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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
BTT icon
2076
BlackRock Municipal 2030 Target Term Trust
BTT
$1.44B
$2.8M ﹤0.01%
118,343
+17,531
+17% +$414K
POLY
2077
DELISTED
Plantronics, Inc.
POLY
$2.79M ﹤0.01%
74,815
+2,878
+4% +$97.9K
TPC
2078
Tutor Perini Cor
TPC
$4.03B
$2.78M ﹤0.01%
194,053
+64,469
+50% +$787K
VKI icon
2079
Invesco Advantage Municipal Income Trust II
VKI
$397M
$2.78M ﹤0.01%
247,340
-45,752
-16% -$518K
KYNB
2080
Kyntra Bio
KYNB
$27.4M
$2.77M ﹤0.01%
2,992
+876
+41% +$962K
CRVL icon
2081
CorVel
CRVL
$3.18B
$2.76M ﹤0.01%
109,353
+4,596
+4% +$131K
ACRE
2082
Ares Commercial Real Estate
ACRE
$247M
$2.76M ﹤0.01%
180,996
-1,780
-1% -$27.1K
KFRC icon
2083
Kforce
KFRC
$1.05B
$2.75M ﹤0.01%
72,651
-6,378
-8% -$220K
VAL
2084
DELISTED
Valaris plc Class A Ordinary Share
VAL
$2.74M ﹤0.01%
+570,441
New +$3.07M
WOR icon
2085
Worthington Enterprises
WOR
$2.74B
$2.74M ﹤0.01%
123,295
+11,943
+11% +$277K
HCCI
2086
DELISTED
Heritage-Crystal Clean, Inc.
HCCI
$2.73M ﹤0.01%
103,170
+4,715
+5% +$123K
ECOL
2087
DELISTED
US Ecology, Inc.
ECOL
$2.73M ﹤0.01%
42,631
+3,339
+8% +$206K
NXGN
2088
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
$2.72M ﹤0.01%
173,611
-60,017
-26% -$998K
MUE
2089
DELISTED
BlackRock MuniHoldings Quality Fund II
MUE
$2.72M ﹤0.01%
212,739
+27,601
+15% +$351K
ASIX icon
2090
AdvanSix
ASIX
$542M
$2.71M ﹤0.01%
105,572
-2,457
-2% -$59.7K
STBA icon
2091
S&T Bancorp
STBA
$1.9B
$2.71M ﹤0.01%
74,176
-3,809
-5% -$138K
EAF icon
2092
GrafTech
EAF
$184M
$2.71M ﹤0.01%
21,164
+3,938
+23% +$468K
BANC icon
2093
Banc of California
BANC
$2.87B
$2.71M ﹤0.01%
191,447
+11,709
+7% +$169K
NXRT
2094
NexPoint Residential Trust
NXRT
$689M
$2.7M ﹤0.01%
57,826
+1,286
+2% +$57.5K
CORR
2095
DELISTED
CorEnergy Infrastructure Trust, Inc.
CORR
$2.7M ﹤0.01%
57,263
+1,483
+3% +$65.1K
SNAP icon
2096
Snap
SNAP
$7.96B
$2.7M ﹤0.01%
171,076
+35,606
+26% +$570K
RRD
2097
DELISTED
RR Donnelley & Sons Co.
RRD
$2.7M ﹤0.01%
716,582
+132,051
+23% +$314K
EFR
2098
Eaton Vance Senior Floating-Rate Fund
EFR
$314M
$2.7M ﹤0.01%
206,722
+136,200
+193% +$1.77M
HT
2099
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
$2.67M ﹤0.01%
179,678
-36,670
-17% -$560K
PCG icon
2100
PG&E
PCG
$39B
$2.67M ﹤0.01%
266,922
-97,065
-27% -$1.47M
82 83
84
85 86

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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.