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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
RBC icon
1176
RBC Bearings
RBC
$18.3B
$10.5M 0.01%
63,046
+2,635
+4% +$426K
LFC
1177
DELISTED
China Life Insurance Company Ltd.
LFC
$10.5M 0.01%
907,346
+71,018
+8% +$866K
SAIA icon
1178
Saia
SAIA
$11B
$10.4M 0.01%
111,356
+18,723
+20% +$1.49M
MLKN icon
1179
MillerKnoll
MLKN
$1.6B
$10.4M 0.01%
226,299
+18,591
+9% +$817K
HUBB icon
1180
Hubbell
HUBB
$26B
$10.4M 0.01%
79,357
+5,957
+8% +$768K
BGC icon
1181
BGC Group
BGC
$5.77B
$10.4M 0.01%
1,894,205
-355,003
-16% -$1.9M
IEI icon
1182
iShares 3-7 Year Treasury Bond ETF
IEI
$18.1B
$10.4M 0.01%
82,083
-336
-0.4% -$42.5K
TRIP icon
1183
TripAdvisor
TRIP
$1.73B
$10.4M 0.01%
268,740
-130,405
-33% -$5.43M
BRKR icon
1184
Bruker
BRKR
$9.45B
$10.4M 0.01%
236,371
-64,862
-22% -$2.91M
KAMN
1185
DELISTED
Kaman Corp
KAMN
$10.4M 0.01%
174,538
-565
-0.3% -$33.9K
CW icon
1186
Curtiss-Wright
CW
$26.9B
$10.4M 0.01%
80,081
+4,096
+5% +$515K
POWI icon
1187
Power Integrations
POWI
$3.37B
$10.4M 0.01%
229,002
+26,332
+13% +$1.14M
CDK
1188
DELISTED
CDK Global, Inc.
CDK
$10.3M 0.01%
214,895
-25,806
-11% -$1.24M
TTD icon
1189
Trade Desk
TTD
$8.85B
$10.3M 0.01%
550,280
-115,610
-17% -$2.75M
MKTAY
1190
DELISTED
MAKITA CORP SPONS ADR
MKTAY
$10.3M 0.01%
324,865
-64,012
-16% -$2.03M
PLAY icon
1191
Dave & Buster's
PLAY
$360M
$10.3M 0.01%
264,026
+136,411
+107% +$5.5M
CSII
1192
DELISTED
Cardiovascular Systems, Inc.
CSII
$10.3M 0.01%
215,833
+36,906
+21% +$1.73M
LPX icon
1193
Louisiana-Pacific
LPX
$5.38B
$10.2M 0.01%
416,067
+196,094
+89% +$4.83M
SJR
1194
DELISTED
Shaw Communications Inc.
SJR
$10.2M 0.01%
519,894
+28,058
+6% +$553K
NSIT icon
1195
Insight Enterprises
NSIT
$3.78B
$10.1M 0.01%
182,044
-12,700
-7% -$671K
SAFM
1196
DELISTED
Sanderson Farms Inc
SAFM
$10.1M 0.01%
66,869
-929
-1% -$132K
SIG icon
1197
Signet Jewelers
SIG
$3.83B
$10.1M 0.01%
602,453
+206,020
+52% +$3.24M
FHB icon
1198
First Hawaiian
FHB
$3.38B
$10.1M 0.01%
376,561
-72,588
-16% -$1.88M
POST icon
1199
Post Holdings
POST
$4.28B
$9.99M 0.01%
144,170
-7,874
-5% -$537K
WBC
1200
DELISTED
WABCO HOLDINGS INC.
WBC
$9.93M 0.01%
74,230
+4,228
+6% +$562K
46 47
48
49 50

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MCM
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PSUF
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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.