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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
AVLR
1226
DELISTED
Avalara, Inc.
AVLR
$9.63M 0.01%
143,171
-8,727
-6% -$706K
CUBE icon
1227
CubeSmart
CUBE
$9.64B
$9.6M 0.01%
274,974
+19,594
+8% +$684K
CVI icon
1228
CVR Energy
CVI
$3.43B
$9.59M 0.01%
217,729
+3,241
+2% +$151K
KBH icon
1229
KB Home
KBH
$3.54B
$9.58M 0.01%
281,753
+35,964
+15% +$1.01M
AAWW
1230
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
$9.55M 0.01%
378,655
-38,672
-9% -$1.26M
XHR
1231
Xenia Hotels & Resorts
XHR
$2.01B
$9.52M 0.01%
450,681
-70,268
-13% -$1.47M
PSB
1232
DELISTED
PS Business Parks, Inc.
PSB
$9.51M 0.01%
52,291
+901
+2% +$159K
KALU icon
1233
Kaiser Aluminum
KALU
$2.64B
$9.51M 0.01%
96,088
-39,142
-29% -$3.69M
AWC
1234
DELISTED
Alumina Ltd
AWC
$9.5M 0.01%
1,464,408
-214,043
-13% -$1.39M
ELUX
1235
DELISTED
AKTIEB. ELECTROLUX B ADR SPNSD
ELUX
$9.49M 0.01%
198,469
+10,183
+5% +$487K
NYT icon
1236
New York Times
NYT
$12.1B
$9.46M 0.01%
332,190
-7,117
-2% -$225K
LECO icon
1237
Lincoln Electric
LECO
$14.6B
$9.45M 0.01%
108,931
+12,305
+13% +$1.04M
IQI icon
1238
Invesco Quality Municipal Securities
IQI
$530M
$9.44M 0.01%
738,003
-67,324
-8% -$857K
MOG.A icon
1239
Moog Inc Class A
MOG.A
$13.2B
$9.42M 0.01%
116,100
+2,790
+2% +$237K
PODD icon
1240
Insulet
PODD
$11.6B
$9.4M 0.01%
56,978
+10,413
+22% +$1.46M
GCO icon
1241
Genesco
GCO
$432M
$9.37M 0.01%
234,230
-3,871
-2% -$149K
ITGR icon
1242
Integer Holdings
ITGR
$3.39B
$9.36M 0.01%
123,829
-11,843
-9% -$938K
CC icon
1243
Chemours
CC
$2.57B
$9.35M 0.01%
625,674
+337,725
+117% +$5.49M
TEX icon
1244
Terex
TEX
$7.75B
$9.34M 0.01%
359,567
+34,907
+11% +$960K
PHI icon
1245
PLDT
PHI
$4.33B
$9.33M 0.01%
424,176
-44,001
-9% -$984K
STOR
1246
DELISTED
STORE Capital Corporation
STOR
$9.3M 0.01%
248,629
+38,968
+19% +$1.4M
CLGX
1247
DELISTED
Corelogic, Inc.
CLGX
$9.3M 0.01%
200,954
+17,669
+10% +$812K
GLIBA
1248
DELISTED
GCI Liberty, Inc. Class A Common Stock (DE)
GLIBA
$9.28M 0.01%
149,439
+27,834
+23% +$1.72M
WWW icon
1249
Wolverine World Wide
WWW
$1.68B
$9.26M 0.01%
327,733
+30,783
+10% +$827K
WWD icon
1250
Woodward
WWD
$24.2B
$9.23M 0.01%
85,594
-6,328
-7% -$696K
48 49
50
51 52

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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.