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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 15.58%
2 Financials 14.34%
3 Miscellaneous 13.8%
4 Healthcare 11.45%
5 Consumer Discretionary 8.73%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
DTE icon
276
DTE Energy
DTE
$28.3B
$80.5M 0.06%
711,495
+19,821
+3% +$2.19M
DHI icon
277
D.R. Horton
DHI
$41.2B
$79.9M 0.06%
1,516,717
-74,319
-5% -$3.55M
AVB
278
DELISTED
AvalonBay Communities
AVB
$79.4M 0.06%
368,753
+8,350
+2% +$1.75M
LNC icon
279
Lincoln National
LNC
$8.29B
$79.3M 0.06%
1,314,633
+40,777
+3% +$2.44M
TWTR
280
DELISTED
Twitter, Inc.
TWTR
$78.9M 0.06%
1,915,775
+261,481
+16% +$10.7M
DLTR icon
281
Dollar Tree
DLTR
$24.1B
$78.5M 0.06%
687,223
+29,683
+5% +$3.11M
PAYX icon
282
Paychex
PAYX
$45.2B
$78.3M 0.06%
946,260
+26,177
+3% +$2.18M
CAG icon
283
Conagra Brands
CAG
$7.72B
$77.7M 0.06%
2,533,062
+151,604
+6% +$4.37M
HDB icon
284
HDFC Bank
HDB
$119B
$77.5M 0.06%
2,715,388
+61,876
+2% +$1.76M
COR icon
285
Cencora
COR
$61.5B
$77.4M 0.06%
940,152
+13,858
+1% +$1.19M
TEL icon
286
TE Connectivity
TEL
$58.7B
$76.9M 0.06%
825,667
+27,949
+4% +$2.57M
PPL
287
PPL Corp
PPL
$25.7B
$76.6M 0.06%
2,431,272
-173,942
-7% -$5.26M
IP icon
288
International Paper
IP
$20.8B
$74.9M 0.06%
1,892,102
-160,351
-8% -$6.27M
INFY icon
289
Infosys
INFY
$48.8B
$74.1M 0.06%
6,515,085
+318,989
+5% +$3.59M
KLAC icon
290
KLA
KLAC
$229B
$73.9M 0.06%
4,636,780
+120,210
+3% +$1.68M
BTI icon
291
British American Tobacco
BTI
$121B
$73.9M 0.06%
2,001,397
+72,456
+4% +$2.65M
EG icon
292
Everest Group
EG
$14.5B
$73M 0.06%
274,408
+23,470
+9% +$5.93M
GPC icon
293
Genuine Parts
GPC
$19B
$72.7M 0.06%
729,523
-95,359
-12% -$9.15M
EXPD icon
294
Expeditors International
EXPD
$24.8B
$72.6M 0.06%
977,681
+68,309
+8% +$5M
MKC icon
295
McCormick & Company Non-Voting
MKC
$14.9B
$72.6M 0.06%
929,246
+23,376
+3% +$1.88M
VMRK
296
Vivmark Residential
VMRK
$26.1B
$72.5M 0.06%
840,170
+32,697
+4% +$2.67M
DGX icon
297
Quest Diagnostics
DGX
$26.8B
$72.4M 0.06%
676,788
+19,279
+3% +$1.98M
SONY icon
298
Sony
SONY
$145B
$72.3M 0.06%
6,113,695
+335,840
+6% +$3.79M
WDC icon
299
Western Digital
WDC
$166B
$72.2M 0.06%
1,602,632
+291,794
+22% +$12.5M
AEE icon
300
Ameren
AEE
$29.4B
$71.8M 0.06%
897,097
+12,797
+1% +$982K
10 11
12
13 14

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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 16% of assets, up from 15% a quarter earlier, followed by Financials and Miscellaneous.

  • 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.