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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
SKM icon
401
SK Telecom
SKM
$11.8B
$49.5M 0.04%
1,352,120
-33,157
-2% -$1.24M
XOP icon
402
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.34B
$49.4M 0.04%
552,587
+102,676
+23% +$9.67M
IPG
403
DELISTED
Interpublic Group of Companies
IPG
$49.2M 0.04%
2,284,275
+318,451
+16% +$6.88M
AKAM icon
404
Akamai
AKAM
$17.5B
$49M 0.04%
535,929
+21,962
+4% +$1.91M
VMC icon
405
Vulcan Materials
VMC
$37.4B
$48.9M 0.04%
323,469
-41,797
-11% -$5.9M
FMC icon
406
FMC
FMC
$1.4B
$48.8M 0.04%
556,673
+37,776
+7% +$3.24M
CPRT icon
407
Copart
CPRT
$25.6B
$48.3M 0.04%
2,404,120
+44,356
+2% +$861K
CCEP icon
408
Coca-Cola Europacific Partners
CCEP
$46.5B
$47.9M 0.04%
864,520
+43,494
+5% +$2.43M
WAT icon
409
Waters Corp
WAT
$36.2B
$47.9M 0.04%
214,664
+15,127
+8% +$3.26M
TIF
410
DELISTED
Tiffany & Co.
TIF
$47.9M 0.04%
517,280
+15,455
+3% +$1.39M
TSCO icon
411
Tractor Supply
TSCO
$16B
$47.9M 0.04%
2,648,255
-133,885
-5% -$2.77M
INFO
412
DELISTED
IHS Markit Ltd. Common Shares
INFO
$47.6M 0.04%
711,843
+40,420
+6% +$2.64M
REGN icon
413
Regeneron Pharmaceuticals
REGN
$70.9B
$47.5M 0.04%
171,358
-16,103
-9% -$4.77M
KIM icon
414
Kimco Realty
KIM
$17.6B
$47.2M 0.04%
2,260,120
+106,022
+5% +$2.02M
VO icon
415
Vanguard Mid-Cap ETF
VO
$106B
$47.2M 0.04%
1,126,188
+5,460
+0.5% +$228K
KHC icon
416
Kraft Heinz
KHC
$30.7B
$47M 0.04%
1,684,108
-382,483
-19% -$11M
BF
417
DELISTED
BASF AKTIENGESELLT ADS(RP1 ORD
BF
$46.9M 0.04%
2,690,922
+227,206
+9% +$3.96M
BKR icon
418
Baker Hughes
BKR
$55.5B
$46.9M 0.04%
2,020,685
+128,733
+7% +$3.02M
NI icon
419
NiSource
NI
$22B
$46.8M 0.04%
1,562,935
+51,201
+3% +$1.5M
GEN icon
420
Gen Digital
GEN
$16.1B
$46.4M 0.04%
1,965,062
+303,977
+18% +$7.09M
HST icon
421
Host Hotels & Resorts
HST
$16.4B
$46.4M 0.04%
2,683,956
-289,612
-10% -$4.95M
WU icon
422
Western Union
WU
$2.77B
$46.3M 0.04%
1,999,208
+90,640
+5% +$1.96M
VAR
423
DELISTED
Varian Medical Systems, Inc.
VAR
$46.3M 0.04%
388,891
-20,500
-5% -$2.44M
BAY
424
DELISTED
BAYER AG SPONS ADR
BAY
$46.1M 0.04%
2,608,422
+1,247,870
+92% +$22.1M
PXD
425
DELISTED
Pioneer Natural Resource Co.
PXD
$46.1M 0.04%
366,714
-54,828
-13% -$7.25M
15 16
17
18 19

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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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ACI
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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.