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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
PSX icon
101
Phillips 66
PSX
$97.4B
$223M 0.18%
2,177,110
+76,933
+4% +$7.71M
SYK icon
102
Stryker
SYK
$127B
$222M 0.18%
1,027,882
+22,698
+2% +$4.87M
NVS icon
103
Novartis
NVS
$292B
$221M 0.18%
2,538,794
+61,474
+2% +$5.52M
ITW icon
104
Illinois Tool Works
ITW
$79.8B
$213M 0.17%
1,359,293
+23,866
+2% +$3.62M
CL icon
105
Colgate-Palmolive
CL
$72.3B
$209M 0.17%
2,843,364
+39,818
+1% +$2.89M
GM icon
106
General Motors
GM
$75.7B
$208M 0.17%
5,550,287
+269,846
+5% +$10.4M
IEMG icon
107
iShares Core MSCI Emerging Markets ETF
IEMG
$160B
$207M 0.17%
4,217,948
+169,311
+4% +$8.4M
CHTR icon
108
Charter Communications
CHTR
$18.3B
$206M 0.17%
500,426
+20,960
+4% +$8.46M
ICE icon
109
Intercontinental Exchange
ICE
$91.1B
$203M 0.16%
2,196,674
+53,020
+2% +$4.84M
EXC icon
110
Exelon
EXC
$45.3B
$201M 0.16%
5,840,202
+152,078
+3% +$5.11M
AFL icon
111
Aflac
AFL
$58.4B
$200M 0.16%
3,822,570
-79,549
-2% -$4.2M
CAT icon
112
Caterpillar
CAT
$368B
$200M 0.16%
1,579,516
-43,186
-3% -$5.49M
COF icon
113
Capital One
COF
$132B
$196M 0.16%
2,151,175
+102,703
+5% +$9.23M
MCO icon
114
Moody's
MCO
$89.2B
$195M 0.16%
951,826
+215
+0% +$45.1K
CCI icon
115
Crown Castle
CCI
$32.4B
$194M 0.16%
1,396,719
+90,732
+7% +$12.5M
VLO icon
116
Valero Energy
VLO
$101B
$194M 0.16%
2,276,848
-36,681
-2% -$2.97M
AMAT icon
117
Applied Materials
AMAT
$366B
$192M 0.15%
3,844,446
+213,638
+6% +$10.3M
ZTS icon
118
Zoetis
ZTS
$32B
$189M 0.15%
1,520,849
+28,533
+2% +$3.44M
SO icon
119
Southern Company
SO
$102B
$189M 0.15%
3,059,471
+206,956
+7% +$12M
RDS.A
120
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$189M 0.15%
3,207,980
-131,110
-4% -$7.78M
TSM icon
121
TSMC
TSM
$2.17T
$186M 0.15%
3,991,123
+127,105
+3% +$5.42M
D icon
122
Dominion Energy
D
$57.7B
$184M 0.15%
2,271,345
+120,329
+6% +$9.31M
SYY icon
123
Sysco
SYY
$39.3B
$184M 0.15%
2,317,166
+12,161
+0.5% +$893K
ISRG icon
124
Intuitive Surgical
ISRG
$132B
$182M 0.15%
1,011,720
+53,961
+6% +$9.33M
BABA icon
125
Alibaba
BABA
$296B
$182M 0.15%
1,087,068
+133,395
+14% +$22.9M
3 4
5
6 7

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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.