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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
MTZ icon
951
MasTec
MTZ
$26.6B
$14.4M 0.01%
221,772
+44,336
+25% +$2.59M
ALE
952
DELISTED
Allete
ALE
$14.4M 0.01%
164,346
+12,757
+8% +$1.1M
HLF icon
953
Herbalife
HLF
$1.26B
$14.3M 0.01%
379,008
+32,017
+9% +$1.25M
LPL icon
954
LG Display
LPL
$3.14B
$14.3M 0.01%
2,409,677
+914,437
+61% +$5.63M
NNN icon
955
NNN REIT
NNN
$9.36B
$14.3M 0.01%
253,864
+16,057
+7% +$873K
CASY icon
956
Casey's General Stores
CASY
$31.6B
$14.3M 0.01%
88,449
-9,115
-9% -$1.5M
BOH icon
957
Bank of Hawaii
BOH
$3.17B
$14.3M 0.01%
165,842
-46,668
-22% -$3.88M
VMW
958
DELISTED
VMware, Inc
VMW
$14.2M 0.01%
94,865
-60,946
-39% -$9.59M
RL icon
959
Ralph Lauren
RL
$22.6B
$14.2M 0.01%
149,072
-49,522
-25% -$4.9M
PBH icon
960
Prestige Consumer Healthcare
PBH
$2.39B
$14.2M 0.01%
409,359
+47,672
+13% +$1.57M
SR icon
961
Spire
SR
$4.87B
$14.2M 0.01%
162,397
+10,122
+7% +$853K
SCO
962
DELISTED
SCOR ADS (ORD 1/10 SH FRF 25 P.V.)
SCO
$14.2M 0.01%
3,479,707
+160,116
+5% +$652K
EHI
963
Western Asset Global High Income Fund
EHI
$175M
$14.2M 0.01%
1,425,519
+24,810
+2% +$245K
TWO
964
Two Harbors Investment
TWO
$1.27B
$14.1M 0.01%
269,234
+53,660
+25% +$2.83M
ASX icon
965
ASE Group
ASX
$80.2B
$14.1M 0.01%
3,169,738
+580,239
+22% +$2.55M
SIRI icon
966
SiriusXM
SIRI
$10.5B
$14.1M 0.01%
225,855
+25,897
+13% +$1.59M
NTR icon
967
Nutrien
NTR
$32.4B
$14.1M 0.01%
283,079
+56,996
+25% +$2.91M
OPLN
968
Openlane
OPLN
$4.25B
$14.1M 0.01%
575,112
-22,091
-4% -$566K
RPM icon
969
RPM International
RPM
$13.8B
$14.1M 0.01%
204,885
-64,395
-24% -$4.27M
HYT icon
970
BlackRock Corporate High Yield Fund
HYT
$1.35B
$14.1M 0.01%
1,311,378
+67,891
+5% +$722K
CABO icon
971
Cable One
CABO
$224M
$14.1M 0.01%
11,220
+150
+1% +$186K
LBTYK icon
972
Liberty Global Class C
LBTYK
$3.27B
$14.1M 0.01%
591,695
+137,950
+30% +$3.59M
SGEN
973
DELISTED
Seagen Inc. Common Stock
SGEN
$14M 0.01%
164,099
+2,803
+2% +$205K
IPGP icon
974
IPG Photonics
IPGP
$3.81B
$14M 0.01%
103,332
-15,899
-13% -$2.11M
MIC
975
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$14M 0.01%
354,099
-33,599
-9% -$1.33M
37 38
39
40 41

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AF
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MCM
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PSUF
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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.