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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
SNDR icon
2051
Schneider National
SNDR
$6.17B
$2.94M ﹤0.01%
135,503
+84,699
+167% +$1.67M
DCH
2052
Dauch Corp
DCH
$1.31B
$2.94M ﹤0.01%
357,471
-141,306
-28% -$1.28M
MEOH icon
2053
Methanex
MEOH
$4.23B
$2.93M ﹤0.01%
82,575
+7,115
+9% +$263K
GKOS icon
2054
Glaukos
GKOS
$9.49B
$2.92M ﹤0.01%
46,797
+6,710
+17% +$473K
CPE
2055
DELISTED
Callon Petroleum Company
CPE
$2.92M ﹤0.01%
67,397
-2,120
-3% -$103K
MATW icon
2056
Matthews International
MATW
$887M
$2.92M ﹤0.01%
82,556
+6,006
+8% +$197K
EGHT icon
2057
8x8 Inc
EGHT
$279M
$2.92M ﹤0.01%
140,786
+24,427
+21% +$592K
NTNX icon
2058
Nutanix
NTNX
$16.1B
$2.91M ﹤0.01%
111,028
+37,477
+51% +$883K
BPFH
2059
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
$2.9M ﹤0.01%
249,240
-9,808
-4% -$110K
GOOD
2060
Gladstone Commercial Corp
GOOD
$623M
$2.9M ﹤0.01%
123,342
+5,371
+5% +$119K
XLV icon
2061
State Street Health Care Select Sector SPDR ETF
XLV
$42.9B
$2.89M ﹤0.01%
32,095
-112
-0.3% -$10.2K
BERY
2062
DELISTED
Berry Global Group, Inc.
BERY
$2.89M ﹤0.01%
80,233
-53,545
-40% -$2.19M
ECPG icon
2063
Encore Capital Group
ECPG
$2.01B
$2.89M ﹤0.01%
86,762
-6,145
-7% -$216K
MRC
2064
DELISTED
MRC Global
MRC
$2.89M ﹤0.01%
238,155
+15,432
+7% +$218K
RDUS
2065
DELISTED
Radius Health, Inc.
RDUS
$2.89M ﹤0.01%
112,080
+4,673
+4% +$115K
ESRT icon
2066
Empire State Realty Trust
ESRT
$1B
$2.88M ﹤0.01%
202,076
-10,358
-5% -$146K
ADX icon
2067
Adams Diversified Equity Fund
ADX
$3.01B
$2.87M ﹤0.01%
+181,313
New +$2.84M
IRBT
2068
DELISTED
iRobot
IRBT
$2.87M ﹤0.01%
46,502
-17,754
-28% -$1.27M
CATO icon
2069
Cato Corp
CATO
$65.7M
$2.86M ﹤0.01%
162,204
+15,321
+10% +$230K
TGE
2070
DELISTED
Tallgrass Energy, LP Class A Shares
TGE
$2.84M ﹤0.01%
140,839
-1,021
-0.7% -$19.8K
TTGT icon
2071
TechTarget
TTGT
$327M
$2.83M ﹤0.01%
125,860
+34,368
+38% +$790K
PR
2072
Permian Resources
PR
$17.4B
$2.83M ﹤0.01%
626,126
+397,355
+174% +$2.13M
EPRT icon
2073
Essential Properties Realty Trust
EPRT
$6.92B
$2.81M ﹤0.01%
122,640
+73,080
+147% +$1.57M
ANIK icon
2074
Anika Therapeutics
ANIK
$215M
$2.8M ﹤0.01%
51,090
+432
+0.9% +$22.2K
ADUS icon
2075
Addus HomeCare
ADUS
$2.22B
$2.8M ﹤0.01%
35,331
+13,856
+65% +$1.12M
81 82
83
84 85

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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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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.