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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
CAE icon
1001
CAE Inc. Common Shares
CAE
$8.3B
$13.4M 0.01%
527,234
+18,345
+4% +$482K
TREX icon
1002
Trex
TREX
$4.57B
$13.4M 0.01%
294,222
-474
-0.2% -$19.1K
PBA icon
1003
Pembina Pipeline
PBA
$29B
$13.4M 0.01%
360,526
+43,281
+14% +$1.6M
LXP icon
1004
LXP Industrial Trust
LXP
$3.52B
$13.3M 0.01%
260,477
+1,731
+0.7% +$86.5K
GDDY icon
1005
GoDaddy
GDDY
$12.8B
$13.3M 0.01%
202,028
+10,573
+6% +$717K
EON
1006
DELISTED
E.ON AG ADS (REPTG 1/3 ORD SHS)
EON
$13.3M 0.01%
1,374,033
-672,201
-33% -$6.51M
VICI icon
1007
VICI Properties
VICI
$29.5B
$13.3M 0.01%
587,098
-15,716
-3% -$343K
TTC icon
1008
Toro Company
TTC
$9.01B
$13.3M 0.01%
181,384
+650
+0.4% +$46.4K
VSH icon
1009
Vishay Intertechnology
VSH
$5.7B
$13.3M 0.01%
783,445
+176,375
+29% +$2.89M
TOL icon
1010
Toll Brothers
TOL
$14.1B
$13.2M 0.01%
321,750
-13,926
-4% -$514K
UBSI icon
1011
United Bankshares
UBSI
$6.57B
$13.2M 0.01%
348,318
-82,926
-19% -$3.07M
CIM
1012
Chimera Investment
CIM
$1.05B
$13.2M 0.01%
224,478
+31,538
+16% +$1.84M
ACC
1013
DELISTED
American Campus Communities, Inc.
ACC
$13.2M 0.01%
273,726
+7,751
+3% +$366K
MDCO
1014
DELISTED
Medicines Co
MDCO
$13.2M 0.01%
263,113
+45,962
+21% +$1.83M
OTEX icon
1015
Open Text
OTEX
$5.73B
$13.1M 0.01%
321,912
+46,860
+17% +$1.91M
SITC icon
1016
SITE Centers
SITC
$232M
$13.1M 0.01%
1,114,118
+117,137
+12% +$1.28M
GPK icon
1017
Graphic Packaging
GPK
$3.3B
$13.1M 0.01%
890,261
+97,943
+12% +$1.37M
NGVT icon
1018
Ingevity
NGVT
$2.59B
$13.1M 0.01%
154,641
-8,960
-5% -$798K
INOV
1019
DELISTED
Inovalon Holdings, Inc. Class A Common Stock
INOV
$13.1M 0.01%
799,471
+59,674
+8% +$953K
LOPE icon
1020
Grand Canyon Education
LOPE
$3.84B
$13M 0.01%
132,876
-1,636
-1% -$195K
NWG icon
1021
NatWest
NWG
$72.8B
$13M 0.01%
2,374,652
-630,047
-21% -$3.5M
JRI icon
1022
Nuveen Real Asset Income & Growth Fund
JRI
$354M
$13M 0.01%
744,607
+156,208
+27% +$2.65M
TVTY
1023
DELISTED
Tivity Health, Inc. Common Stock
TVTY
$13M 0.01%
783,794
+373,782
+91% +$6.47M
EAD
1024
Allspring Income Opportunities Fund
EAD
$372M
$13M 0.01%
1,581,766
+50,037
+3% +$410K
DAR icon
1025
Darling Ingredients
DAR
$9.62B
$13M 0.01%
680,575
+580
+0.1% +$11.3K
39 40
41
42 43

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AF
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MCM
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PSUF
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IA
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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.