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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
AIG icon
76
American International
AIG
$40.2B
$271M 0.22%
4,860,831
-62,969
-1% -$3.48M
NFLX icon
77
Netflix
NFLX
$340B
$270M 0.22%
10,089,130
-1,068,360
-10% -$33.4M
TGT icon
78
Target
TGT
$74.1B
$267M 0.22%
2,499,121
-86,707
-3% -$8.25M
BDX icon
79
Becton Dickinson
BDX
$51.6B
$265M 0.21%
1,074,637
-12,756
-1% -$3.15M
CME icon
80
CME Group
CME
$103B
$261M 0.21%
1,235,444
+45,506
+4% +$9.51M
DUK icon
81
Duke Energy
DUK
$93.8B
$258M 0.21%
2,688,688
+195,606
+8% +$17.8M
UPS icon
82
United Parcel Service
UPS
$89.6B
$253M 0.2%
2,113,696
+214,047
+11% +$24.5M
ADP icon
83
Automatic Data Processing
ADP
$114B
$250M 0.2%
1,548,950
-52,205
-3% -$8.62M
NVDA icon
84
NVIDIA
NVDA
$5.25T
$249M 0.2%
57,285,880
+5,512,280
+11% +$23.2M
CB icon
85
Chubb
CB
$131B
$244M 0.2%
1,511,218
+69,253
+5% +$10.7M
DG icon
86
Dollar General
DG
$27.1B
$241M 0.19%
1,516,507
-59,902
-4% -$8.66M
GS icon
87
Goldman Sachs
GS
$301B
$241M 0.19%
1,161,281
+85,012
+8% +$17.8M
FIS icon
88
Fidelity National Information Services
FIS
$21.4B
$240M 0.19%
1,806,396
+635,318
+54% +$84.4M
RTN
89
DELISTED
Raytheon Company
RTN
$235M 0.19%
1,199,105
+8,539
+0.7% +$1.58M
BMY icon
90
Bristol-Myers Squibb
BMY
$136B
$234M 0.19%
4,614,191
+469,347
+11% +$22.1M
NOC icon
91
Northrop Grumman
NOC
$77.5B
$232M 0.19%
619,175
+9,449
+2% +$3.35M
PNC icon
92
PNC Financial Services
PNC
$96.6B
$229M 0.18%
1,632,192
+38,426
+2% +$5.21M
CELG
93
DELISTED
Celgene Corp
CELG
$228M 0.18%
2,295,047
+58,398
+3% +$5.55M
TRV icon
94
Travelers Companies
TRV
$77.2B
$228M 0.18%
1,531,987
-4,744
-0.3% -$705K
ELV icon
95
Elevance Health
ELV
$85.5B
$227M 0.18%
946,397
-43,512
-4% -$11.9M
KMB icon
96
Kimberly-Clark
KMB
$36.4B
$227M 0.18%
1,598,278
+42,478
+3% +$5.84M
COP icon
97
ConocoPhillips
COP
$157B
$225M 0.18%
3,947,800
-577,635
-13% -$32.9M
SHW icon
98
Sherwin-Williams
SHW
$83.7B
$224M 0.18%
1,224,639
+55,203
+5% +$9.39M
SPGI icon
99
S&P Global
SPGI
$131B
$224M 0.18%
912,331
+28,923
+3% +$7.23M
ECL icon
100
Ecolab
ECL
$80.4B
$224M 0.18%
1,128,566
+49,962
+5% +$10M
2 3
4
5 6

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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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ACI
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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.