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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
NRG icon
426
NRG Energy
NRG
$29.8B
$46.1M 0.04%
1,164,391
-32,742
-3% -$1.18M
IBN icon
427
ICICI Bank
IBN
$106B
$46.1M 0.04%
3,782,328
+72,172
+2% +$846K
NTRS icon
428
Northern Trust
NTRS
$22.2B
$45.7M 0.04%
489,788
+33,411
+7% +$3.07M
CNC icon
429
Centene
CNC
$31.3B
$45.6M 0.04%
1,054,676
-224,953
-18% -$11M
NTAP icon
430
NetApp
NTAP
$32.9B
$45.6M 0.04%
868,301
-94,094
-10% -$5.05M
ABB
431
DELISTED
ABB Ltd
ABB
$45.4M 0.04%
2,309,454
+272,060
+13% +$5.19M
CMG icon
432
Chipotle Mexican Grill
CMG
$40.8B
$45.4M 0.04%
2,701,100
+168,450
+7% +$2.69M
PKG icon
433
Packaging Corp of America
PKG
$22.7B
$45.2M 0.04%
426,290
+97,743
+30% +$9.9M
LEA icon
434
Lear
LEA
$7.19B
$45.2M 0.04%
566,610
-8,952
-2% -$1.09M
CNI icon
435
Canadian National Railway
CNI
$78.3B
$45.1M 0.04%
502,267
+32,594
+7% +$3.01M
CS
436
DELISTED
Credit Suisse Group
CS
$45M 0.04%
3,686,938
+339,501
+10% +$4.08M
WRK
437
DELISTED
WestRock Company
WRK
$44.9M 0.04%
1,231,037
+67,878
+6% +$2.42M
K
438
DELISTED
Kellanova
K
$44.8M 0.04%
741,729
-78,644
-10% -$4.49M
EVRG icon
439
Evergy
EVRG
$20.1B
$44.6M 0.04%
669,556
+95,627
+17% +$6.05M
LULU icon
440
lululemon athletica
LULU
$13B
$44.5M 0.04%
231,025
+18,678
+9% +$3.49M
CF icon
441
CF Industries
CF
$19.2B
$44.4M 0.04%
902,831
-81,661
-8% -$3.96M
TXT icon
442
Textron
TXT
$16.6B
$44.3M 0.04%
904,505
+144,791
+19% +$7.06M
TD icon
443
Toronto Dominion Bank
TD
$198B
$43.9M 0.04%
753,304
+38,109
+5% +$2.17M
SNPS icon
444
Synopsys
SNPS
$71.5B
$43.7M 0.04%
318,498
+4,557
+1% +$616K
CDW icon
445
CDW
CDW
$17.1B
$43.7M 0.04%
354,596
+25,736
+8% +$2.95M
BCE icon
446
BCE
BCE
$19.9B
$43.7M 0.04%
902,416
+75,756
+9% +$3.54M
WTW icon
447
Willis Towers Watson
WTW
$27.9B
$43.6M 0.04%
226,192
+7,880
+4% +$1.54M
MAA icon
448
Mid-America Apartment Communities
MAA
$15.6B
$43.5M 0.04%
334,357
-68,394
-17% -$8.5M
MLM icon
449
Martin Marietta Materials
MLM
$33.6B
$43.5M 0.04%
158,593
+14,613
+10% +$3.61M
TAP icon
450
Molson Coors Class B
TAP
$7.68B
$43.4M 0.04%
755,454
-119,892
-14% -$6.5M
16 17
18
19 20

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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.