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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
INWK
2101
DELISTED
InnerWorkings, Inc.
INWK
$2.66M ﹤0.01%
600,428
-89,851
-13% -$358K
EVN
2102
Eaton Vance Municipal Income Trust
EVN
$416M
$2.66M ﹤0.01%
206,421
+30,635
+17% +$389K
GTX icon
2103
Garrett Motion
GTX
$5.38B
$2.65M ﹤0.01%
266,108
-63,216
-19% -$777K
CDR
2104
DELISTED
Cedar Realty Trust, Inc
CDR
$2.65M ﹤0.01%
133,638
+51,755
+63% +$874K
UGP icon
2105
Ultrapar
UGP
$6.67B
$2.64M ﹤0.01%
590,237
-145,886
-20% -$687K
GPRE icon
2106
Green Plains
GPRE
$1.15B
$2.64M ﹤0.01%
248,910
+133,155
+115% +$1.27M
IBP icon
2107
Installed Building Products
IBP
$6.19B
$2.59M ﹤0.01%
45,216
+3,376
+8% +$190K
DIA icon
2108
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
$2.59M ﹤0.01%
9,606
-8,501
-47% -$2.27M
GIII icon
2109
G-III Apparel Group
GIII
$1.54B
$2.59M ﹤0.01%
100,365
+1,677
+2% +$42K
CGW icon
2110
Invesco S&P Global Water Index ETF
CGW
$1.04B
$2.58M ﹤0.01%
67,461
-860
-1% -$32.1K
AVAV icon
2111
AeroVironment
AVAV
$7.2B
$2.58M ﹤0.01%
48,120
+8,754
+22% +$480K
SASR
2112
DELISTED
Sandy Spring Bancorp Inc
SASR
$2.58M ﹤0.01%
76,383
+2,050
+3% +$71.1K
SP
2113
DELISTED
SP Plus Corporation
SP
$2.57M ﹤0.01%
69,463
+11,482
+20% +$400K
UVE icon
2114
Universal Insurance Holdings
UVE
$1.26B
$2.55M ﹤0.01%
85,083
+5,873
+7% +$160K
ALKS icon
2115
Alkermes
ALKS
$8.1B
$2.55M ﹤0.01%
130,685
+50,835
+64% +$1.11M
ECHO
2116
EchoStar
ECHO
$24.3B
$2.54M ﹤0.01%
64,197
-20,042
-24% -$724K
INSM icon
2117
Insmed
INSM
$22.4B
$2.54M ﹤0.01%
144,100
+50,984
+55% +$985K
RGS icon
2118
Regis Corp
RGS
$68.2M
$2.54M ﹤0.01%
6,285
-30
-0.5% -$10.8K
CHGG icon
2119
Chegg
CHGG
$115M
$2.54M ﹤0.01%
84,749
+6,130
+8% +$243K
CVET
2120
DELISTED
Covetrus, Inc. Common Stock
CVET
$2.54M ﹤0.01%
213,400
+27,299
+15% +$505K
MXL icon
2121
MaxLinear
MXL
$5.19B
$2.53M ﹤0.01%
113,145
+9,659
+9% +$214K
HCC icon
2122
Warrior Met Coal
HCC
$4.17B
$2.53M ﹤0.01%
129,660
+31,148
+32% +$697K
VIRT icon
2123
Virtu Financial
VIRT
$5.04B
$2.53M ﹤0.01%
154,399
-84,889
-35% -$1.7M
RTEC
2124
DELISTED
Rudolph Technologies Inc
RTEC
$2.53M ﹤0.01%
95,827
+1,722
+2% +$43.6K
HVT icon
2125
Haverty Furniture Companies
HVT
$418M
$2.52M ﹤0.01%
124,545
+21,653
+21% +$408K
83 84
85
86 87

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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.