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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
LM
726
DELISTED
Legg Mason, Inc.
LM
$22.6M 0.02%
592,887
-45,356
-7% -$1.72M
GWRE icon
727
Guidewire Software
GWRE
$12.4B
$22.6M 0.02%
214,800
+74,896
+54% +$7.55M
JBL icon
728
Jabil
JBL
$32.6B
$22.6M 0.02%
630,692
+33,399
+6% +$1.01M
SKX
729
DELISTED
Skechers
SKX
$22.5M 0.02%
603,597
-248,895
-29% -$8.54M
AVK
730
Advent Convertible and Income Fund
AVK
$543M
$22.4M 0.02%
1,577,366
+200,202
+15% +$2.86M
AFB
731
AllianceBernstein National Municipal Income Fund
AFB
$314M
$22.4M 0.02%
1,623,161
+73,126
+5% +$1,000K
AV
732
DELISTED
Aviva Plc
AV
$22.4M 0.02%
2,275,078
-549,582
-19% -$5.4M
ET icon
733
Energy Transfer Partners
ET
$68.5B
$22.4M 0.02%
1,708,867
+22,986
+1% +$320K
G icon
734
Genpact
G
$5.45B
$22.3M 0.02%
576,254
-16,999
-3% -$674K
WPC icon
735
W.P. Carey
WPC
$17B
$22.1M 0.02%
252,278
-47,197
-16% -$4.02M
EQC
736
DELISTED
Equity Commonwealth
EQC
$22.1M 0.02%
645,487
+28,317
+5% +$952K
ERIC icon
737
Ericsson
ERIC
$31.8B
$22.1M 0.02%
2,767,540
-338,265
-11% -$2.88M
EC icon
738
Ecopetrol
EC
$32.5B
$22M 0.02%
1,294,155
+25,906
+2% +$449K
POOL icon
739
Pool Corp
POOL
$6.73B
$22M 0.02%
109,018
+5,305
+5% +$1.02M
CHL
740
DELISTED
China Mobile Limited
CHL
$22M 0.02%
530,431
-54,985
-9% -$2.34M
IT icon
741
Gartner
IT
$9.87B
$21.9M 0.02%
153,124
+5,481
+4% +$797K
VEA icon
742
Vanguard FTSE Developed Markets ETF
VEA
$227B
$21.9M 0.02%
531,909
-10,470
-2% -$428K
HXL icon
743
Hexcel
HXL
$8.28B
$21.8M 0.02%
265,605
+7,793
+3% +$637K
MANH icon
744
Manhattan Associates
MANH
$9.42B
$21.7M 0.02%
268,732
+7,027
+3% +$563K
IFX
745
DELISTED
INFINEON TECH AG ADS(REP1 ORD)
IFX
$21.7M 0.02%
1,202,860
+275,828
+30% +$4.97M
TGNA
746
DELISTED
TEGNA Inc
TGNA
$21.6M 0.02%
1,393,566
+141,183
+11% +$2.13M
CPT icon
747
Camden Property Trust
CPT
$11.2B
$21.6M 0.02%
194,938
+5,649
+3% +$608K
SVC
748
Service Properties Trust
SVC
$1.08B
$21.6M 0.02%
167,628
+4,697
+3% +$581K
DISH
749
DELISTED
DISH Network Corp.
DISH
$21.6M 0.02%
632,634
-36,224
-5% -$1.3M
AU icon
750
AngloGold Ashanti
AU
$40.7B
$21.5M 0.02%
1,177,058
+113,690
+11% +$2.26M
28 29
30
31 32

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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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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.