63M ﹤0.01%
264,511
+44,816
+20% +$593K
EWJ icon
1912
iShares MSCI Japan ETF
EWJ
$21.2B
$3.62M ﹤0.01%
63,785
-4,805
-7% -$263K
ACWI icon
1913
iShares MSCI ACWI ETF
ACWI
$32B
$3.62M ﹤0.01%
49,044
-307,354
-86% -$22.5M
WB icon
1914
Weibo
WB
$1.97B
$3.61M ﹤0.01%
80,574
+17,245
+27% +$731K
ACIA
1915
DELISTED
Acacia Communications Inc
ACIA
$3.6M ﹤0.01%
55,122
-1,004
-2% -$63.6K
BEAT
1916
DELISTED
BioTelemetry, Inc.
BEAT
$3.59M ﹤0.01%
88,224
-28,999
-25% -$1.25M
ACR
1917
ACRES Commercial Realty
ACR
$130M
$3.59M ﹤0.01%
105,185
+7,623
+8% +$260K
APPN icon
1918
Appian
APPN
$2.11B
$3.58M ﹤0.01%
+75,466
New +$3.53M
HALO icon
1919
Halozyme
HALO
$9.88B
$3.57M ﹤0.01%
230,406
+89,275
+63% +$1.47M
BV icon
1920
BrightView Holdings
BV
$1.24B
$3.57M ﹤0.01%
208,347
+43,520
+26% +$803K
DAVA icon
1921
Endava
DAVA
$165M
$3.57M ﹤0.01%
94,340
-1,017
-1% -$39K
FM
1922
DELISTED
iShares Frontier and Select EM ETF
FM
$3.56M ﹤0.01%
126,600
+24,367
+24% +$710K
FCNCA icon
1923
First Citizens BancShares
FCNCA
$24.7B
$3.56M ﹤0.01%
7,554
-3,179
-30% -$1.45M
GRPN icon
1924
Groupon
GRPN
$1.03B
$3.55M ﹤0.01%
66,754
-8,913
-12% -$524K
BRW
1925
Saba Capital Income & Opportunities Fund
BRW
$335M
$3.55M ﹤0.01%
376,520
+228,717
+155% +$2.16M
75 76
77
78 79

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AF
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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.