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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
LEN icon
376
Lennar Class A
LEN
$20.2B
$54.4M 0.04%
1,007,096
+65,738
+7% +$3.2M
TAK icon
377
Takeda Pharmaceutical
TAK
$54.8B
$54.3M 0.04%
3,158,924
+411,338
+15% +$7.11M
CERN
378
DELISTED
Cerner Corp
CERN
$54.2M 0.04%
794,450
+10,960
+1% +$776K
ESS icon
379
Essex Property Trust
ESS
$18.8B
$53.9M 0.04%
165,059
+5,456
+3% +$1.71M
SPDW icon
380
State Street SPDR Portfolio Developed World ex-US ETF
SPDW
$39.6B
$53.4M 0.04%
1,818,485
-108,246
-6% -$3.14M
ROK icon
381
Rockwell Automation
ROK
$51.4B
$53.3M 0.04%
323,155
+9,073
+3% +$1.43M
AMX icon
382
America Movil
AMX
$78.9B
$53M 0.04%
3,565,608
+487,330
+16% +$6.99M
VIAB
383
DELISTED
Viacom Inc. Class B
VIAB
$52.9M 0.04%
2,202,625
-307,676
-12% -$8.59M
KMX icon
384
CarMax
KMX
$8.14B
$52.6M 0.04%
597,648
+13,351
+2% +$1.15M
SMFG icon
385
Sumitomo Mitsui Financial
SMFG
$159B
$52.1M 0.04%
7,614,493
-445,220
-6% -$3.04M
CSGP icon
386
CoStar Group
CSGP
$12.2B
$52M 0.04%
876,080
-25,390
-3% -$1.52M
AME icon
387
Ametek
AME
$54.3B
$51.8M 0.04%
564,669
+19,461
+4% +$1.72M
O icon
388
Realty Income
O
$61.3B
$51.8M 0.04%
697,009
+40,947
+6% +$2.87M
RCL icon
389
Royal Caribbean
RCL
$77B
$51.4M 0.04%
474,221
-46,226
-9% -$5.09M
DINO icon
390
HF Sinclair
DINO
$16B
$51.3M 0.04%
955,971
+53,097
+6% +$2.57M
ANZ
391
DELISTED
AUSTRALIA & NW ZEAL ADS(RP5 SH
ANZ
$51.1M 0.04%
2,661,388
+159,472
+6% +$3.06M
HIT
392
DELISTED
HITACHI LTD ADR (10COM)NEW
HIT
$50.7M 0.04%
678,710
+25,498
+4% +$1.91M
CNP icon
393
CenterPoint Energy
CNP
$28.2B
$50.6M 0.04%
1,677,599
-476,644
-22% -$13.7M
AER icon
394
AerCap
AER
$23.2B
$50.6M 0.04%
924,398
+38,708
+4% +$2.04M
RDS.B
395
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
$50.4M 0.04%
842,124
-214,197
-20% -$12.8M
LDOS icon
396
Leidos
LDOS
$13.4B
$50.4M 0.04%
587,051
+13,257
+2% +$1.11M
RGA icon
397
Reinsurance Group of America
RGA
$15.8B
$50.2M 0.04%
314,160
-6,404
-2% -$993K
NUE icon
398
Nucor
NUE
$53.9B
$49.8M 0.04%
978,644
+94,693
+11% +$4.94M
MFG icon
399
Mizuho Financial
MFG
$120B
$49.8M 0.04%
16,220,896
+7,593,999
+88% +$22.6M
ANSS
400
DELISTED
Ansys
ANSS
$49.7M 0.04%
224,490
+570
+0.3% +$120K
14 15
16
17 18

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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.