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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
CCMP
1126
DELISTED
CMC Materials, Inc. Common Stock
CCMP
$11.2M 0.01%
79,604
+15,003
+23% +$1.85M
SBGI icon
1127
Sinclair Inc
SBGI
$999M
$11.2M 0.01%
262,292
+57,932
+28% +$2.8M
CUZ icon
1128
Cousins Properties
CUZ
$5.21B
$11.2M 0.01%
298,130
+67,705
+29% +$2.42M
QVCGA
1129
DELISTED
QVC Group Inc Series A
QVCGA
$11.2M 0.01%
22,352
-2,250
-9% -$1.32M
BRO icon
1130
Brown & Brown
BRO
$24.9B
$11.2M 0.01%
309,818
+15,159
+5% +$542K
CBSH icon
1131
Commerce Bancshares
CBSH
$8.58B
$11.2M 0.01%
259,164
+3,122
+1% +$130K
AIF
1132
DELISTED
Apollo Tactical Income Fund Inc.
AIF
$11.2M 0.01%
737,377
+25,212
+4% +$375K
KPN
1133
DELISTED
ROYAL KPN NV ADS (EA REPTG 1 ORD SH)
KPN
$11.1M 0.01%
3,527,327
+354,027
+11% +$1.12M
SNX icon
1134
TD Synnex
SNX
$19.1B
$11.1M 0.01%
197,070
-67,580
-26% -$3.15M
ENSG icon
1135
The Ensign Group
ENSG
$10.6B
$11.1M 0.01%
250,476
-87,015
-26% -$4.31M
PRA
1136
DELISTED
ProAssurance
PRA
$11.1M 0.01%
275,438
+47,032
+21% +$1.82M
EQH icon
1137
Equitable Holdings
EQH
$13.3B
$11.1M 0.01%
499,958
+27,835
+6% +$597K
OC icon
1138
Owens Corning
OC
$11.7B
$11.1M 0.01%
175,207
+41,991
+32% +$2.4M
PFPT
1139
DELISTED
Proofpoint, Inc.
PFPT
$11.1M 0.01%
85,775
+5,252
+7% +$643K
RRX icon
1140
Regal Rexnord
RRX
$13.4B
$11.1M 0.01%
151,909
-3,056
-2% -$231K
ISBC
1141
DELISTED
Investors Bancorp, Inc.
ISBC
$11.1M 0.01%
973,544
+238,243
+32% +$2.66M
LAMR icon
1142
Lamar Advertising Co
LAMR
$16.3B
$11M 0.01%
134,852
-951
-0.7% -$75.1K
HELE icon
1143
Helen of Troy
HELE
$686M
$11M 0.01%
70,057
+10,709
+18% +$1.59M
PTC icon
1144
PTC
PTC
$14.9B
$11M 0.01%
161,980
-5,433
-3% -$397K
NBIX icon
1145
Neurocrine Biosciences
NBIX
$18.1B
$11M 0.01%
122,452
+15,234
+14% +$1.42M
VVV icon
1146
Valvoline
VVV
$5.15B
$11M 0.01%
500,769
+52,838
+12% +$1.13M
AGO icon
1147
Assured Guaranty
AGO
$3.78B
$11M 0.01%
247,239
-423
-0.2% -$18.6K
ICL icon
1148
ICL Group
ICL
$6.79B
$11M 0.01%
2,192,278
+103,626
+5% +$517K
GPI icon
1149
Group 1 Automotive
GPI
$4.09B
$11M 0.01%
118,681
+1,850
+2% +$152K
CRI icon
1150
Carter's
CRI
$1.45B
$11M 0.01%
120,085
-1,234
-1% -$112K
44 45
46
47 48

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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.