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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
AYI icon
1201
Acuity Brands
AYI
$10.3B
$9.92M 0.01%
73,624
-3,245
-4% -$423K
EWC icon
1202
iShares MSCI Canada ETF
EWC
$6.17B
$9.92M 0.01%
343,199
+20,481
+6% +$584K
PK icon
1203
Park Hotels & Resorts
PK
$3.03B
$9.91M 0.01%
397,001
+39,508
+11% +$1M
ARI
1204
Apollo Commercial Real Estate
ARI
$875M
$9.91M 0.01%
516,988
+61,463
+13% +$1.16M
WTS icon
1205
Watts Water Technologies
WTS
$11.5B
$9.91M 0.01%
105,739
+5,837
+6% +$542K
RLI icon
1206
RLI Corp
RLI
$6B
$9.87M 0.01%
212,502
+3,744
+2% +$169K
TMIC
1207
DELISTED
TREND MICRO INC SPONS ADR-NEW
TMIC
$9.86M 0.01%
205,993
+13,764
+7% +$659K
RYAAY icon
1208
Ryanair
RYAAY
$30.7B
$9.86M 0.01%
371,175
-2,910
-0.8% -$72.1K
VKQ icon
1209
Invesco Municipal Trust
VKQ
$541M
$9.85M 0.01%
781,095
-61,643
-7% -$778K
KDP icon
1210
Keurig Dr Pepper
KDP
$42.2B
$9.84M 0.01%
360,300
+17,437
+5% +$487K
PSXP
1211
DELISTED
PHILLIPS 66 PARTNERS LP
PSXP
$9.84M 0.01%
173,836
+144,129
+485% +$7.72M
MNRO icon
1212
Monro
MNRO
$536M
$9.83M 0.01%
124,407
+6,654
+6% +$533K
MDC
1213
DELISTED
M.D.C. Holdings, Inc.
MDC
$9.82M 0.01%
246,074
-111,835
-31% -$3.93M
FMS icon
1214
Fresenius Medical Care
FMS
$13.3B
$9.82M 0.01%
292,285
-54,579
-16% -$1.93M
CXP
1215
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
$9.81M 0.01%
463,762
+43,961
+10% +$938K
HR icon
1216
Healthcare Realty
HR
$7.55B
$9.8M 0.01%
333,625
+51,239
+18% +$1.43M
FNV icon
1217
Franco-Nevada
FNV
$40.7B
$9.8M 0.01%
107,482
-3,632
-3% -$333K
JQC icon
1218
Nuveen Credit Strategies Income Fund
JQC
$704M
$9.79M 0.01%
1,308,770
-318,847
-20% -$2.43M
COHR icon
1219
Coherent
COHR
$47.1B
$9.75M 0.01%
276,967
+116,824
+73% +$4.45M
CDP icon
1220
COPT Defense Properties
CDP
$4.36B
$9.7M 0.01%
325,739
+11,632
+4% +$329K
LN
1221
DELISTED
LINE Corporation
LN
$9.67M 0.01%
268,959
+105,274
+64% +$3.5M
PDM
1222
Piedmont Realty Trust
PDM
$1.21B
$9.66M 0.01%
462,473
-11,011
-2% -$222K
ITT icon
1223
ITT
ITT
$17.7B
$9.65M 0.01%
157,794
+278
+0.2% +$16.8K
LTM
1224
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
$9.65M 0.01%
869,547
-100,580
-10% -$925K
ACHC icon
1225
Acadia Healthcare
ACHC
$2.94B
$9.63M 0.01%
309,967
-8,298
-3% -$253K
47 48
49
50 51

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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.