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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
BZH icon
2226
Beazer Homes USA
BZH
$896M
$2.11M ﹤0.01%
141,464
-36,865
-21% -$444K
EGO icon
2227
Eldorado Gold
EGO
$8.14B
$2.11M ﹤0.01%
271,349
-98,888
-27% -$804K
ICPT
2228
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
$2.11M ﹤0.01%
31,767
-4,865
-13% -$327K
MNR
2229
DELISTED
Monmouth Real Estate Investment Corp
MNR
$2.11M ﹤0.01%
146,275
+13,289
+10% +$182K
BITA
2230
DELISTED
Bitauto Holdings Limited
BITA
$2.1M ﹤0.01%
140,060
-20
-0% -$245
WGO icon
2231
Winnebago Industries
WGO
$892M
$2.1M ﹤0.01%
54,652
+1,976
+4% +$72K
SCHA icon
2232
Schwab U.S Small- Cap ETF
SCHA
$21.9B
$2.09M ﹤0.01%
119,944
-15,648
-12% -$276K
BAND
2233
Bandwidth Inc
BAND
$1.22B
$2.08M ﹤0.01%
32,028
+15,334
+92% +$1.2M
SXC icon
2234
SunCoke Energy
SXC
$748M
$2.08M ﹤0.01%
369,739
+50,335
+16% +$362K
INGN icon
2235
Inogen
INGN
$175M
$2.08M ﹤0.01%
43,469
+20,851
+92% +$1.09M
CAC icon
2236
Camden National
CAC
$983M
$2.08M ﹤0.01%
48,002
+3,852
+9% +$167K
HNP
2237
DELISTED
Huaneng Power Intl, Inc.
HNP
$2.08M ﹤0.01%
109,002
-3,911
-3% -$88K
MNRL
2238
DELISTED
Brigham Minerals, Inc. Class A Common Stock
MNRL
$2.07M ﹤0.01%
104,041
+84,157
+423% +$1.73M
BOOT icon
2239
Boot Barn
BOOT
$4.66B
$2.06M ﹤0.01%
59,122
-1,124
-2% -$37.4K
BGG
2240
DELISTED
Briggs & Stratton Corp.
BGG
$2.05M ﹤0.01%
338,521
+105,489
+45% +$780K
CSFL
2241
DELISTED
CenterState Bank Corporation Common Stock
CSFL
$2.05M ﹤0.01%
85,456
+8,236
+11% +$192K
WMC
2242
DELISTED
Western Asset Mortgage Capital Corporation
WMC
$2.05M ﹤0.01%
21,238
-4,541
-18% -$448K
EGRX
2243
DELISTED
Eagle Pharmaceuticals, Inc.
EGRX
$2.04M ﹤0.01%
36,119
-4,975
-12% -$280K
CVCO icon
2244
Cavco Industries
CVCO
$4.41B
$2.04M ﹤0.01%
10,620
+271
+3% +$48K
IVC
2245
DELISTED
Invacare Corporation
IVC
$2.04M ﹤0.01%
272,045
+1,742
+0.6% +$9.77K
WLL
2246
DELISTED
Whiting Petroleum Corporation
WLL
$2.04M ﹤0.01%
3,388
-2,436
-42% -$2.07M
CHUY
2247
DELISTED
Chuy's Holdings, Inc. Common Stock
CHUY
$2.02M ﹤0.01%
81,805
+1,955
+2% +$47.3K
HFWA icon
2248
Heritage Financial
HFWA
$1.22B
$2.02M ﹤0.01%
74,914
-1,741
-2% -$48.1K
CRMT icon
2249
America's Car Mart
CRMT
$25.2M
$2.02M ﹤0.01%
22,004
-1,210
-5% -$107K
RYAM icon
2250
Rayonier Advanced Materials
RYAM
$571M
$2.02M ﹤0.01%
466,142
+152,940
+49% +$653K
88 89
90
91 92

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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.