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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
DVN icon
651
Devon Energy
DVN
$50.6B
$26.6M 0.02%
1,103,754
-205,208
-16% -$5.14M
FFIV icon
652
F5
FFIV
$22.5B
$26.4M 0.02%
188,248
+17,014
+10% +$2.35M
TTWO icon
653
Take-Two Interactive
TTWO
$44.7B
$26.4M 0.02%
210,654
+26,283
+14% +$3.28M
REG icon
654
Regency Centers
REG
$15.1B
$26.4M 0.02%
379,933
+38,674
+11% +$2.57M
LYV icon
655
Live Nation Entertainment
LYV
$41.7B
$26.3M 0.02%
396,201
+22,495
+6% +$1.57M
CPB icon
656
Campbell Soup
CPB
$6.7B
$26.2M 0.02%
559,239
+59,518
+12% +$2.57M
BMO icon
657
Bank of Montreal
BMO
$124B
$26.2M 0.02%
354,643
+7,260
+2% +$529K
FCN icon
658
FTI Consulting
FCN
$4.87B
$26.1M 0.02%
246,541
-30,039
-11% -$3.07M
SNA icon
659
Snap-on
SNA
$20.9B
$26.1M 0.02%
166,913
+3,231
+2% +$496K
PACW
660
DELISTED
PacWest Bancorp
PACW
$26.1M 0.02%
718,196
-104,141
-13% -$3.76M
PKX icon
661
POSCO
PKX
$16B
$26.1M 0.02%
552,975
+72,710
+15% +$3.41M
GLPI icon
662
Gaming and Leisure Properties
GLPI
$12.9B
$26M 0.02%
679,324
+53,750
+9% +$2.06M
B
663
Barrick Mining
B
$61.9B
$26M 0.02%
1,498,976
-52,814
-3% -$932K
POR icon
664
Portland General Electric
POR
$5.98B
$25.9M 0.02%
459,289
+14,698
+3% +$818K
LBRDK icon
665
Liberty Broadband Class C
LBRDK
$4.34B
$25.8M 0.02%
246,854
+66,351
+37% +$6.92M
CTRA
666
DELISTED
Coterra Energy
CTRA
$25.8M 0.02%
1,470,154
-212,388
-13% -$4.07M
BVN icon
667
Compañía de Minas Buenaventura
BVN
$7.86B
$25.8M 0.02%
1,696,509
+43,493
+3% +$674K
SIVB
668
DELISTED
SVB Financial Group
SIVB
$25.7M 0.02%
122,793
+3,429
+3% +$719K
SCM
669
DELISTED
SWISSCOM AG ADS(RP 1/10 REG SH
SCM
$25.6M 0.02%
519,697
+17,350
+3% +$855K
ING icon
670
ING
ING
$95.1B
$25.6M 0.02%
2,448,757
-652,909
-21% -$6.87M
CIB icon
671
Grupo Cibest SA
CIB
$20.7B
$25.5M 0.02%
515,254
+6,290
+1% +$317K
OHI icon
672
Omega Healthcare
OHI
$15.3B
$25.4M 0.02%
607,503
+36,951
+6% +$1.44M
XEC
673
DELISTED
CIMAREX ENERGY CO
XEC
$25.4M 0.02%
529,348
+264,027
+100% +$12.5M
AEL
674
DELISTED
American Equity Investment Life Holding Company
AEL
$25.2M 0.02%
1,043,312
+156,639
+18% +$3.79M
STLD icon
675
Steel Dynamics
STLD
$35.7B
$25.2M 0.02%
845,252
+107,127
+15% +$3.16M
25 26
27
28 29

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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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ACI
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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.