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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
APOG icon
1151
Apogee Enterprises
APOG
$875M
$10.9M 0.01%
280,310
-114,524
-29% -$4.53M
TFSL icon
1152
TFS Financial
TFSL
$5.13B
$10.9M 0.01%
605,269
+12,498
+2% +$224K
QSR icon
1153
Restaurant Brands International
QSR
$26.2B
$10.9M 0.01%
152,967
+8,723
+6% +$643K
GNW icon
1154
Genworth Financial
GNW
$3.81B
$10.9M 0.01%
2,469,729
+122,917
+5% +$513K
WIX icon
1155
WIX.com
WIX
$2.48B
$10.9M 0.01%
93,079
-3,925
-4% -$546K
ASB icon
1156
Associated Banc-Corp
ASB
$5.8B
$10.9M 0.01%
536,223
+38,022
+8% +$768K
PE
1157
DELISTED
PARSLEY ENERGY INC
PE
$10.8M 0.01%
643,695
-90,054
-12% -$1.55M
TELN
1158
DELISTED
TELENOR ASA
TELN
$10.8M 0.01%
536,891
+2,232
+0.4% +$44.9K
ENIA
1159
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
$10.8M 0.01%
1,184,046
+113,089
+11% +$953K
MD icon
1160
Pediatrix Medical
MD
$2.17B
$10.8M 0.01%
475,690
+187,750
+65% +$4.28M
SMTC icon
1161
Semtech
SMTC
$10.2B
$10.8M 0.01%
221,251
-9,727
-4% -$462K
HMSY
1162
DELISTED
HMS Holdings Corp.
HMSY
$10.8M 0.01%
311,923
+69,423
+29% +$2.51M
MRCY icon
1163
Mercury Systems
MRCY
$5.9B
$10.7M 0.01%
132,415
+15,062
+13% +$1.19M
AUO
1164
DELISTED
AU Optronics Corp
AUO
$10.7M 0.01%
4,352,553
-310,880
-7% -$814K
CBRL icon
1165
Cracker Barrel
CBRL
$1.16B
$10.7M 0.01%
65,698
+5,682
+9% +$957K
WCN
1166
Waste Connections
WCN
$43.1B
$10.7M 0.01%
116,025
-20,209
-15% -$1.87M
WDFC icon
1167
WD-40
WDFC
$3.17B
$10.7M 0.01%
58,062
+3,169
+6% +$570K
TDC icon
1168
Teradata
TDC
$2.8B
$10.6M 0.01%
341,772
-33,191
-9% -$1.12M
TKR icon
1169
Timken Company
TKR
$9.73B
$10.6M 0.01%
243,161
+20,232
+9% +$894K
VEDL
1170
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
$10.6M 0.01%
1,217,982
+91,746
+8% +$788K
VEU icon
1171
Vanguard FTSE All-World ex-US ETF
VEU
$65.4B
$10.5M 0.01%
211,231
+18,868
+10% +$941K
BDN
1172
Brandywine Realty Trust
BDN
$518M
$10.5M 0.01%
692,451
-131,825
-16% -$1.93M
AMED
1173
DELISTED
Amedisys
AMED
$10.5M 0.01%
80,021
-183
-0.2% -$23.8K
BTZ icon
1174
BlackRock Credit Allocation Income Trust
BTZ
$931M
$10.5M 0.01%
769,549
+177,102
+30% +$2.38M
WRI
1175
DELISTED
Weingarten Realty Investors
WRI
$10.5M 0.01%
359,433
+81,420
+29% +$2.25M
45 46
47
48 49

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AF
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MCM
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PSUF
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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.