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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
LW icon
551
Lamb Weston
LW
$6.99B
$32.6M 0.03%
448,156
+43,586
+11% +$2.99M
NWL icon
552
Newell Brands
NWL
$2.26B
$32.6M 0.03%
1,740,827
+310,157
+22% +$5M
ATO icon
553
Atmos Energy
ATO
$30.1B
$32.6M 0.03%
286,084
+70,149
+32% +$7.67M
APA icon
554
APA Corp
APA
$12.5B
$32.5M 0.03%
1,269,185
+214,290
+20% +$5.14M
HMC icon
555
Honda
HMC
$37.7B
$32.4M 0.03%
1,242,872
-333,009
-21% -$8.4M
GRMN
556
Garmin
GRMN
$46.6B
$32.4M 0.03%
382,094
+10,024
+3% +$809K
CRH icon
557
CRH
CRH
$67.8B
$32.3M 0.03%
940,261
+83,926
+10% +$2.78M
FCX icon
558
Freeport-McMoran
FCX
$88.5B
$32.3M 0.03%
3,375,346
-349,866
-9% -$3.59M
M icon
559
Macy's
M
$6.47B
$32M 0.03%
2,061,366
-88,220
-4% -$1.63M
QGEN icon
560
Qiagen
QGEN
$8.56B
$31.9M 0.03%
913,457
-101,568
-10% -$3.91M
UNM icon
561
Unum
UNM
$13.7B
$31.9M 0.03%
1,073,099
+127,469
+13% +$3.79M
LYG icon
562
Lloyds Banking Group
LYG
$88.4B
$31.8M 0.03%
12,057,969
-98,104
-0.8% -$254K
FTI icon
563
TechnipFMC
FTI
$29.7B
$31.8M 0.03%
1,770,914
+191,288
+12% +$3.57M
BNS icon
564
Scotiabank
BNS
$106B
$31.7M 0.03%
558,259
+34,638
+7% +$1.86M
FUJI
565
DELISTED
FUJI FILM HOLDINGS ADR 2 ORD
FUJI
$31.7M 0.03%
722,002
-11,180
-2% -$491K
MXIM
566
DELISTED
Maxim Integrated Products
MXIM
$31.7M 0.03%
547,734
-5,325
-1% -$309K
ALGN icon
567
Align Technology
ALGN
$12B
$31.5M 0.03%
174,156
-71,790
-29% -$14.9M
REP
568
DELISTED
REPSOL YPF SA ADS(RP 1 CAP SH)
REP
$31.5M 0.03%
2,035,357
+186,759
+10% +$2.89M
TSLA icon
569
Tesla
TSLA
$1.21T
$31.5M 0.03%
1,961,895
+176,490
+10% +$2.76M
VALE icon
570
Vale
VALE
$62.1B
$31.5M 0.03%
2,738,241
+126,762
+5% +$1.54M
IEX icon
571
IDEX
IEX
$16.4B
$31.4M 0.03%
191,707
-4,228
-2% -$702K
GT icon
572
Goodyear
GT
$2.06B
$31.4M 0.03%
2,179,723
+749,680
+52% +$9.98M
FTNT icon
573
Fortinet
FTNT
$112B
$31.4M 0.03%
2,043,940
+86,465
+4% +$1.4M
EXR icon
574
Extra Space Storage
EXR
$31.8B
$31.3M 0.03%
267,692
+7,241
+3% +$837K
JKHY icon
575
Jack Henry & Associates
JKHY
$11B
$31.3M 0.03%
214,146
+11,466
+6% +$1.62M
21 22
23
24 25

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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.