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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
BIDU icon
526
Baidu
BIDU
$35.8B
$35.5M 0.03%
345,276
+83,548
+32% +$8.98M
BR icon
527
Broadridge
BR
$17.2B
$35.5M 0.03%
285,089
+6,159
+2% +$793K
RHI icon
528
Robert Half
RHI
$3.61B
$35.4M 0.03%
636,513
+57,296
+10% +$3.23M
HSIC icon
529
Henry Schein
HSIC
$9.74B
$35.3M 0.03%
555,823
-7,595
-1% -$491K
KYO
530
DELISTED
Kyocera Adr
KYO
$34.9M 0.03%
559,344
+30,451
+6% +$1.9M
AGCO icon
531
AGCO
AGCO
$8.78B
$34.9M 0.03%
460,633
-1,905
-0.4% -$140K
MITSY
532
DELISTED
MITSUI & CO LTD ADR (US)
MITSY
$34.9M 0.03%
106,102
+5,759
+6% +$1.89M
SU icon
533
Suncor Energy
SU
$77.7B
$34.8M 0.03%
1,102,435
-13,971
-1% -$420K
NJ
534
DELISTED
NIDEC CP (NIHON KABUSHIKI KAISHA)1 ADS REPTG .25 SH COM STK
NJ
$34.7M 0.03%
1,027,636
+70,865
+7% +$2.4M
MPT
535
Medical Properties Trust
MPT
$2.89B
$34.6M 0.03%
1,769,185
+11,544
+0.7% +$212K
INCY icon
536
Incyte
INCY
$23.5B
$34.5M 0.03%
465,181
+21,715
+5% +$1.76M
ST icon
537
Sensata Technologies
ST
$6.65B
$34.5M 0.03%
688,882
+200,209
+41% +$9.47M
CIT
538
DELISTED
CIT Group Inc.
CIT
$34.5M 0.03%
760,814
-5,784
-0.8% -$270K
VST icon
539
Vistra
VST
$55.1B
$34.5M 0.03%
1,289,007
+270,007
+26% +$6.42M
AVY icon
540
Avery Dennison
AVY
$12.3B
$34.2M 0.03%
300,801
-40,157
-12% -$4.58M
PHG icon
541
Philips
PHG
$25.4B
$34M 0.03%
926,312
+54,407
+6% +$2M
PBCT
542
DELISTED
People's United Financial Inc
PBCT
$33.7M 0.03%
2,157,224
-383,375
-15% -$6M
JBHT icon
543
JB Hunt Transport Services
JBHT
$27.1B
$33.6M 0.03%
303,541
+11,828
+4% +$1.22M
MHK icon
544
Mohawk Industries
MHK
$6.9B
$33.2M 0.03%
267,686
-92,885
-26% -$11.9M
GHY
545
PGIM Global High Yield Fund
GHY
$478M
$33.2M 0.03%
2,310,770
+51,306
+2% +$737K
AAP icon
546
Advance Auto Parts
AAP
$3.37B
$33.1M 0.03%
199,894
-9,006
-4% -$1.35M
BEN icon
547
Franklin Resources
BEN
$16.9B
$32.9M 0.03%
1,140,157
-174,502
-13% -$5.33M
PANW icon
548
Palo Alto Networks
PANW
$264B
$32.9M 0.03%
967,260
+18,354
+2% +$650K
DASTY
549
DELISTED
DASSAULT SYSTEMES SA ADR
DASTY
$32.8M 0.03%
231,523
-3,266
-1% -$463K
BWA icon
550
BorgWarner
BWA
$13.2B
$32.7M 0.03%
1,012,574
-80,995
-7% -$2.61M
20 21
22
23 24

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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.