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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
IJR icon
1426
iShares Core S&P Small-Cap ETF
IJR
$110B
$7.29M 0.01%
93,679
-9,280
-9% -$719K
FUL icon
1427
H.B. Fuller
FUL
$3.07B
$7.27M 0.01%
156,219
+15,265
+11% +$698K
HQY icon
1428
HealthEquity
HQY
$8.46B
$7.27M 0.01%
127,274
+24,611
+24% +$1.63M
CVA
1429
DELISTED
Covanta Holding Corporation
CVA
$7.26M 0.01%
419,715
+13,441
+3% +$232K
FOXF icon
1430
Fox Factory Holding Corp
FOXF
$801M
$7.25M 0.01%
116,529
-697
-0.6% -$51.8K
WAL icon
1431
Western Alliance Bancorporation
WAL
$9.13B
$7.25M 0.01%
157,273
+7,241
+5% +$327K
ADAM
1432
Adamas Trust
ADAM
$783M
$7.23M 0.01%
296,852
+21,118
+8% +$520K
EGBN icon
1433
Eagle Bancorp
EGBN
$866M
$7.23M 0.01%
161,995
+13,870
+9% +$606K
WTFC icon
1434
Wintrust Financial
WTFC
$10.9B
$7.22M 0.01%
111,747
-8,147
-7% -$540K
SUM
1435
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
$7.22M 0.01%
330,590
+20,850
+7% +$412K
ZTO icon
1436
ZTO Express
ZTO
$18.2B
$7.2M 0.01%
337,312
+131,843
+64% +$2.65M
CTLT
1437
DELISTED
CATALENT, INC.
CTLT
$7.19M 0.01%
150,767
-11,878
-7% -$638K
OII icon
1438
Oceaneering
OII
$4.78B
$7.16M 0.01%
528,066
+18,481
+4% +$280K
SNP
1439
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
$7.15M 0.01%
121,868
+27,631
+29% +$1.71M
ICUI icon
1440
ICU Medical
ICUI
$4.14B
$7.15M 0.01%
44,777
+15,275
+52% +$3.04M
CNX icon
1441
CNX Resources
CNX
$4.84B
$7.14M 0.01%
984,106
+146,937
+18% +$1.1M
GBCI icon
1442
Glacier Bancorp
GBCI
$6.45B
$7.13M 0.01%
176,213
+9,963
+6% +$398K
CSOD
1443
DELISTED
Cornerstone OnDemand, Inc.
CSOD
$7.1M 0.01%
129,585
+22,001
+20% +$1.23M
H icon
1444
Hyatt Hotels
H
$17.8B
$7.09M 0.01%
96,284
+185
+0.2% +$14K
TRNO icon
1445
Terreno Realty
TRNO
$7.72B
$7.08M 0.01%
138,639
+266
+0.2% +$13.3K
CORE
1446
DELISTED
Core Mark Holding Co., Inc.
CORE
$7.08M 0.01%
220,453
+20,185
+10% +$702K
ELAN icon
1447
Elanco Animal Health
ELAN
$12.7B
$7.08M 0.01%
266,236
-92,296
-26% -$2.77M
PBR.A icon
1448
Petrobras Class A
PBR.A
$104B
$7.07M 0.01%
537,740
+12,472
+2% +$166K
REXR icon
1449
Rexford Industrial Realty
REXR
$8.64B
$7.07M 0.01%
160,499
+3,161
+2% +$135K
TRMK icon
1450
Trustmark
TRMK
$2.74B
$7.06M 0.01%
207,087
-20,341
-9% -$685K
56 57
58
59 60

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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.