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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
ENPH icon
2126
Enphase Energy
ENPH
$4.78B
$2.52M ﹤0.01%
113,350
-8,469
-7% -$217K
WSBF icon
2127
Waterstone Financial
WSBF
$370M
$2.52M ﹤0.01%
146,683
-10,490
-7% -$177K
TRTX
2128
TPG RE Finance Trust
TRTX
$632M
$2.52M ﹤0.01%
126,815
+4,476
+4% +$88.3K
TRTN
2129
DELISTED
Triton International Limited
TRTN
$2.52M ﹤0.01%
74,353
-2,713
-4% -$88.6K
CKH
2130
DELISTED
Seacor Holdings Inc.
CKH
$2.52M ﹤0.01%
53,443
-1,128
-2% -$53.4K
FFIC
2131
DELISTED
Flushing Financial
FFIC
$2.51M ﹤0.01%
124,380
-21,408
-15% -$437K
VRTU
2132
DELISTED
Virtusa Corporation
VRTU
$2.51M ﹤0.01%
69,774
+18,591
+36% +$746K
AERI
2133
DELISTED
Aerie Pharmaceuticals
AERI
$2.51M ﹤0.01%
130,433
+61,189
+88% +$1.4M
HASI icon
2134
Hannon Armstrong Sustainable Infrastructure Capital
HASI
$4.83B
$2.51M ﹤0.01%
85,986
-37,988
-31% -$1.06M
JOBS
2135
DELISTED
51job Inc
JOBS
$2.5M ﹤0.01%
33,836
+346
+1% +$25.2K
GGAL icon
2136
Galicia Financial Group
GGAL
$7.82B
$2.49M ﹤0.01%
191,292
+58,209
+44% +$1.37M
SCSC icon
2137
Scansource
SCSC
$1.18B
$2.48M ﹤0.01%
81,333
-5,677
-7% -$177K
LBRDA icon
2138
Liberty Broadband Class A
LBRDA
$4.85B
$2.48M ﹤0.01%
23,743
+978
+4% +$101K
KEM
2139
DELISTED
KEMET Corporation
KEM
$2.48M ﹤0.01%
136,251
+1,227
+0.9% +$23.2K
CUBI icon
2140
Customers Bancorp
CUBI
$2.67B
$2.47M ﹤0.01%
119,242
+7,718
+7% +$153K
ALG icon
2141
Alamo Group
ALG
$1.92B
$2.47M ﹤0.01%
20,998
+3,692
+21% +$399K
SCHX icon
2142
Schwab US Large- Cap ETF
SCHX
$70.8B
$2.46M ﹤0.01%
208,542
-38,106
-15% -$449K
NOMD icon
2143
Nomad Foods
NOMD
$1.76B
$2.45M ﹤0.01%
119,716
+36,410
+44% +$776K
PRSU
2144
Pursuit Attractions and Hospitality Inc
PRSU
$1.45B
$2.45M ﹤0.01%
36,465
+4,954
+16% +$333K
EFV icon
2145
iShares MSCI EAFE Value ETF
EFV
$28.3B
$2.45M ﹤0.01%
51,688
-13,595
-21% -$634K
WSR
2146
DELISTED
Whitestone REIT
WSR
$2.45M ﹤0.01%
177,789
+8,944
+5% +$115K
NSLR
2147
Neostellar Capital Corp
NSLR
$260M
$2.44M ﹤0.01%
466,005
+233
+0.1% +$1.26K
AMWD
2148
DELISTED
American Woodmark
AMWD
$2.44M ﹤0.01%
27,428
-988
-3% -$81.6K
MCHB
2149
Mechanics Bancorp
MCHB
$3.58B
$2.44M ﹤0.01%
89,156
+15,883
+22% +$441K
TWOU
2150
DELISTED
2U Inc
TWOU
$2.43M ﹤0.01%
4,974
+2,419
+95% +$1.74M
84 85
86
87 88

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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.