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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
SYKE
1501
DELISTED
SYKES Enterprises Inc
SYKE
$6.59M 0.01%
214,971
+17,956
+9% +$519K
JGH icon
1502
Nuveen Global High Income Fund
JGH
$351M
$6.58M 0.01%
422,735
+50,264
+13% +$771K
FSS icon
1503
Federal Signal
FSS
$7.19B
$6.55M 0.01%
200,122
+31,560
+19% +$938K
TUP
1504
DELISTED
Tupperware Brands Corporation
TUP
$6.54M 0.01%
412,079
-102,640
-20% -$1.58M
ESE icon
1505
ESCO Technologies
ESE
$8.18B
$6.54M 0.01%
82,148
+4,217
+5% +$335K
CALY
1506
Callaway Golf Company
CALY
$3.28B
$6.53M 0.01%
336,160
+17,494
+5% +$318K
RAMP icon
1507
LiveRamp
RAMP
$2.29B
$6.53M 0.01%
151,887
-4,791
-3% -$223K
PAC icon
1508
Grupo Aeroportuario del Pacifico
PAC
$12.9B
$6.52M 0.01%
67,505
-2,420
-3% -$236K
LZB icon
1509
La-Z-Boy
LZB
$1.65B
$6.51M 0.01%
193,799
+4,122
+2% +$132K
JHG
1510
DELISTED
Janus Henderson
JHG
$6.51M 0.01%
289,662
+73,377
+34% +$1.53M
LBTYA icon
1511
Liberty Global Class A
LBTYA
$3.49B
$6.5M 0.01%
262,832
-1,667
-0.6% -$44.5K
IWD icon
1512
iShares Russell 1000 Value ETF
IWD
$82.2B
$6.5M 0.01%
50,644
+12,486
+33% +$1.59M
MTOR
1513
DELISTED
MERITOR, Inc.
MTOR
$6.49M 0.01%
350,615
-14,204
-4% -$288K
SBNY
1514
DELISTED
Signature Bank
SBNY
$6.48M 0.01%
54,324
+5,181
+11% +$627K
WABC icon
1515
Westamerica Bancorp
WABC
$1.39B
$6.47M 0.01%
104,094
-4,278
-4% -$265K
DIOD icon
1516
Diodes
DIOD
$3.69B
$6.46M 0.01%
160,956
+5,402
+3% +$209K
SAH icon
1517
Sonic Automotive
SAH
$3.31B
$6.46M 0.01%
205,575
+22,179
+12% +$599K
WOLF icon
1518
Wolfspeed
WOLF
$1.14B
$6.46M 0.01%
131,767
+2,996
+2% +$163K
RWT
1519
Redwood Trust
RWT
$585M
$6.44M 0.01%
392,591
+26,879
+7% +$449K
VGR
1520
DELISTED
Vector Group Ltd.
VGR
$6.44M 0.01%
761,903
-454,627
-37% -$3.48M
PRAH
1521
DELISTED
PRA Health Sciences, Inc.
PRAH
$6.43M 0.01%
64,827
+6,920
+12% +$687K
PINS icon
1522
Pinterest
PINS
$13.6B
$6.43M 0.01%
243,071
-7,520
-3% -$225K
FN icon
1523
Fabrinet
FN
$16.1B
$6.42M 0.01%
122,813
-10,328
-8% -$541K
AA icon
1524
Alcoa
AA
$11.7B
$6.4M 0.01%
319,102
+95,363
+43% +$1.98M
FLOW
1525
DELISTED
SPX FLOW, Inc.
FLOW
$6.4M 0.01%
162,132
-4,385
-3% -$165K
59 60
61
62 63

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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.