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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
JWN
676
DELISTED
Nordstrom
JWN
$25.2M 0.02%
747,615
+205,145
+38% +$6.26M
IHG icon
677
InterContinental Hotels
IHG
$23.5B
$25.2M 0.02%
403,889
+9,126
+2% +$596K
ABEV icon
678
Ambev
ABEV
$47.4B
$25.1M 0.02%
5,440,495
+84,421
+2% +$404K
ALLE icon
679
Allegion
ALLE
$13.4B
$25.1M 0.02%
242,131
-2,300
-0.9% -$235K
ALSN icon
680
Allison Transmission
ALSN
$10.1B
$25.1M 0.02%
533,099
-17,578
-3% -$797K
ALK icon
681
Alaska Air
ALK
$5.3B
$24.9M 0.02%
383,395
+40,754
+12% +$2.57M
NAVI icon
682
Navient
NAVI
$809M
$24.9M 0.02%
1,942,048
+99,105
+5% +$1.32M
BBBY
683
DELISTED
Bed Bath & Beyond Inc
BBBY
$24.9M 0.02%
2,335,915
+320,917
+16% +$3.1M
NMR icon
684
Nomura Holdings
NMR
$28.6B
$24.8M 0.02%
5,839,120
+2,521,096
+76% +$9.58M
WPP icon
685
WPP
WPP
$4.21B
$24.8M 0.02%
396,420
+28
+0% +$1.67K
ANET icon
686
Arista Networks
ANET
$215B
$24.8M 0.02%
1,659,664
-346,768
-17% -$5.37M
TRI icon
687
Thomson Reuters
TRI
$42.7B
$24.8M 0.02%
351,618
+2,840
+0.8% +$202K
MFC icon
688
Manulife Financial
MFC
$73.2B
$24.8M 0.02%
1,348,369
-2,735
-0.2% -$48.3K
DPZ icon
689
Domino's
DPZ
$11.4B
$24.5M 0.02%
100,124
-9,627
-9% -$2.38M
SEIC icon
690
SEI Investments
SEIC
$12.2B
$24.4M 0.02%
412,167
+8,772
+2% +$507K
AMG icon
691
Affiliated Managers Group
AMG
$9.61B
$24.4M 0.02%
292,572
+24,247
+9% +$2.03M
PRGO icon
692
Perrigo
PRGO
$1.4B
$24.3M 0.02%
435,267
+42,040
+11% +$2.14M
THG icon
693
Hanover Insurance
THG
$7.68B
$24.1M 0.02%
177,583
+39,024
+28% +$5.12M
DXC icon
694
DXC Technology
DXC
$1.68B
$24.1M 0.02%
815,408
+63,145
+8% +$2.69M
RVTY icon
695
Revvity
RVTY
$12.1B
$24M 0.02%
282,151
+1,053
+0.4% +$92.1K
STE icon
696
Steris
STE
$21.3B
$24M 0.02%
166,173
+996
+0.6% +$149K
DVA icon
697
DaVita
DVA
$15.2B
$24M 0.02%
419,959
+34,040
+9% +$1.98M
NWE icon
698
NorthWestern Energy
NWE
$4.44B
$23.9M 0.02%
318,517
-5,564
-2% -$401K
CNO icon
699
CNO Financial Group
CNO
$4.96B
$23.9M 0.02%
1,506,666
-6,510
-0.4% -$103K
SHG icon
700
Shinhan Financial Group
SHG
$33.6B
$23.8M 0.02%
681,078
-68,990
-9% -$2.45M
26 27
28
29 30

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AF
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MCM
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PSUF
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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.