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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
MFA
601
MFA Financial
MFA
$935M
$29.5M 0.02%
1,002,206
-28,782
-3% -$838K
TDY icon
602
Teledyne Technologies
TDY
$30B
$29.5M 0.02%
91,624
+1,888
+2% +$564K
MDY icon
603
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.7B
$29.5M 0.02%
83,621
+968
+1% +$339K
AOS icon
604
A.O. Smith
AOS
$8.63B
$29.4M 0.02%
616,927
+63,709
+12% +$2.95M
KT icon
605
KT
KT
$8.93B
$29.4M 0.02%
2,595,294
-16,140
-0.6% -$186K
ALXN
606
DELISTED
Alexion Pharmaceuticals
ALXN
$29.1M 0.02%
297,513
-56,498
-16% -$6.37M
COO icon
607
Cooper Companies
COO
$13.9B
$29M 0.02%
389,944
+3,008
+0.8% +$243K
BCS icon
608
Barclays
BCS
$95.9B
$28.9M 0.02%
3,934,710
-934,982
-19% -$6.76M
SEE
609
DELISTED
Sealed Air
SEE
$28.8M 0.02%
693,168
+47,354
+7% +$2.01M
FBIN icon
610
Fortune Brands Innovations
FBIN
$6.15B
$28.7M 0.02%
614,544
+26,560
+5% +$1.21M
LSXMK
611
DELISTED
Liberty Media Corporation Series C Liberty SiriusXM Common Stock
LSXMK
$28.7M 0.02%
898,375
+3,784
+0.4% +$118K
TECD
612
DELISTED
Tech Data Corp
TECD
$28.7M 0.02%
274,981
-3,896
-1% -$380K
BIO icon
613
Bio-Rad Laboratories Class A
BIO
$8.53B
$28.7M 0.02%
86,124
+3,627
+4% +$1.18M
TER icon
614
Teradyne
TER
$50.7B
$28.6M 0.02%
493,691
-29,827
-6% -$1.58M
AMCR icon
615
Amcor
AMCR
$20.9B
$28.5M 0.02%
585,392
-292,409
-33% -$15.1M
COTY icon
616
Coty
COTY
$2.37B
$28.5M 0.02%
2,710,824
-457,723
-14% -$4.75M
WYNN icon
617
Wynn Resorts
WYNN
$10.3B
$28.5M 0.02%
261,753
-362
-0.1% -$43.1K
VE
618
DELISTED
VEOLIA ENVIRONNEMENT
VE
$28.4M 0.02%
1,121,730
+50,510
+5% +$1.28M
NLSN
619
DELISTED
Nielsen Holdings plc
NLSN
$28.2M 0.02%
1,328,849
-122,178
-8% -$2.7M
LKQ icon
620
LKQ Corp
LKQ
$6.69B
$28.2M 0.02%
896,516
+76,574
+9% +$2.1M
E icon
621
ENI
E
$74.1B
$28.2M 0.02%
924,298
+57,246
+7% +$1.77M
BURL icon
622
Burlington
BURL
$22.3B
$28.1M 0.02%
140,843
+7,826
+6% +$1.44M
IWB icon
623
iShares Russell 1000 ETF
IWB
$47.7B
$28.1M 0.02%
170,932
-130,258
-43% -$21.4M
NLY icon
624
Annaly Capital Management
NLY
$17.1B
$28.1M 0.02%
798,866
-17,869
-2% -$644K
STWD icon
625
Starwood Property Trust
STWD
$6.19B
$28.1M 0.02%
1,159,178
+67,655
+6% +$1.6M
23 24
25
26 27

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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.