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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
KW
1726
DELISTED
Kennedy-Wilson Holdings
KW
$4.8M ﹤0.01%
219,154
+24,307
+12% +$518K
SEMG
1727
DELISTED
SEMGROUP CORPORATION
SEMG
$4.79M ﹤0.01%
293,130
-261,564
-47% -$3.05M
CBPO
1728
DELISTED
China Biologic Products Holdings, Inc.
CBPO
$4.78M ﹤0.01%
41,745
-2,200
-5% -$219K
SHI
1729
DELISTED
Sinopec Shanghai Petrochemical Co., Ltd.
SHI
$4.77M ﹤0.01%
163,157
+51,841
+47% +$1.7M
WLK icon
1730
Westlake Corp
WLK
$9.14B
$4.76M ﹤0.01%
72,733
-9,481
-12% -$610K
DMB
1731
BNY Mellon Municipal Bond Infrastructure Fund
DMB
$196M
$4.75M ﹤0.01%
333,795
-63,062
-16% -$889K
CVBF icon
1732
CVB Financial
CVBF
$4.02B
$4.71M ﹤0.01%
225,770
+12,545
+6% +$262K
GBX icon
1733
The Greenbrier Companies
GBX
$1.58B
$4.71M ﹤0.01%
156,418
+10,741
+7% +$290K
AIR icon
1734
AAR Corp
AIR
$5.42B
$4.71M ﹤0.01%
114,170
+5,242
+5% +$220K
GMS
1735
DELISTED
GMS Inc
GMS
$4.7M ﹤0.01%
163,646
+38,259
+31% +$937K
LRN icon
1736
Stride
LRN
$4.11B
$4.69M ﹤0.01%
177,720
-10,530
-6% -$302K
GEF icon
1737
Greif
GEF
$4.84B
$4.68M ﹤0.01%
123,655
-79,484
-39% -$2.77M
WNS
1738
DELISTED
WNS Holdings
WNS
$4.68M ﹤0.01%
79,605
-628
-0.8% -$38.3K
CVGW
1739
DELISTED
Calavo Growers
CVGW
$4.66M ﹤0.01%
48,983
+2,906
+6% +$267K
HTHT icon
1740
Huazhu Hotels Group
HTHT
$13.4B
$4.66M ﹤0.01%
141,157
+12,548
+10% +$423K
YELP icon
1741
Yelp
YELP
$1.52B
$4.65M ﹤0.01%
133,705
+8,126
+6% +$281K
UMBF icon
1742
UMB Financial
UMBF
$11.1B
$4.64M ﹤0.01%
71,890
-859
-1% -$55.5K
SMP icon
1743
Standard Motor Products
SMP
$904M
$4.64M ﹤0.01%
95,621
+33,576
+54% +$1.54M
BRKL
1744
DELISTED
Brookline Bancorp
BRKL
$4.64M ﹤0.01%
315,036
-7,321
-2% -$106K
HLX icon
1745
Helix Energy Solutions
HLX
$1.32B
$4.63M ﹤0.01%
574,846
-9,360
-2% -$75.6K
CUB
1746
DELISTED
Cubic Corporation
CUB
$4.61M ﹤0.01%
65,491
+14,275
+28% +$978K
TNET icon
1747
TriNet
TNET
$3.29B
$4.61M ﹤0.01%
74,143
-25,419
-26% -$1.73M
CVSA
1748
Covista Inc
CVSA
$4.48B
$4.6M ﹤0.01%
120,876
-12,332
-9% -$554K
SEDG icon
1749
SolarEdge
SEDG
$2.39B
$4.6M ﹤0.01%
54,984
+2,716
+5% +$202K
PTR
1750
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
$4.6M ﹤0.01%
90,509
+26,012
+40% +$1.35M
68 69
70
71 72

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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.