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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
QRVO icon
701
Qorvo
QRVO
$7.94B
$23.8M 0.02%
321,398
+33,010
+11% +$2.4M
PAGS icon
702
PagSeguro Digital
PAGS
$2.62B
$23.8M 0.02%
514,509
-84,140
-14% -$3.91M
Y
703
DELISTED
Alleghany Corp
Y
$23.8M 0.02%
29,822
+944
+3% +$695K
SPR
704
DELISTED
Spirit AeroSystems
SPR
$23.8M 0.02%
289,058
-35
-0% -$2.74K
SIX
705
DELISTED
Six Flags Entertainment Corp.
SIX
$23.7M 0.02%
466,206
+21,747
+5% +$1.18M
IFF icon
706
International Flavors & Fragrances
IFF
$19.6B
$23.7M 0.02%
192,877
-34,613
-15% -$4.42M
GAP
707
The Gap Inc
GAP
$7.05B
$23.6M 0.02%
1,358,403
+322,037
+31% +$5.72M
SUI icon
708
Sun Communities
SUI
$15B
$23.6M 0.02%
158,754
+9,333
+6% +$1.32M
HOLX
709
DELISTED
Hologic
HOLX
$23.5M 0.02%
466,170
+5,640
+1% +$278K
HAIN icon
710
Hain Celestial
HAIN
$46.2M
$23.5M 0.02%
1,092,250
+52,162
+5% +$1.09M
DKS icon
711
Dick's Sporting Goods
DKS
$18.3B
$23.3M 0.02%
569,734
+26,891
+5% +$969K
HE icon
712
Hawaiian Electric Industries
HE
$2.28B
$23.3M 0.02%
509,772
-42,664
-8% -$1.9M
CPA icon
713
Copa Holdings
CPA
$5.62B
$23.2M 0.02%
235,093
-16,319
-6% -$1.64M
ARW icon
714
Arrow Electronics
ARW
$11B
$23.1M 0.02%
310,193
+19,766
+7% +$1.4M
FNF icon
715
Fidelity National Financial
FNF
$14B
$23.1M 0.02%
541,612
-20,337
-4% -$846K
ICLR icon
716
Icon
ICLR
$13B
$23.1M 0.02%
156,800
+1,640
+1% +$252K
TNL icon
717
Travel + Leisure Co
TNL
$4.65B
$23.1M 0.02%
501,442
-7,121
-1% -$318K
WH icon
718
Wyndham Hotels & Resorts
WH
$5.6B
$23M 0.02%
444,707
+15,393
+4% +$841K
DRE
719
DELISTED
Duke Realty Corp.
DRE
$22.9M 0.02%
675,481
+34,225
+5% +$1.13M
GFI icon
720
Gold Fields
GFI
$29.6B
$22.9M 0.02%
4,650,025
+454,046
+11% +$2.47M
IRM icon
721
Iron Mountain
IRM
$37.9B
$22.8M 0.02%
704,670
+118,839
+20% +$3.73M
BBL
722
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$22.8M 0.02%
532,651
+31,030
+6% +$1.42M
KB icon
723
KB Financial Group
KB
$41.5B
$22.8M 0.02%
637,516
-57,344
-8% -$2.02M
RDY icon
724
Dr. Reddy's Laboratories
RDY
$9.86B
$22.7M 0.02%
2,995,580
-5,290
-0.2% -$39.3K
ON icon
725
ON Semiconductor
ON
$34.8B
$22.7M 0.02%
1,180,469
-59,991
-5% -$1.15M
27 28
29
30 31

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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.