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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
GSK icon
201
GSK
GSK
$102B
$117M 0.09%
2,189,405
+60,958
+3% +$3.14M
F icon
202
Ford
F
$55.3B
$117M 0.09%
12,733,975
+16,406
+0.1% +$156K
ILMN icon
203
Illumina
ILMN
$32.6B
$115M 0.09%
389,634
-4,028
-1% -$1.19M
ETR icon
204
Entergy
ETR
$49.3B
$115M 0.09%
1,953,888
-383,460
-16% -$21M
BNY
205
Bank of New York Mellon
BNY
$110B
$114M 0.09%
2,530,105
+105,498
+4% +$4.7M
NEM icon
206
Newmont
NEM
$135B
$114M 0.09%
3,012,891
+590,741
+24% +$23M
TT icon
207
Trane Technologies
TT
$98.8B
$113M 0.09%
917,537
+4,741
+0.5% +$579K
AMP icon
208
Ameriprise Financial
AMP
$49.4B
$112M 0.09%
759,801
+3,686
+0.5% +$517K
SHY icon
209
iShares 1-3 Year Treasury Bond ETF
SHY
$25.4B
$112M 0.09%
1,315,349
+10,582
+0.8% +$897K
MAR icon
210
Marriott International
MAR
$91.5B
$111M 0.09%
894,986
+18,383
+2% +$2.44M
GIS icon
211
General Mills
GIS
$22.2B
$111M 0.09%
2,008,375
+110,265
+6% +$5.94M
HPQ icon
212
HP
HPQ
$27.5B
$110M 0.09%
5,798,663
-413,281
-7% -$8.12M
NVO
213
Novo Nordisk
NVO
$202B
$109M 0.09%
4,201,144
+141,940
+3% +$3.59M
HSY icon
214
Hershey
HSY
$36B
$108M 0.09%
697,605
+4,321
+0.6% +$653K
JCI icon
215
Johnson Controls International
JCI
$84.6B
$108M 0.09%
2,459,247
+232,532
+10% +$9.85M
FE icon
216
FirstEnergy
FE
$26.5B
$107M 0.09%
2,227,115
-117,589
-5% -$5.32M
MTD icon
217
Mettler-Toledo International
MTD
$28B
$106M 0.09%
151,119
+1,548
+1% +$1.14M
CMS icon
218
CMS Energy
CMS
$21.4B
$106M 0.09%
1,664,035
-35,473
-2% -$2.15M
ES icon
219
Eversource Energy
ES
$26.7B
$106M 0.09%
1,244,718
+6,569
+0.5% +$522K
PEG icon
220
Public Service Enterprise Group
PEG
$36.5B
$106M 0.09%
1,713,439
-95,059
-5% -$5.68M
CTSH icon
221
Cognizant
CTSH
$28.8B
$106M 0.09%
1,762,382
-34,934
-2% -$2.21M
ASML icon
222
ASML
ASML
$651B
$106M 0.09%
426,386
+22,598
+6% +$5.09M
GPN icon
223
Global Payments
GPN
$24.3B
$105M 0.08%
659,405
+240,795
+58% +$39.3M
SLB icon
224
SLB Ltd
SLB
$85.1B
$104M 0.08%
3,039,778
+193,738
+7% +$7.08M
ADSK icon
225
Autodesk
ADSK
$55B
$104M 0.08%
702,868
-572
-0.1% -$89K
7 8
9
10 11

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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.