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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
VG
1051
DELISTED
Vonage Holdings Corporation
VG
$12.5M 0.01%
1,104,609
+40,882
+4% +$519K
WCC
1052
WESCO International
WCC
$16.5B
$12.5M 0.01%
260,874
+74,524
+40% +$3.51M
OMCL icon
1053
Omnicell
OMCL
$1.89B
$12.4M 0.01%
172,202
-3,593
-2% -$264K
TRN icon
1054
Trinity Industries
TRN
$2.95B
$12.4M 0.01%
630,725
+77,373
+14% +$1.46M
ABG icon
1055
Asbury Automotive
ABG
$4.22B
$12.4M 0.01%
121,275
-2,590
-2% -$239K
MAT icon
1056
Mattel
MAT
$4.3B
$12.4M 0.01%
1,087,905
-102,038
-9% -$1.17M
INVH icon
1057
Invitation Homes
INVH
$17.6B
$12.4M 0.01%
418,284
+59,232
+16% +$1.67M
SQM icon
1058
Sociedad Química y Minera de Chile
SQM
$19.6B
$12.4M 0.01%
445,166
+16,772
+4% +$463K
FLO icon
1059
Flowers Foods
FLO
$1.62B
$12.4M 0.01%
534,576
-34,471
-6% -$798K
SBS icon
1060
Sabesp
SBS
$19.9B
$12.4M 0.01%
5,365,800
-386,538
-7% -$974K
AXS icon
1061
AXIS Capital
AXS
$8.63B
$12.3M 0.01%
184,915
+33,019
+22% +$2.09M
SWX icon
1062
Southwest Gas
SWX
$6.66B
$12.3M 0.01%
135,384
+3,730
+3% +$335K
DCI icon
1063
Donaldson
DCI
$10.8B
$12.3M 0.01%
236,086
+12,660
+6% +$627K
CAKE icon
1064
Cheesecake Factory
CAKE
$4.32B
$12.3M 0.01%
294,600
+87,620
+42% +$3.6M
KEX icon
1065
Kirby Corp
KEX
$7.76B
$12.3M 0.01%
149,333
+572
+0.4% +$43.8K
WKC icon
1066
World Kinect Corp
WKC
$2.04B
$12.2M 0.01%
306,557
+24,331
+9% +$926K
BBWI icon
1067
Bath & Body Works
BBWI
$4.13B
$12.2M 0.01%
771,414
-439,635
-36% -$7.76M
MLCO icon
1068
Melco Resorts & Entertainment
MLCO
$2.18B
$12.2M 0.01%
628,862
+22,068
+4% +$479K
WAFD icon
1069
WaFd
WAFD
$2.69B
$12.2M 0.01%
329,875
-3,906
-1% -$139K
OFG icon
1070
OFG Bancorp
OFG
$2.21B
$12.2M 0.01%
556,927
-12,745
-2% -$280K
GNRC icon
1071
Generac Holdings
GNRC
$11.6B
$12.2M 0.01%
155,143
-2,945
-2% -$221K
AN icon
1072
AutoNation
AN
$7.1B
$12.2M 0.01%
239,673
+24,749
+12% +$1.17M
BMRN icon
1073
BioMarin Pharmaceuticals
BMRN
$11.6B
$12.1M 0.01%
180,049
-44,211
-20% -$3.41M
AWI icon
1074
Armstrong World Industries
AWI
$7.05B
$12.1M 0.01%
125,221
-11,885
-9% -$1.14M
VIV icon
1075
Telefônica Brasil
VIV
$22.5B
$12.1M 0.01%
917,064
+374,704
+69% +$4.98M
41 42
43
44 45

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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.