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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
DXCM icon
626
DexCom
DXCM
$28.7B
$28M 0.02%
750,016
+30,908
+4% +$1.2M
BN icon
627
Brookfield
BN
$103B
$28M 0.02%
1,475,656
+11,679
+0.8% +$211K
ZBRA icon
628
Zebra Technologies
ZBRA
$12.6B
$27.8M 0.02%
134,924
+2,860
+2% +$578K
WRB icon
629
W.R. Berkley
WRB
$28.2B
$27.8M 0.02%
865,040
-13,329
-2% -$416K
DOX icon
630
Amdocs
DOX
$5.69B
$27.7M 0.02%
419,194
+17,442
+4% +$1.12M
MOS icon
631
The Mosaic Company
MOS
$7.02B
$27.6M 0.02%
1,345,869
-386,325
-22% -$8.41M
RACE icon
632
Ferrari
RACE
$66.3B
$27.5M 0.02%
178,437
+375
+0.2% +$59.8K
WTM icon
633
White Mountains Insurance
WTM
$5.48B
$27.4M 0.02%
25,357
+870
+4% +$928K
ARE icon
634
Alexandria Real Estate Equities
ARE
$9.08B
$27.3M 0.02%
177,052
+16,961
+11% +$2.51M
RGLD icon
635
Royal Gold
RGLD
$17B
$27.2M 0.02%
220,770
+59,883
+37% +$7.29M
CHT icon
636
Chunghwa Telecom
CHT
$33.5B
$27.2M 0.02%
761,700
+1,431
+0.2% +$50.3K
VWO icon
637
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$27.2M 0.02%
674,956
-5,531
-0.8% -$228K
TYL icon
638
Tyler Technologies
TYL
$13B
$27.1M 0.02%
103,315
+4,616
+5% +$1.13M
AFG icon
639
American Financial Group
AFG
$12B
$27.1M 0.02%
251,369
+54,276
+28% +$5.62M
USFD icon
640
US Foods
USFD
$21.8B
$27M 0.02%
657,116
-6,783
-1% -$262K
NDAQ icon
641
Nasdaq
NDAQ
$52.2B
$27M 0.02%
815,352
+31,977
+4% +$1.06M
AIV
642
Aimco
AIV
$387M
$26.9M 0.02%
3,875,635
+166,433
+4% +$1.13M
WDAY icon
643
Workday
WDAY
$36.2B
$26.7M 0.02%
157,262
-42,415
-21% -$8.19M
EQNR icon
644
Equinor
EQNR
$92.7B
$26.7M 0.02%
1,410,249
+321,521
+30% +$5.91M
VEEV icon
645
Veeva Systems
VEEV
$31.6B
$26.7M 0.02%
174,689
+7,533
+5% +$1.21M
MGM icon
646
MGM Resorts International
MGM
$11.8B
$26.7M 0.02%
962,041
+87,954
+10% +$2.53M
TLS
647
DELISTED
TELSTRA CRP LTD ADS(RP 5 ORD)
TLS
$26.7M 0.02%
2,258,044
+17,318
+0.8% +$205K
ACIW icon
648
ACI Worldwide
ACIW
$5.85B
$26.6M 0.02%
850,363
-15,690
-2% -$497K
WST icon
649
West Pharmaceutical
WST
$23.6B
$26.6M 0.02%
187,819
+3,465
+2% +$477K
BDJ icon
650
BlackRock Enhanced Equity Dividend Trust
BDJ
$1.71B
$26.6M 0.02%
2,898,824
+232,503
+9% +$2.09M
24 25
26
27 28

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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.