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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
AXA
451
DELISTED
AXA ADS (1 ORD SHS)
AXA
$43.2M 0.03%
1,703,919
+56,624
+3% +$1.44M
IX icon
452
ORIX
IX
$44B
$43.1M 0.03%
2,865,400
-65,125
-2% -$976K
MRO
453
DELISTED
Marathon Oil Corporation
MRO
$42.9M 0.03%
3,498,854
-252,086
-7% -$3.26M
DOV icon
454
Dover
DOV
$27.2B
$42.9M 0.03%
431,092
-35,428
-8% -$3.4M
URI icon
455
United Rentals
URI
$71.1B
$42.6M 0.03%
341,760
-7,699
-2% -$933K
UHS icon
456
Universal Health Services
UHS
$9.43B
$42.5M 0.03%
285,882
+11,243
+4% +$1.61M
RMD icon
457
ResMed
RMD
$28.3B
$42.3M 0.03%
312,857
+18,338
+6% +$2.4M
BAH icon
458
Booz Allen Hamilton
BAH
$8.7B
$42.2M 0.03%
594,739
-77,232
-11% -$5.47M
DT
459
DELISTED
DEUTSCHE TELEKOM AG ADS (1ORD)
DT
$42.2M 0.03%
2,527,573
+38,990
+2% +$652K
PARA
460
DELISTED
Paramount Global Class B
PARA
$42.1M 0.03%
1,043,308
-147,111
-12% -$6.88M
KSU
461
DELISTED
Kansas City Southern
KSU
$41.9M 0.03%
315,204
+17,608
+6% +$2.19M
L icon
462
Loews
L
$24.3B
$41.9M 0.03%
814,038
-12,248
-1% -$632K
MGA icon
463
Magna International
MGA
$17.9B
$41.8M 0.03%
784,233
+11,435
+1% +$570K
PUK icon
464
Prudential
PUK
$36.5B
$41.7M 0.03%
1,181,096
-175,798
-13% -$6.54M
EFX icon
465
Equifax
EFX
$20.3B
$41.6M 0.03%
295,756
+13,970
+5% +$1.97M
CNQ icon
466
Canadian Natural Resources
CNQ
$96.9B
$41.5M 0.03%
3,184,095
+274,549
+9% +$3.4M
LNT icon
467
Alliant Energy
LNT
$19.4B
$41.5M 0.03%
769,172
+27,264
+4% +$1.4M
VTRS icon
468
Viatris
VTRS
$20.1B
$41.3M 0.03%
2,089,240
+996,732
+91% +$19.5M
HLT icon
469
Hilton Worldwide
HLT
$74B
$41.3M 0.03%
443,374
+39,473
+10% +$3.75M
ULTA icon
470
Ulta Beauty
ULTA
$20.4B
$40.9M 0.03%
163,015
-25,982
-14% -$7.97M
FMX icon
471
Fomento Económico Mexicano
FMX
$43.3B
$40.8M 0.03%
444,993
-55,257
-11% -$5.1M
RNR icon
472
RenaissanceRe
RNR
$13.7B
$40.7M 0.03%
210,157
+5,026
+2% +$935K
IUSV icon
473
iShares Core S&P US Value ETF
IUSV
$27.2B
$40.6M 0.03%
703,057
+2,770
+0.4% +$158K
BXP icon
474
Boston Properties
BXP
$11B
$40.4M 0.03%
311,589
+3,864
+1% +$502K
IVZ icon
475
Invesco
IVZ
$13.3B
$40.3M 0.03%
2,376,175
-976,376
-29% -$17.2M
17 18
19
20 21

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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.