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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
SBAC icon
251
SBA Communications
SBAC
$20.3B
$93.3M 0.08%
386,707
-7,792
-2% -$1.93M
HSBC icon
252
HSBC
HSBC
$355B
$93.2M 0.08%
2,436,427
-960,491
-28% -$37.2M
VTR icon
253
Ventas
VTR
$47.1B
$92.6M 0.07%
1,268,093
+39,638
+3% +$2.81M
EOG icon
254
EOG Resources
EOG
$75.2B
$92.4M 0.07%
1,244,563
-124,789
-9% -$10.1M
STX icon
255
Seagate
STX
$188B
$92.2M 0.07%
1,713,849
+6,293
+0.4% +$309K
CHD icon
256
Church & Dwight Co
CHD
$24B
$91.9M 0.07%
1,220,845
+32,465
+3% +$2.46M
DOW icon
257
Dow Inc
DOW
$22B
$91.2M 0.07%
1,914,956
-36,286
-2% -$1.7M
SRE icon
258
Sempra
SRE
$55.1B
$90.9M 0.07%
1,231,874
+59,250
+5% +$4.15M
LUV icon
259
Southwest Airlines
LUV
$19.4B
$90.9M 0.07%
1,682,917
+80,524
+5% +$4.21M
PH icon
260
Parker-Hannifin
PH
$125B
$90.7M 0.07%
502,056
+77,329
+18% +$13.2M
GWW icon
261
W.W. Grainger
GWW
$61.5B
$90.6M 0.07%
304,993
-12,148
-4% -$3.38M
TROW icon
262
T. Rowe Price
TROW
$23.7B
$90.5M 0.07%
792,446
+70,851
+10% +$7.89M
KEY icon
263
KeyCorp
KEY
$23.4B
$89.9M 0.07%
5,039,901
+231,686
+5% +$4.01M
MCK icon
264
McKesson
MCK
$104B
$88.1M 0.07%
644,820
+42,213
+7% +$5.99M
EA
265
DELISTED
Electronic Arts
EA
$87.8M 0.07%
897,382
+910
+0.1% +$85.5K
ATVI
266
DELISTED
Activision Blizzard
ATVI
$87.4M 0.07%
1,650,922
+303,089
+22% +$15.1M
SJM icon
267
J.M. Smucker
SJM
$14.1B
$87.1M 0.07%
791,849
-14,172
-2% -$1.58M
LUMN icon
268
Lumen
LUMN
$6.23B
$87M 0.07%
6,974,294
+1,130,525
+19% +$13.4M
AZ
269
DELISTED
Allianz Se Sponsored Adr Repstg 1/10 Ord Sh
AZ
$86.4M 0.07%
3,722,347
+188,313
+5% +$4.37M
RWR icon
270
State Street SPDR Dow Jones REIT ETF
RWR
$1.84B
$84.7M 0.07%
809,759
-15,980
-2% -$1.63M
CTAS icon
271
Cintas
CTAS
$81.7B
$84.5M 0.07%
1,260,916
-120,920
-9% -$7.74M
IDXX icon
272
Idexx Laboratories
IDXX
$43.7B
$83.7M 0.07%
307,814
+8,151
+3% +$2.27M
XLNX
273
DELISTED
Xilinx Inc
XLNX
$83.5M 0.07%
870,857
+88,027
+11% +$9.63M
APH icon
274
Amphenol
APH
$194B
$83.1M 0.07%
3,446,524
-22,964
-0.7% -$529K
NOW icon
275
ServiceNow
NOW
$150B
$81.9M 0.07%
1,612,430
-84,875
-5% -$4.62M
9 10
11
12 13

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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.