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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
PII icon
1401
Polaris
PII
$4.07B
$7.53M 0.01%
85,539
-4,321
-5% -$375K
SSD icon
1402
Simpson Manufacturing
SSD
$8.16B
$7.51M 0.01%
108,212
+8,056
+8% +$523K
QTS
1403
DELISTED
QTS REALTY TRUST, INC.
QTS
$7.5M 0.01%
145,795
+1,527
+1% +$72.6K
RYN icon
1404
Rayonier
RYN
$6.64B
$7.49M 0.01%
292,858
-7,014
-2% -$180K
KKR icon
1405
KKR & Co
KKR
$92.2B
$7.49M 0.01%
278,845
-331,001
-54% -$8.73M
BDC icon
1406
Belden
BDC
$4.09B
$7.48M 0.01%
140,293
-11,784
-8% -$591K
UNF icon
1407
Unifirst Corp
UNF
$5.43B
$7.46M 0.01%
38,248
+4,602
+14% +$892K
FND icon
1408
Floor & Decor
FND
$6.14B
$7.46M 0.01%
145,836
+61,427
+73% +$2.76M
CBU icon
1409
Community Bank
CBU
$3.4B
$7.46M 0.01%
120,883
-7,077
-6% -$447K
STAG icon
1410
STAG Industrial
STAG
$7.79B
$7.45M 0.01%
252,842
+7,786
+3% +$231K
CZZ
1411
DELISTED
Cosan Limited
CZZ
$7.45M 0.01%
500,247
+208,672
+72% +$2.98M
HURN icon
1412
Huron Consulting
HURN
$1.97B
$7.44M 0.01%
121,271
+17,709
+17% +$1.03M
REZI icon
1413
Resideo Technologies
REZI
$5.55B
$7.44M 0.01%
518,428
-107,612
-17% -$1.8M
SLAB icon
1414
Silicon Laboratories
SLAB
$7.17B
$7.44M 0.01%
66,787
+25,110
+60% +$2.72M
PINC
1415
DELISTED
Premier
PINC
$7.41M 0.01%
256,360
-25,934
-9% -$966K
USPH icon
1416
US Physical Therapy
USPH
$1.2B
$7.41M 0.01%
56,782
+11,215
+25% +$1.46M
VAC icon
1417
Marriott Vacations Worldwide
VAC
$3.52B
$7.4M 0.01%
71,390
-12,188
-15% -$1.2M
KFY icon
1418
Korn Ferry
KFY
$4.26B
$7.39M 0.01%
191,176
+20,530
+12% +$793K
MGEE icon
1419
MGE Energy Inc
MGEE
$3.09B
$7.38M 0.01%
92,433
+3,811
+4% +$285K
UFPI icon
1420
UFP Industries
UFPI
$5.14B
$7.37M 0.01%
184,836
+26,782
+17% +$1.04M
AEM icon
1421
Agnico Eagle Mines
AEM
$71.9B
$7.36M 0.01%
137,231
-21,182
-13% -$1.2M
PBI icon
1422
Pitney Bowes
PBI
$2.41B
$7.36M 0.01%
1,609,654
+214,294
+15% +$859K
FCFS icon
1423
FirstCash
FCFS
$9.06B
$7.33M 0.01%
79,960
-11,192
-12% -$1.11M
VTI icon
1424
Vanguard Total Stock Market ETF
VTI
$656B
$7.31M 0.01%
48,404
-3,468
-7% -$523K
BHE icon
1425
Benchmark Electronics
BHE
$2.76B
$7.3M 0.01%
251,317
+7,719
+3% +$206K
55 56
57
58 59

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AF
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MCM
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PSUF
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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.