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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
RH icon
1076
RH
RH
$3.4B
$12.1M 0.01%
70,601
+14,640
+26% +$2.08M
ENTG icon
1077
Entegris
ENTG
$19.2B
$12.1M 0.01%
256,196
+38,992
+18% +$1.64M
ZEN
1078
DELISTED
ZENDESK INC
ZEN
$12M 0.01%
164,795
-15,241
-8% -$1.26M
OLED icon
1079
Universal Display
OLED
$3.81B
$12M 0.01%
71,269
+18,843
+36% +$3.77M
NEOG icon
1080
Neogen
NEOG
$2.03B
$12M 0.01%
351,086
+38,436
+12% +$1.33M
BLMN icon
1081
Bloomin' Brands
BLMN
$731M
$11.9M 0.01%
629,868
+4,306
+0.7% +$76.8K
AMH icon
1082
American Homes 4 Rent
AMH
$12B
$11.9M 0.01%
460,300
+6,908
+2% +$173K
ADNT icon
1083
Adient
ADNT
$1.62B
$11.9M 0.01%
518,939
-4,355
-0.8% -$99.3K
BGY icon
1084
BlackRock Enhanced International Dividend Trust
BGY
$515M
$11.9M 0.01%
2,194,182
+142,108
+7% +$778K
TAL icon
1085
TAL Education Group
TAL
$5.86B
$11.9M 0.01%
346,855
-14
-0% -$487
CNK icon
1086
Cinemark Holdings
CNK
$3.93B
$11.9M 0.01%
306,798
-44,207
-13% -$1.69M
AOR icon
1087
iShares Core 60/40 Balanced Allocation ETF
AOR
$3.64B
$11.8M 0.01%
257,050
+9,210
+4% +$421K
SHOP icon
1088
Shopify
SHOP
$165B
$11.8M 0.01%
379,770
-39,470
-9% -$1.35M
OVV icon
1089
Ovintiv
OVV
$16.6B
$11.8M 0.01%
513,607
+107,815
+27% +$2.47M
DBRG icon
1090
DigitalBridge
DBRG
$2.93B
$11.8M 0.01%
489,843
+34,845
+8% +$721K
HBI
1091
DELISTED
Hanesbrands
HBI
$11.8M 0.01%
769,608
+38,676
+5% +$588K
DNKN
1092
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$11.8M 0.01%
148,199
+1,746
+1% +$142K
OUT icon
1093
Outfront Media
OUT
$5.68B
$11.8M 0.01%
429,991
+32,610
+8% +$869K
KNX icon
1094
Knight Transportation
KNX
$11.5B
$11.7M 0.01%
323,596
+41,578
+15% +$1.44M
DLB icon
1095
Dolby
DLB
$4.85B
$11.7M 0.01%
180,886
+68,012
+60% +$4.28M
VCSH icon
1096
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
$11.7M 0.01%
143,903
+35
+0% +$2.83K
TTM
1097
DELISTED
Tata Motors Limited
TTM
$11.7M 0.01%
1,389,673
+236,199
+20% +$2.24M
OI icon
1098
O-I Glass
OI
$1.41B
$11.6M 0.01%
1,134,156
-466,327
-29% -$6.01M
IONS icon
1099
Ionis Pharmaceuticals
IONS
$9.25B
$11.6M 0.01%
194,341
+15,173
+8% +$989K
TI
1100
DELISTED
Telecom Italia
TI
$11.6M 0.01%
2,067,913
-46,927
-2% -$261K
42 43
44
45 46

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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.