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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
ISD
826
PGIM High Yield Bond Fund
ISD
$418M
$18.8M 0.02%
1,256,912
+68,397
+6% +$1,000K
CACI icon
827
CACI
CACI
$11B
$18.7M 0.02%
80,984
+9,264
+13% +$2M
RIG icon
828
Transocean
RIG
$5.84B
$18.7M 0.02%
4,179,664
+1,299,212
+45% +$6.89M
JD icon
829
JD.com
JD
$41.8B
$18.7M 0.02%
661,796
+105,792
+19% +$3.2M
BRX icon
830
Brixmor Property Group
BRX
$9.93B
$18.6M 0.02%
918,286
+72,021
+9% +$1.35M
ZD icon
831
Ziff Davis
ZD
$1.93B
$18.6M 0.02%
235,900
-6,014
-2% -$456K
ATR icon
832
AptarGroup
ATR
$8.51B
$18.6M 0.02%
157,242
+4,830
+3% +$584K
WF icon
833
Woori Financial
WF
$16.4B
$18.5M 0.02%
594,116
+30,116
+5% +$957K
TCF
834
DELISTED
TCF Financial Corporation Common Stock
TCF
$18.5M 0.02%
487,026
+334,761
+220% +$13.3M
TRP icon
835
TC Energy
TRP
$71.2B
$18.5M 0.01%
357,368
+45,555
+15% +$2.27M
MTN icon
836
Vail Resorts
MTN
$5.28B
$18.5M 0.01%
81,242
-8,755
-10% -$2.07M
MPWR icon
837
Monolithic Power Systems
MPWR
$65.8B
$18.4M 0.01%
118,478
+5,057
+4% +$756K
WEN icon
838
Wendy's
WEN
$1.39B
$18.4M 0.01%
921,217
-32,048
-3% -$639K
HZNP
839
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$18.4M 0.01%
675,516
-52,419
-7% -$1.36M
DISCK
840
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$18.4M 0.01%
746,947
-12,980
-2% -$351K
ODFL icon
841
Old Dominion Freight Line
ODFL
$47.2B
$18.3M 0.01%
323,769
+5,187
+2% +$281K
EEFT icon
842
Euronet Worldwide
EEFT
$3.01B
$18.3M 0.01%
124,849
-45,183
-27% -$6.99M
INDA icon
843
iShares MSCI India ETF
INDA
$6.77B
$18.3M 0.01%
543,831
+404
+0.1% +$13.3K
SCI icon
844
Service Corp International
SCI
$11.4B
$18.2M 0.01%
381,416
+3,301
+0.9% +$155K
BFAM icon
845
Bright Horizons
BFAM
$4.1B
$18M 0.01%
117,927
-2,191
-2% -$343K
FHI icon
846
Federated Hermes
FHI
$4.5B
$17.9M 0.01%
553,206
+52,374
+10% +$1.72M
ORAN
847
DELISTED
Orange
ORAN
$17.9M 0.01%
1,146,852
-123,005
-10% -$1.86M
ALB icon
848
Albemarle
ALB
$13.7B
$17.8M 0.01%
256,167
+17,434
+7% +$1.19M
VC icon
849
Visteon
VC
$2.82B
$17.8M 0.01%
215,305
+41,275
+24% +$2.75M
IDA icon
850
Idacorp
IDA
$8.2B
$17.8M 0.01%
157,565
+3,385
+2% +$361K
32 33
34
35 36

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AF
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MCM
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PSUF
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IA
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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.