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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
CCK icon
576
Crown Holdings
CCK
$13B
$31.2M 0.03%
472,085
+59,666
+14% +$3.82M
IWM icon
577
iShares Russell 2000 ETF
IWM
$80.8B
$31M 0.03%
204,964
-2,878
-1% -$439K
RS icon
578
Reliance Steel & Aluminium
RS
$20.8B
$31M 0.03%
310,609
+45,163
+17% +$4.41M
URBN icon
579
Urban Outfitters
URBN
$6.14B
$30.9M 0.02%
1,099,822
+3,441
+0.3% +$80.3K
FLG
580
Flagstar Bank National Association
FLG
$5.78B
$30.8M 0.02%
818,648
+66,700
+9% +$2.3M
CSL icon
581
Carlisle Companies
CSL
$14B
$30.8M 0.02%
211,308
-589
-0.3% -$82.7K
UDR icon
582
UDR
UDR
$12.8B
$30.7M 0.02%
634,018
+28,292
+5% +$1.33M
UMPQ
583
DELISTED
Umpqua Holdings Corp
UMPQ
$30.6M 0.02%
1,860,024
+411,644
+28% +$6.77M
BPOP icon
584
Popular Inc
BPOP
$11B
$30.6M 0.02%
565,217
+23,727
+4% +$1.29M
JAZZ icon
585
Jazz Pharmaceuticals
JAZZ
$15.9B
$30.5M 0.02%
238,026
-8,862
-4% -$1.19M
CAJ
586
DELISTED
Canon, Inc.
CAJ
$30.5M 0.02%
1,140,580
-424,245
-27% -$11.6M
BKU icon
587
Bankunited
BKU
$3.4B
$30.4M 0.02%
904,660
+34,132
+4% +$1.11M
SAN icon
588
Banco Santander
SAN
$201B
$30.3M 0.02%
7,871,386
-4,291,249
-35% -$17M
WBD icon
589
Warner Bros
WBD
$63.6B
$30.3M 0.02%
1,136,632
-4,337
-0.4% -$126K
NFJ
590
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.42B
$30.3M 0.02%
2,476,427
+162,027
+7% +$2M
J icon
591
Jacobs Solutions
J
$15.8B
$30.1M 0.02%
398,264
+9,201
+2% +$658K
FL
592
DELISTED
Foot Locker
FL
$30.1M 0.02%
697,528
+58,393
+9% +$2.35M
OGE icon
593
OGE Energy
OGE
$10.3B
$30.1M 0.02%
663,093
-126,683
-16% -$5.49M
JNPR
594
DELISTED
Juniper Networks
JNPR
$30.1M 0.02%
1,214,889
-191,817
-14% -$4.82M
FDS icon
595
Factset
FDS
$9.16B
$29.8M 0.02%
122,518
-10,230
-8% -$2.84M
MAN icon
596
ManpowerGroup
MAN
$2.44B
$29.7M 0.02%
352,648
-13,768
-4% -$1.2M
CHE icon
597
Chemed
CHE
$6.78B
$29.7M 0.02%
71,023
+7,714
+12% +$3.15M
AOD
598
abrdn Total Dynamic Dividend Fund
AOD
$1.1B
$29.6M 0.02%
3,552,148
+359,788
+11% +$2.97M
CP icon
599
Canadian Pacific Kansas City
CP
$81.8B
$29.6M 0.02%
664,285
+7,775
+1% +$366K
PAA icon
600
Plains All American Pipeline
PAA
$17.2B
$29.5M 0.02%
1,422,635
+1,451
+0.1% +$32.8K
22 23
24
25 26

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MCM
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PSUF
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IA
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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.