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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
BPL
801
DELISTED
Buckeye Partners, L.P.
BPL
$19.6M 0.02%
476,651
+164
+0% +$6.76K
PNR icon
802
Pentair
PNR
$10.2B
$19.6M 0.02%
517,892
-41,639
-7% -$1.55M
NTES icon
803
NetEase
NTES
$79.2B
$19.6M 0.02%
367,440
+5,930
+2% +$302K
DB icon
804
Deutsche Bank
DB
$67.9B
$19.5M 0.02%
2,602,948
+826,564
+47% +$6.29M
CMC icon
805
Commercial Metals
CMC
$7.53B
$19.5M 0.02%
1,121,570
+148,873
+15% +$2.55M
CY
806
DELISTED
Cypress Semiconductor
CY
$19.5M 0.02%
834,049
-137,206
-14% -$3.14M
EVV
807
Eaton Vance Limited Duration Income Fund
EVV
$1.05B
$19.5M 0.02%
1,556,112
+338,455
+28% +$4.25M
AGR
808
DELISTED
Avangrid, Inc.
AGR
$19.3M 0.02%
370,104
+78,794
+27% +$3.96M
PPC icon
809
Pilgrim's Pride
PPC
$6.94B
$19.3M 0.02%
602,791
+90,843
+18% +$2.64M
EFA icon
810
iShares MSCI EAFE ETF
EFA
$76.8B
$19.3M 0.02%
296,173
-18,715
-6% -$1.21M
FICO icon
811
Fair Isaac
FICO
$29.7B
$19.3M 0.02%
63,587
-3,758
-6% -$1.27M
S
812
DELISTED
Sprint Corporation
S
$19.3M 0.02%
3,126,150
+229,487
+8% +$1.58M
NXST icon
813
Nexstar Media Group
NXST
$5.67B
$19.3M 0.02%
188,181
+8,819
+5% +$892K
BHF icon
814
Brighthouse Financial
BHF
$3.63B
$19.2M 0.02%
475,543
-7,589
-2% -$283K
OZK icon
815
Bank OZK
OZK
$5.5B
$19.2M 0.02%
705,656
-11,455
-2% -$319K
RP
816
DELISTED
RealPage, Inc.
RP
$19.2M 0.02%
305,392
+140,809
+86% +$8.82M
ASH icon
817
Ashland
ASH
$3.04B
$19.2M 0.02%
249,139
+19,480
+8% +$1.48M
KUB
818
DELISTED
KUBOTA CORPORATION (ONE ADS REP 5 SHS COM)
KUB
$19.2M 0.02%
251,372
-7,001
-3% -$534K
KNBWY
819
DELISTED
KIRIN BREWERY LTD SPONSORED ADR
KNBWY
$19.2M 0.02%
901,667
-75,950
-8% -$1.61M
UAA icon
820
Under Armour
UAA
$3.02B
$19M 0.02%
952,516
-68,874
-7% -$1.52M
SLGN icon
821
Silgan Holdings
SLGN
$4.92B
$19M 0.02%
631,923
+32,836
+5% +$990K
GNTX icon
822
Gentex
GNTX
$4.88B
$18.9M 0.02%
688,190
+181,063
+36% +$4.79M
XPO icon
823
XPO
XPO
$24.4B
$18.9M 0.02%
765,369
+94,248
+14% +$2.18M
NSANY
824
DELISTED
NISSAN MOTOR CO LTD SPONS ADR
NSANY
$18.9M 0.02%
1,514,314
+522,860
+53% +$6.53M
FRT icon
825
Federal Realty Investment Trust
FRT
$11B
$18.9M 0.02%
138,498
+3,958
+3% +$522K
31 32
33
34 35

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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.