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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
CAR icon
926
Avis
CAR
$5.78B
$15.2M 0.01%
538,447
-74,396
-12% -$2.28M
TLK icon
927
Telkom Indonesia
TLK
$14.3B
$15.2M 0.01%
503,978
+28,205
+6% +$852K
NDSN icon
928
Nordson
NDSN
$16.6B
$15.2M 0.01%
103,742
+2,209
+2% +$307K
SMCI icon
929
Super Micro Computer
SMCI
$19.3B
$15.1M 0.01%
7,841,290
+132,780
+2% +$255K
TEVA icon
930
Teva Pharmaceuticals
TEVA
$36.2B
$15.1M 0.01%
2,188,114
+743,353
+51% +$5.7M
SLG icon
931
SL Green Realty
SLG
$3.83B
$15M 0.01%
190,056
+600
+0.3% +$46.7K
DSU icon
932
BlackRock Debt Strategies Fund
DSU
$589M
$15M 0.01%
1,398,015
+71,440
+5% +$771K
EDP
933
DELISTED
EDP-ELECT DE PORTUGAL S A (REPTG 10 ORD)
EDP
$15M 0.01%
384,306
+24,235
+7% +$948K
EE
934
DELISTED
El Paso Electric Company
EE
$15M 0.01%
223,911
+11,268
+5% +$749K
HRC
935
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$14.8M 0.01%
141,107
+13,708
+11% +$1.45M
AWR icon
936
American States Water
AWR
$3.37B
$14.8M 0.01%
164,516
+1,076
+0.7% +$90.3K
SIGI icon
937
Selective Insurance
SIGI
$5.53B
$14.8M 0.01%
196,529
-19,150
-9% -$1.48M
MTH icon
938
Meritage Homes
MTH
$4.89B
$14.7M 0.01%
419,006
+106,430
+34% +$3.32M
CUK
939
DELISTED
Carnival PLC
CUK
$14.7M 0.01%
349,937
-14,207
-4% -$634K
HEI icon
940
HEICO Corp
HEI
$49.9B
$14.7M 0.01%
117,631
-9,195
-7% -$1.26M
MASI
941
DELISTED
Masimo
MASI
$14.7M 0.01%
98,730
-2,504
-2% -$380K
EXAS
942
DELISTED
Exact Sciences
EXAS
$14.7M 0.01%
162,286
+2,602
+2% +$296K
BFH icon
943
Bread Financial
BFH
$4.29B
$14.6M 0.01%
142,782
-15,667
-10% -$1.77M
GRFS
944
Grifois
GRFS
$5.27B
$14.6M 0.01%
728,382
+37,228
+5% +$799K
TDS icon
945
Telephone and Data Systems
TDS
$3.83B
$14.6M 0.01%
564,681
-23,466
-4% -$655K
EME icon
946
Emcor
EME
$33B
$14.6M 0.01%
168,954
+12,293
+8% +$1.05M
XYZ
947
Block Inc
XYZ
$48.4B
$14.5M 0.01%
234,500
-33,779
-13% -$2.29M
SLM icon
948
SLM Corp
SLM
$4.78B
$14.5M 0.01%
1,640,699
+225,639
+16% +$2.03M
HTZ
949
DELISTED
Hertz Global Holdings, Inc.
HTZ
$14.5M 0.01%
1,044,138
-66,041
-6% -$930K
UPBD icon
950
Upbound Group
UPBD
$1.2B
$14.4M 0.01%
559,918
-10,179
-2% -$267K
36 37
38
39 40

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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.