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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
EPAM icon
976
EPAM Systems
EPAM
$4.92B
$13.9M 0.01%
76,388
+12,548
+20% +$2.36M
EXPO icon
977
Exponent
EXPO
$3.04B
$13.9M 0.01%
199,170
+9,678
+5% +$653K
VNO icon
978
Vornado Realty Trust
VNO
$7.43B
$13.9M 0.01%
218,655
-45,768
-17% -$2.88M
PFGC icon
979
Performance Food Group
PFGC
$18B
$13.9M 0.01%
302,302
-8,811
-3% -$392K
SBH icon
980
Sally Beauty Holdings
SBH
$1.43B
$13.9M 0.01%
933,352
+124,437
+15% +$1.63M
MUSA icon
981
Murphy USA
MUSA
$11.3B
$13.9M 0.01%
162,474
+8,345
+5% +$734K
FSLR icon
982
First Solar
FSLR
$22.1B
$13.8M 0.01%
237,651
-9,368
-4% -$600K
HHH icon
983
Howard Hughes
HHH
$3.93B
$13.8M 0.01%
111,553
+11,128
+11% +$1.38M
COLB icon
984
Columbia Banking Systems
COLB
$8.74B
$13.7M 0.01%
372,424
-8,999
-2% -$321K
MT icon
985
ArcelorMittal
MT
$50.9B
$13.7M 0.01%
963,639
+119,572
+14% +$1.84M
TEAM icon
986
Atlassian
TEAM
$24.3B
$13.7M 0.01%
109,073
+3,836
+4% +$522K
ERIE icon
987
Erie Indemnity
ERIE
$11.9B
$13.7M 0.01%
73,659
+4,075
+6% +$925K
GATX icon
988
GATX Corp
GATX
$6.52B
$13.7M 0.01%
176,170
+5,412
+3% +$413K
VIAV icon
989
Viavi Solutions
VIAV
$9.41B
$13.7M 0.01%
975,105
+62,526
+7% +$889K
PWR icon
990
Quanta Services
PWR
$93.1B
$13.6M 0.01%
360,694
-395
-0.1% -$14.3K
WPX
991
DELISTED
WPX Energy, Inc.
WPX
$13.6M 0.01%
1,285,885
+324,512
+34% +$3.42M
PC
992
DELISTED
PANASONIC CORP ADR (REP 1 SHR COM STK) (JP)
PC
$13.6M 0.01%
1,663,184
+364,277
+28% +$2.97M
DDS icon
993
Dillards
DDS
$8.96B
$13.5M 0.01%
204,797
-7,832
-4% -$501K
MSM icon
994
MSC Industrial Direct
MSM
$7.07B
$13.5M 0.01%
186,218
+59,269
+47% +$4.15M
ROL icon
995
Rollins
ROL
$18.8B
$13.5M 0.01%
593,037
-53,076
-8% -$1.22M
NATI
996
DELISTED
National Instruments Corp
NATI
$13.4M 0.01%
320,183
+20,703
+7% +$889K
TWNK
997
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
$13.4M 0.01%
959,483
+26,747
+3% +$379K
FAF icon
998
First American
FAF
$7.79B
$13.4M 0.01%
227,182
-21,196
-9% -$1.21M
JACK icon
999
Jack in the Box
JACK
$299M
$13.4M 0.01%
147,042
+14,566
+11% +$1.21M
EGP icon
1000
EastGroup Properties
EGP
$11.3B
$13.4M 0.01%
107,161
+4,079
+4% +$498K
38 39
40
41 42

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AF
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MCM
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PSUF
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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.