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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
GSH
1301
DELISTED
Guangshen Railway Co. Ltd
GSH
$8.61M 0.01%
544,642
+309,308
+131% +$5.04M
AL
1302
DELISTED
Air Lease Corp
AL
$8.61M 0.01%
205,801
+30,279
+17% +$1.25M
GMAB icon
1303
Genmab
GMAB
$17.8B
$8.6M 0.01%
+424,473
New +$8.36M
MEDP icon
1304
Medpace
MEDP
$15.9B
$8.59M 0.01%
102,181
+22,846
+29% +$1.73M
NKTR icon
1305
Nektar Therapeutics
NKTR
$2.39B
$8.55M 0.01%
31,289
-410
-1% -$150K
NWN icon
1306
Northwest Natural Holdings
NWN
$2.18B
$8.55M 0.01%
119,817
+14,334
+14% +$1.02M
TCBI icon
1307
Texas Capital Bancshares
TCBI
$4.29B
$8.53M 0.01%
156,121
+1,863
+1% +$106K
WDR
1308
DELISTED
Waddell & Reed Financial, Inc.
WDR
$8.52M 0.01%
496,156
+16,274
+3% +$273K
DOOR
1309
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
$8.52M 0.01%
146,950
-7,821
-5% -$415K
FULT icon
1310
Fulton Financial
FULT
$4.73B
$8.5M 0.01%
525,372
+27,202
+5% +$443K
SJI
1311
DELISTED
South Jersey Industries, Inc.
SJI
$8.48M 0.01%
257,789
+8,813
+4% +$288K
EPR icon
1312
EPR Properties
EPR
$4.92B
$8.47M 0.01%
110,177
-125,129
-53% -$9.52M
HOPE icon
1313
Hope Bancorp
HOPE
$1.8B
$8.45M 0.01%
589,252
+60,339
+11% +$846K
BRC icon
1314
Brady Corp
BRC
$4.6B
$8.45M 0.01%
159,222
+6,687
+4% +$338K
DLX icon
1315
Deluxe
DLX
$1.25B
$8.41M 0.01%
171,101
+22,993
+16% +$1.02M
RVT icon
1316
Royce Value Trust
RVT
$2.22B
$8.41M 0.01%
611,288
+168,937
+38% +$2.32M
MNDT
1317
DELISTED
Mandiant, Inc. Common Stock
MNDT
$8.41M 0.01%
630,486
+50,694
+9% +$720K
AIN icon
1318
Albany International
AIN
$2.16B
$8.39M 0.01%
93,115
+16,865
+22% +$1.4M
MATX icon
1319
Matsons
MATX
$6.15B
$8.39M 0.01%
223,671
+9,168
+4% +$348K
AMN icon
1320
AMN Healthcare
AMN
$1.35B
$8.39M 0.01%
145,748
+14,890
+11% +$824K
INVX
1321
Innovex International
INVX
$1.79B
$8.39M 0.01%
167,119
+26,124
+19% +$1.27M
SRCL
1322
DELISTED
Stericycle Inc
SRCL
$8.38M 0.01%
164,501
+27,241
+20% +$1.27M
FLR icon
1323
Fluor
FLR
$6.89B
$8.36M 0.01%
436,781
-2,083
-0.5% -$49.7K
CTB
1324
DELISTED
Cooper Tire & Rubber Co.
CTB
$8.35M 0.01%
319,773
-16,094
-5% -$428K
CWT icon
1325
California Water Service
CWT
$3.14B
$8.34M 0.01%
157,498
+19,979
+15% +$1.07M
51 52
53
54 55

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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.