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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
HRL icon
501
Hormel Foods
HRL
$13.9B
$37.9M 0.03%
865,970
+144,406
+20% +$6.06M
MPLX icon
502
MPLX
MPLX
$59.5B
$37.8M 0.03%
1,349,983
+387,355
+40% +$11.4M
EMLC icon
503
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$4.74B
$37.5M 0.03%
1,137,134
+17,998
+2% +$609K
NBIS
504
Nebius Group N.V.
NBIS
$47.7B
$37.3M 0.03%
1,066,663
-54,868
-5% -$2.07M
RJF icon
505
Raymond James Financial
RJF
$32.5B
$37M 0.03%
673,695
+22,963
+4% +$1.25M
CBOE icon
506
Cboe Global Markets
CBOE
$29.8B
$36.8M 0.03%
320,305
+19,026
+6% +$2.2M
NICE icon
507
Nice
NICE
$5.29B
$36.8M 0.03%
255,853
+2,951
+1% +$441K
HAS icon
508
Hasbro
HAS
$12.6B
$36.7M 0.03%
309,531
+25,069
+9% +$2.86M
AIZ icon
509
Assurant
AIZ
$13.7B
$36.7M 0.03%
291,640
-3,636
-1% -$431K
ENB icon
510
Enbridge
ENB
$124B
$36.6M 0.03%
1,042,947
-11,117
-1% -$384K
MMP
511
DELISTED
Magellan Midstream Partners, L.P.
MMP
$36.5M 0.03%
550,411
-16
-0% -$1.05K
EEM icon
512
iShares MSCI Emerging Markets ETF
EEM
$28B
$36.5M 0.03%
892,442
-6,519
-0.7% -$269K
AJG icon
513
Arthur J. Gallagher & Co
AJG
$63.7B
$36.2M 0.03%
404,695
+16,583
+4% +$1.49M
MRVL icon
514
Marvell Technology
MRVL
$174B
$36.2M 0.03%
1,450,819
+65,730
+5% +$1.65M
HUN icon
515
Huntsman Corp
HUN
$2.24B
$36.1M 0.03%
1,553,748
+339,153
+28% +$7M
FANG icon
516
Diamondback Energy
FANG
$57.6B
$36M 0.03%
400,524
-80,286
-17% -$7.98M
XRX icon
517
Xerox
XRX
$337M
$36M 0.03%
1,202,051
-189,627
-14% -$5.94M
MIDD icon
518
Middleby
MIDD
$6.05B
$35.9M 0.03%
307,108
-62,676
-17% -$7.69M
ETFC
519
DELISTED
E*Trade Financial Corporation
ETFC
$35.9M 0.03%
821,141
+38,996
+5% +$1.73M
BG icon
520
Bunge Global
BG
$23.6B
$35.9M 0.03%
633,553
+7,631
+1% +$426K
CHKP icon
521
Check Point Software Technologies
CHKP
$13.3B
$35.9M 0.03%
327,451
+21,735
+7% +$2.42M
MKTX icon
522
MarketAxess Holdings
MKTX
$4.15B
$35.8M 0.03%
109,249
+1,788
+2% +$640K
NCLH icon
523
Norwegian Cruise Line
NCLH
$8.89B
$35.8M 0.03%
690,922
+46,889
+7% +$2.38M
ALC icon
524
Alcon
ALC
$33.1B
$35.7M 0.03%
613,008
+76,129
+14% +$4.57M
FNB icon
525
FNB Corp
FNB
$6.78B
$35.6M 0.03%
3,089,863
+209,494
+7% +$2.37M
19 20
21
22 23

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MCM
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PSUF
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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.