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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
SAP icon
176
SAP
SAP
$256B
$132M 0.11%
1,123,741
+45,602
+4% +$5.65M
PRU icon
177
Prudential Financial
PRU
$41.3B
$132M 0.11%
1,470,466
-56,372
-4% -$5.11M
TM icon
178
Toyota
TM
$230B
$132M 0.11%
981,958
+41,920
+4% +$5.49M
VRTX icon
179
Vertex Pharmaceuticals
VRTX
$137B
$132M 0.11%
777,293
+39,435
+5% +$6.98M
EQIX icon
180
Equinix
EQIX
$103B
$132M 0.11%
228,057
+15,176
+7% +$8.16M
MU icon
181
Micron Technology
MU
$1.05T
$130M 0.11%
3,043,146
-195,741
-6% -$8.85M
OXY icon
182
Occidental Petroleum
OXY
$59.1B
$130M 0.1%
2,915,957
+1,317,125
+82% +$62.3M
ED icon
183
Consolidated Edison
ED
$39.8B
$129M 0.1%
1,362,884
+35,634
+3% +$3.16M
EBAY icon
184
eBay
EBAY
$47B
$129M 0.1%
3,299,526
+362,882
+12% +$14.6M
MCHP icon
185
Microchip Technology
MCHP
$39.6B
$129M 0.1%
2,766,946
+24,790
+0.9% +$1.12M
TSN icon
186
Tyson Foods
TSN
$19.5B
$127M 0.1%
1,476,060
+67,865
+5% +$5.77M
RF icon
187
Regions Financial
RF
$25.8B
$126M 0.1%
7,952,372
+374,437
+5% +$5.66M
EIX icon
188
Edison International
EIX
$27B
$125M 0.1%
1,659,955
+63,209
+4% +$4.55M
AZO icon
189
AutoZone
AZO
$48.4B
$124M 0.1%
114,753
-428
-0.4% -$480K
AON icon
190
Aon
AON
$75.4B
$123M 0.1%
636,951
+28,633
+5% +$5.53M
FITB
191
Fifth Third Bancorp
FITB
$49.5B
$123M 0.1%
4,497,638
-77,362
-2% -$2.12M
WEC icon
192
WEC Energy
WEC
$34.6B
$123M 0.1%
1,293,059
+36,556
+3% +$3.29M
CMI icon
193
Cummins
CMI
$77.8B
$123M 0.1%
753,600
+58,094
+8% +$9.29M
GD icon
194
General Dynamics
GD
$103B
$122M 0.1%
667,960
+3,224
+0.5% +$599K
STZ icon
195
Constellation Brands
STZ
$22.3B
$122M 0.1%
587,674
+56,088
+11% +$11.3M
LYB icon
196
LyondellBasell Industries
LYB
$20.6B
$121M 0.1%
1,355,763
-141,534
-9% -$11.5M
ORLY icon
197
O'Reilly Automotive
ORLY
$71.6B
$120M 0.1%
4,502,295
-171,570
-4% -$4.43M
SCHW
198
Charles Schwab
SCHW
$191B
$118M 0.1%
2,832,522
+143,514
+5% +$5.79M
TFC icon
199
Truist Financial
TFC
$61.6B
$118M 0.1%
2,210,303
+12,504
+0.6% +$620K
DOC icon
200
Healthpeak Properties
DOC
$14.5B
$117M 0.09%
3,284,778
+73,627
+2% +$2.49M
6 7
8
9 10

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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 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.