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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
HSTM icon
2426
HealthStream
HSTM
$843M
$1.46M ﹤0.01%
56,227
+1,924
+4% +$51.6K
FFH
2427
DELISTED
FAIRFAX FINL HLDGS LTD SUB VTG
FFH
$1.45M ﹤0.01%
3,295
-36
-1% -$15.9K
SNEX icon
2428
StoneX
SNEX
$8.99B
$1.45M ﹤0.01%
178,883
+4,293
+2% +$33.7K
LNTH icon
2429
Lantheus
LNTH
$6.68B
$1.45M ﹤0.01%
57,679
-38,229
-40% -$941K
PDLI
2430
DELISTED
PDL BioPharma, Inc.
PDLI
$1.44M ﹤0.01%
668,080
-226,595
-25% -$606K
AHT
2431
Ashford Hospitality Trust
AHT
$20.9M
$1.44M ﹤0.01%
441
-11
-2% -$30.7K
NPKI
2432
NPK International
NPKI
$1.09B
$1.44M ﹤0.01%
188,882
-16,545
-8% -$117K
ICHR icon
2433
Ichor Holdings
ICHR
$2.37B
$1.44M ﹤0.01%
59,445
-592
-1% -$14K
HEFA icon
2434
iShares Currency Hedged MSCI EAFE ETF
HEFA
$7.51B
$1.44M ﹤0.01%
47,966
-5,705
-11% -$167K
IWO icon
2435
iShares Russell 2000 Growth ETF
IWO
$14.4B
$1.44M ﹤0.01%
7,448
-295
-4% -$58.5K
HLI icon
2436
Houlihan Lokey
HLI
$10.2B
$1.43M ﹤0.01%
31,722
+18,052
+132% +$799K
AMLP icon
2437
Alerian MLP ETF
AMLP
$12.9B
$1.43M ﹤0.01%
31,185
-2,214
-7% -$105K
ARCO icon
2438
Arcos Dorados Holdings
ARCO
$1.77B
$1.42M ﹤0.01%
217,441
-145,746
-40% -$1.04M
FFG
2439
DELISTED
FBL Financial Group
FFG
$1.42M ﹤0.01%
23,837
-3,092
-11% -$185K
DDD icon
2440
3D Systems Corp
DDD
$412M
$1.42M ﹤0.01%
173,821
-28,616
-14% -$231K
BKT icon
2441
BlackRock Income Trust
BKT
$331M
$1.41M ﹤0.01%
77,444
+21,436
+38% +$389K
BCX icon
2442
BlackRock Resources & Commodities Strategy Trust
BCX
$891M
$1.41M ﹤0.01%
188,311
+22,726
+14% +$175K
FIT
2443
DELISTED
Fitbit, Inc. Class A common stock
FIT
$1.41M ﹤0.01%
369,694
+3,322
+0.9% +$12.3K
HSII
2444
DELISTED
Heidrick & Struggles
HSII
$1.41M ﹤0.01%
51,582
-31,647
-38% -$891K
MODV
2445
DELISTED
ModivCare
MODV
$1.41M ﹤0.01%
23,649
-564
-2% -$32.1K
KREF
2446
KKR Real Estate Finance Trust
KREF
$471M
$1.41M ﹤0.01%
71,944
+555
+0.8% +$10.9K
FCBC icon
2447
First Community Bankshares
FCBC
$913M
$1.4M ﹤0.01%
43,165
-9,113
-17% -$298K
MGY icon
2448
Magnolia Oil & Gas
MGY
$5.55B
$1.4M ﹤0.01%
125,694
+81,621
+185% +$876K
MFL
2449
DELISTED
BLACKROCK MUNIHOLDINGS INVESTMENT QUALITY FUND
MFL
$1.39M ﹤0.01%
102,632
-15,325
-13% -$206K
PRMW
2450
DELISTED
Primo Water Corporation
PRMW
$1.39M ﹤0.01%
111,296
+24,002
+27% +$306K
96 97
98
99 100

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MCM
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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.