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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
RDN icon
776
Radian Group
RDN
$5.18B
$20.5M 0.02%
896,116
+229,979
+35% +$5.31M
AVT icon
777
Avnet
AVT
$7.25B
$20.5M 0.02%
459,804
-14,834
-3% -$641K
SDX
778
DELISTED
SODEXHO ALLIANCE SA ADS (REP 1 COM SHR)
SDX
$20.4M 0.02%
918,860
+14,255
+2% +$317K
DHC
779
Diversified Healthcare Trust
DHC
$2.28B
$20.4M 0.02%
2,207,726
+48,536
+2% +$419K
JBLU icon
780
JetBlue
JBLU
$2.02B
$20.4M 0.02%
1,217,927
+241,519
+25% +$4.38M
WAB icon
781
Wabtec
WAB
$50.8B
$20.4M 0.02%
283,777
+95,038
+50% +$6.76M
FHN icon
782
First Horizon
FHN
$12.1B
$20.3M 0.02%
1,255,709
+118,835
+10% +$1.88M
NOK icon
783
Nokia
NOK
$51.8B
$20.3M 0.02%
4,011,327
+325,014
+9% +$1.68M
JHX icon
784
James Hardie Industries
JHX
$15.5B
$20.3M 0.02%
1,207,310
+98,026
+9% +$1.44M
NWSA icon
785
News Corp Class A
NWSA
$14.8B
$20.3M 0.02%
1,457,450
+207,665
+17% +$2.84M
TPR icon
786
Tapestry
TPR
$29.8B
$20.2M 0.02%
774,225
+40,108
+5% +$1.06M
CXO
787
DELISTED
CONCHO RESOURCES INC.
CXO
$20.2M 0.02%
296,809
-3,683
-1% -$300K
SC
788
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$20.1M 0.02%
788,925
-94,182
-11% -$2.45M
PAYC icon
789
Paycom
PAYC
$7.05B
$20.1M 0.02%
96,063
+2,207
+2% +$516K
TV icon
790
Televisa
TV
$1.48B
$20.1M 0.02%
2,055,951
-5,212
-0.3% -$47.1K
MAC icon
791
Macerich
MAC
$7.41B
$20.1M 0.02%
636,100
+359,807
+130% +$11.4M
DOCU
792
DocuSign
DOCU
$10.1B
$20.1M 0.02%
324,258
+280,647
+644% +$14.7M
ORI icon
793
Old Republic International
ORI
$10.5B
$20.1M 0.02%
851,313
+37,441
+5% +$855K
FOXA icon
794
Fox Class A
FOXA
$23.8B
$20M 0.02%
634,093
-15,411
-2% -$533K
FLIR
795
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$20M 0.02%
379,954
-176,583
-32% -$9.01M
THS
796
DELISTED
Treehouse Foods
THS
$20M 0.02%
360,165
+18,160
+5% +$995K
STLA icon
797
Stellantis
STLA
$16.5B
$20M 0.02%
1,542,003
+167,294
+12% +$2.24M
JLL icon
798
Jones Lang LaSalle
JLL
$15.5B
$19.8M 0.02%
142,683
+5,751
+4% +$797K
LNG icon
799
Cheniere Energy
LNG
$53.6B
$19.7M 0.02%
311,819
-11,952
-4% -$766K
LEG icon
800
Leggett & Platt
LEG
$1.5B
$19.6M 0.02%
478,571
+53,297
+13% +$2.09M
30 31
32
33 34

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AF
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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.