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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
AVNS icon
2001
Avanos Medical
AVNS
$3.14M ﹤0.01%
83,907
-11,535
-12% -$440K
CJ
2002
DELISTED
C&J Energy Services, Inc.
CJ
$3.14M ﹤0.01%
292,829
+135,236
+86% +$1.4M
RBA icon
2003
RB Global
RBA
$21.5B
$3.14M ﹤0.01%
78,676
-8,066
-9% -$300K
WIRE
2004
DELISTED
Encore Wire Corp
WIRE
$3.14M ﹤0.01%
55,759
-1,452
-3% -$80.5K
ROCK icon
2005
Gibraltar Industries
ROCK
$1.28B
$3.14M ﹤0.01%
68,291
+5,297
+8% +$222K
SNR
2006
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
$3.13M ﹤0.01%
469,345
-3,076
-0.7% -$20.4K
PLAB icon
2007
Photronics
PLAB
$1.65B
$3.13M ﹤0.01%
287,909
+34,686
+14% +$335K
AUB icon
2008
Atlantic Union Bankshares
AUB
$6.05B
$3.13M ﹤0.01%
84,014
+1,186
+1% +$43.4K
CHA
2009
DELISTED
China Telecom Corporation, LTD
CHA
$3.12M ﹤0.01%
68,506
-107
-0.2% -$4.92K
WLH
2010
DELISTED
WILLIAM LYON HOMES
WLH
$3.12M ﹤0.01%
153,306
-1,783
-1% -$33.3K
HPP
2011
Hudson Pacific Properties
HPP
$758M
$3.12M ﹤0.01%
13,308
+906
+7% +$216K
IGIB icon
2012
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.5B
$3.11M ﹤0.01%
53,644
– –
AMPH icon
2013
Amphastar Pharmaceuticals
AMPH
$907M
$3.11M ﹤0.01%
156,648
-15,008
-9% -$313K
BCC icon
2014
Boise Cascade
BCC
$2.73B
$3.1M ﹤0.01%
95,188
+7,166
+8% +$210K
RGP icon
2015
Resources Connection
RGP
$140M
$3.1M ﹤0.01%
182,514
-11,064
-6% -$186K
DNOW icon
2016
DNOW Inc
DNOW
$2.44B
$3.1M ﹤0.01%
269,836
-26,662
-9% -$329K
LADR
2017
Ladder Capital
LADR
$1.24B
$3.1M ﹤0.01%
179,205
-565
-0.3% -$9.56K
GDS icon
2018
GDS Holdings
GDS
$5.93B
$3.09M ﹤0.01%
77,203
+9,907
+15% +$399K
EWT icon
2019
iShares MSCI Taiwan ETF
EWT
$9.13B
$3.09M ﹤0.01%
85,072
-8,987
-10% -$317K
IIPR icon
2020
Innovative Industrial Properties
IIPR
$1.77B
$3.09M ﹤0.01%
33,459
+5,897
+21% +$621K
BFS
2021
Saul Centers
BFS
$858M
$3.09M ﹤0.01%
56,665
+6,842
+14% +$365K
TY icon
2022
TRI-Continental Corp
TY
$1.84B
$3.09M ﹤0.01%
113,246
+47,449
+72% +$1.28M
PIPR icon
2023
Piper Sandler
PIPR
$4.99B
$3.08M ﹤0.01%
163,040
-11,416
-7% -$213K
WIFI
2024
DELISTED
Boingo Wireless, Inc.
WIFI
$3.07M ﹤0.01%
276,809
+81,737
+42% +$1.15M
ZUMZ icon
2025
Zumiez
ZUMZ
$330M
$3.07M ﹤0.01%
96,900
-1,108
-1% -$29.2K
79 80
81
82 83

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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.