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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
XME icon
751
State Street SPDR S&P Metals & Mining ETF
XME
$3.96B
$21.4M 0.02%
+842,780
New +$22.6M
STM icon
752
STMicroelectronics
STM
$47.7B
$21.4M 0.02%
1,108,379
+18,004
+2% +$330K
UBS icon
753
UBS Group
UBS
$172B
$21.4M 0.02%
1,893,122
-945,340
-33% -$10.6M
LII icon
754
Lennox International
LII
$19B
$21.4M 0.02%
88,095
-2,641
-3% -$681K
HP icon
755
Helmerich & Payne
HP
$3.36B
$21.4M 0.02%
532,999
-54,740
-9% -$2.41M
MDU icon
756
MDU Resources
MDU
$4.37B
$21.3M 0.02%
1,990,599
+389,288
+24% +$3.97M
AKZOY
757
DELISTED
Akzo Nobel NV
AKZOY
$21.3M 0.02%
717,500
+4,027
+0.6% +$119K
JEF icon
758
Jefferies Financial Group
JEF
$13B
$21.3M 0.02%
1,208,456
+94,861
+9% +$1.69M
MORN icon
759
Morningstar
MORN
$6.94B
$21.3M 0.02%
145,442
-3,137
-2% -$483K
GHC icon
760
Graham Holdings Company
GHC
$5.08B
$21.2M 0.02%
31,968
+6,405
+25% +$4.54M
GIB icon
761
CGI
GIB
$14.5B
$21.2M 0.02%
267,885
+14,114
+6% +$1.1M
IAA
762
DELISTED
IAA, Inc. Common Stock
IAA
$21.2M 0.02%
507,954
-87,832
-15% -$3.96M
CM icon
763
Canadian Imperial Bank of Commerce
CM
$108B
$21.1M 0.02%
512,240
+80,488
+19% +$3.16M
TECH icon
764
Bio-Techne
TECH
$11.2B
$21M 0.02%
428,784
+9,640
+2% +$483K
TRU icon
765
TransUnion
TRU
$14.9B
$20.9M 0.02%
258,000
+15,346
+6% +$1.23M
MUR icon
766
Murphy Oil
MUR
$5.38B
$20.9M 0.02%
944,827
-42,732
-4% -$919K
TRMB icon
767
Trimble
TRMB
$13B
$20.9M 0.02%
537,988
-59,278
-10% -$2.38M
OSK icon
768
Oshkosh
OSK
$9.66B
$20.8M 0.02%
274,431
+3,370
+1% +$258K
LAD icon
769
Lithia Motors
LAD
$7.88B
$20.8M 0.02%
157,040
+21,679
+16% +$2.77M
KEP icon
770
Korea Electric Power
KEP
$15.7B
$20.7M 0.02%
1,910,705
+732,783
+62% +$7.95M
WSM icon
771
Williams-Sonoma
WSM
$27.6B
$20.7M 0.02%
608,670
+117,342
+24% +$3.88M
VYX icon
772
NCR Voyix
VYX
$1.13B
$20.7M 0.02%
1,067,732
+124,415
+13% +$2.4M
UGI icon
773
UGI
UGI
$7.91B
$20.6M 0.02%
409,284
-1,893
-0.5% -$94.6K
GWR
774
DELISTED
Genesee & Wyoming Inc.
GWR
$20.5M 0.02%
185,656
+1,938
+1% +$213K
SPLK
775
DELISTED
Splunk Inc
SPLK
$20.5M 0.02%
173,764
+2,014
+1% +$251K
29 30
31
32 33

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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.