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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
MGLN
851
DELISTED
Magellan Health Services, Inc.
MGLN
$17.8M 0.01%
285,832
+935
+0.3% +$62.3K
CBT icon
852
Cabot Corp
CBT
$4.61B
$17.7M 0.01%
390,885
+15,890
+4% +$685K
BOE icon
853
BlackRock Enhanced Global Dividend Trust
BOE
$661M
$17.7M 0.01%
1,697,715
+166,371
+11% +$1.73M
MOD icon
854
Modine Manufacturing
MOD
$12.2B
$17.7M 0.01%
1,553,908
+540,290
+53% +$6.41M
FLS icon
855
Flowserve
FLS
$9.29B
$17.7M 0.01%
378,207
-22,737
-6% -$1.07M
AVA icon
856
Avista
AVA
$3.43B
$17.6M 0.01%
364,230
+25,242
+7% +$1.17M
MYI icon
857
BlackRock MuniYield Quality Fund III
MYI
$713M
$17.6M 0.01%
1,298,707
+104,402
+9% +$1.4M
OKTA icon
858
Okta
OKTA
$23.9B
$17.6M 0.01%
178,455
+20,892
+13% +$2.61M
BBVA icon
859
Banco Bilbao Vizcaya Argentaria
BBVA
$147B
$17.6M 0.01%
3,377,731
-1,749,686
-34% -$8.97M
BWXT icon
860
BWX Technologies
BWXT
$16.2B
$17.5M 0.01%
306,218
+4,178
+1% +$233K
MSGS icon
861
Madison Square Garden
MSGS
$9.57B
$17.5M 0.01%
92,992
-51,010
-35% -$10M
UFS
862
DELISTED
DOMTAR CORPORATION (New)
UFS
$17.4M 0.01%
487,038
+21,901
+5% +$813K
UMC icon
863
United Microelectronic
UMC
$47.9B
$17.4M 0.01%
8,317,048
+259,763
+3% +$554K
SON icon
864
Sonoco
SON
$5.8B
$17.3M 0.01%
297,020
+2,387
+0.8% +$142K
PVH icon
865
PVH
PVH
$3.87B
$17.2M 0.01%
195,451
+33,924
+21% +$2.83M
TMX
866
DELISTED
Terminix Global Holdings, Inc.
TMX
$17.2M 0.01%
307,493
+7,492
+2% +$413K
AXTA icon
867
Axalta
AXTA
$7.22B
$17.2M 0.01%
569,958
+224,297
+65% +$6.62M
NVR icon
868
NVR
NVR
$16.9B
$17.1M 0.01%
4,595
-60
-1% -$211K
SPB icon
869
Spectrum Brands
SPB
$2.04B
$17.1M 0.01%
323,516
+36,073
+13% +$1.88M
BNL
870
DELISTED
BUNZL PLC ADS (RP 5 ORD SHS)
BNL
$16.9M 0.01%
648,638
-10,131
-2% -$265K
CIG icon
871
CEMIG Preferred Shares
CIG
$6.18B
$16.9M 0.01%
9,791,934
-692,170
-7% -$1.28M
AAN.A
872
DELISTED
The Aaron's Company Inc Class A
AAN.A
$16.9M 0.01%
263,049
+22,119
+9% +$1.42M
JJSF icon
873
J&J Snack Foods
JJSF
$1.46B
$16.9M 0.01%
87,877
+7,876
+10% +$1.43M
HOG icon
874
Harley-Davidson
HOG
$2.61B
$16.8M 0.01%
468,141
+10,106
+2% +$347K
GIL icon
875
Gildan
GIL
$9.38B
$16.8M 0.01%
472,871
-21,443
-4% -$806K
33 34
35
36 37

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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.