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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
CX icon
476
Cemex
CX
$17.6B
$40.2M 0.03%
10,267,144
+2,215,737
+28% +$8.12M
GL icon
477
Globe Life
GL
$13.5B
$40.2M 0.03%
419,569
+26,680
+7% +$2.42M
EMD
478
Western Asset Emerging Markets Debt Fund
EMD
$614M
$40.2M 0.03%
2,890,715
+158,522
+6% +$2.23M
HII icon
479
Huntington Ingalls Industries
HII
$11.4B
$40.1M 0.03%
189,533
+2,521
+1% +$549K
FRC
480
DELISTED
First Republic Bank
FRC
$40M 0.03%
413,773
-4,315
-1% -$409K
MAS icon
481
Masco
MAS
$16.4B
$39.9M 0.03%
956,920
+32,294
+3% +$1.29M
SPYG icon
482
State Street SPDR Portfolio S&P 500 Growth ETF
SPYG
$50.6B
$39.7M 0.03%
1,020,888
-42,102
-4% -$1.65M
LVS icon
483
Las Vegas Sands
LVS
$31.6B
$39.6M 0.03%
685,932
-4,635
-0.7% -$270K
NGG icon
484
National Grid
NGG
$81.6B
$39.4M 0.03%
823,227
+124,086
+18% +$5.74M
SNN icon
485
Smith & Nephew
SNN
$13.1B
$39.4M 0.03%
818,149
+34,289
+4% +$1.58M
INGR icon
486
Ingredion
INGR
$6.4B
$39.3M 0.03%
481,026
+144,140
+43% +$11.4M
CHRW icon
487
C.H. Robinson
CHRW
$20.6B
$39M 0.03%
460,580
+70,000
+18% +$5.88M
EDU icon
488
New Oriental
EDU
$7.94B
$39M 0.03%
352,475
+3,326
+1% +$348K
DRI icon
489
Darden Restaurants
DRI
$23.4B
$39M 0.03%
330,191
+12,846
+4% +$1.57M
MUI
490
DELISTED
BlackRock Municipal Income Fund, Inc.
MUI
$39M 0.03%
2,751,437
+47,294
+2% +$677K
ACGL icon
491
Arch Capital
ACGL
$36.3B
$39M 0.03%
928,765
-11,165
-1% -$440K
NBL
492
DELISTED
Noble Energy, Inc.
NBL
$38.9M 0.03%
1,733,981
+572,826
+49% +$12.8M
NOV icon
493
NOV
NOV
$7.35B
$38.9M 0.03%
1,835,960
+288,301
+19% +$6.15M
EPD icon
494
Enterprise Products Partners
EPD
$82.5B
$38.8M 0.03%
1,359,190
+9,746
+0.7% +$284K
WCG
495
DELISTED
Wellcare Health Plans, Inc.
WCG
$38.7M 0.03%
149,172
+996
+0.7% +$275K
XYL icon
496
Xylem
XYL
$28.6B
$38.5M 0.03%
484,109
+30,206
+7% +$2.37M
CMA
497
DELISTED
Comerica
CMA
$38.3M 0.03%
580,362
-128,726
-18% -$8.52M
SWKS icon
498
Skyworks Solutions
SWKS
$9.54B
$38.2M 0.03%
481,851
+10,921
+2% +$870K
HWM icon
499
Howmet Aerospace
HWM
$115B
$38.2M 0.03%
1,913,989
+470,015
+33% +$9.26M
SCCO icon
500
Southern Copper
SCCO
$141B
$37.9M 0.03%
1,199,292
+167,492
+16% +$5.31M
18 19
20
21 22

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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.