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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
LOW icon
51
Lowe's Companies
LOW
$117B
$371M 0.3%
3,375,534
+82,781
+3% +$8.74M
AMT icon
52
American Tower
AMT
$82.1B
$360M 0.29%
1,629,099
-5,721
-0.3% -$1.25M
PYPL icon
53
PayPal
PYPL
$45.9B
$353M 0.28%
3,403,189
+140,425
+4% +$15.5M
TMO icon
54
Thermo Fisher Scientific
TMO
$230B
$351M 0.28%
1,203,808
+37,955
+3% +$10.9M
CVS icon
55
CVS Health
CVS
$119B
$348M 0.28%
5,515,102
+364,422
+7% +$21.6M
QCOM icon
56
Qualcomm
QCOM
$175B
$348M 0.28%
4,557,136
-132,705
-3% -$9.99M
LLY icon
57
Eli Lilly
LLY
$1.05T
$340M 0.27%
3,043,522
+54,019
+2% +$6.01M
RTX icon
58
RTX Corp
RTX
$285B
$339M 0.27%
3,941,937
+49,381
+1% +$4.1M
SBUX icon
59
Starbucks
SBUX
$123B
$333M 0.27%
3,766,481
+144,508
+4% +$13.4M
IWF icon
60
iShares Russell 1000 Growth ETF
IWF
$126B
$333M 0.27%
8,339,372
-232,392
-3% -$9.32M
PM icon
61
Philip Morris
PM
$299B
$326M 0.26%
4,292,195
-140,445
-3% -$11.1M
DHR icon
62
Danaher
DHR
$152B
$326M 0.26%
2,543,983
+70,404
+3% +$8.82M
ABBV icon
63
AbbVie
ABBV
$451B
$323M 0.26%
4,264,695
-7,548
-0.2% -$517K
INTU icon
64
Intuit
INTU
$97.9B
$321M 0.26%
1,207,704
+17,312
+1% +$4.76M
MMM icon
65
3M
MMM
$89.9B
$316M 0.26%
2,300,029
+155,218
+7% +$21.7M
TJX icon
66
TJX Companies
TJX
$149B
$309M 0.25%
5,534,686
+25,326
+0.5% +$1.38M
GILD icon
67
Gilead Sciences
GILD
$181B
$304M 0.25%
4,801,439
+57,705
+1% +$3.77M
LMT icon
68
Lockheed Martin
LMT
$130B
$299M 0.24%
767,675
+52,341
+7% +$19.7M
MDLZ icon
69
Mondelez International
MDLZ
$79.6B
$298M 0.24%
5,391,612
+220,696
+4% +$12.1M
AVGO icon
70
Broadcom
AVGO
$1.75T
$296M 0.24%
10,739,430
-145,350
-1% -$4.13M
USB icon
71
US Bancorp
USB
$97.3B
$293M 0.24%
5,287,171
+330,313
+7% +$17.9M
LIN icon
72
Linde
LIN
$226B
$291M 0.24%
1,504,232
+61,582
+4% +$11.9M
AXP icon
73
American Express
AXP
$225B
$290M 0.23%
2,453,286
-3,820
-0.2% -$468K
BKNG icon
74
Booking.com
BKNG
$155B
$272M 0.22%
3,466,700
+168,875
+5% +$13.1M
GE icon
75
GE Aerospace
GE
$355B
$271M 0.22%
6,076,802
-508,405
-8% -$23.9M
1 2
3
4 5

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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.