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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
AIT icon
1526
Applied Industrial Technologies
AIT
$12.9B
$6.38M 0.01%
112,278
+1,574
+1% +$88.6K
ASTE icon
1527
Astec Industries
ASTE
$1.26B
$6.36M 0.01%
204,373
+29,915
+17% +$911K
BSBR icon
1528
Santander
BSBR
$41B
$6.36M 0.01%
609,240
+56,920
+10% +$607K
LTC
1529
LTC Properties
LTC
$2.14B
$6.35M 0.01%
124,048
+5,909
+5% +$285K
PFS icon
1530
Provident Financial Services
PFS
$3.15B
$6.33M 0.01%
257,974
-8,573
-3% -$208K
MZTI
1531
The Marzetti Company
MZTI
$3.02B
$6.3M 0.01%
45,434
-32,922
-42% -$4.9M
BCH icon
1532
Banco de Chile
BCH
$20.4B
$6.3M 0.01%
224,066
+39,652
+22% +$1.14M
AYR
1533
DELISTED
Aircastle Ltd
AYR
$6.29M 0.01%
280,549
+4,872
+2% +$105K
MSA icon
1534
Mine Safety
MSA
$6.94B
$6.28M 0.01%
57,561
+1,288
+2% +$136K
FOSL icon
1535
Fossil Group
FOSL
$262M
$6.27M 0.01%
501,536
-59,250
-11% -$670K
ZNGA
1536
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$6.27M 0.01%
1,077,304
-326,229
-23% -$1.96M
BF.A icon
1537
Brown-Forman Class A
BF.A
$13.4B
$6.26M 0.01%
104,700
+3,770
+4% +$215K
ATKR icon
1538
Atkore
ATKR
$2.62B
$6.25M 0.01%
206,081
+33,389
+19% +$939K
LFUS icon
1539
Littelfuse
LFUS
$9.91B
$6.25M 0.01%
35,239
-4,341
-11% -$734K
CMP icon
1540
Compass Minerals
CMP
$1.25B
$6.24M 0.01%
110,540
-57,546
-34% -$3.09M
WBS icon
1541
Webster Financial
WBS
$12.5B
$6.22M 0.01%
132,678
+12,640
+11% +$598K
VRE
1542
DELISTED
Veris Residential
VRE
$6.22M 0.01%
287,059
-44,258
-13% -$984K
GTY
1543
Getty Realty Corp
GTY
$2.12B
$6.21M 0.01%
193,792
+3,358
+2% +$104K
CRS icon
1544
Carpenter Technology
CRS
$27.8B
$6.2M 0.01%
119,951
+7,647
+7% +$370K
HA
1545
DELISTED
Hawaiian Holdings, Inc.
HA
$6.18M 0.01%
235,341
+14,501
+7% +$381K
DBD
1546
DELISTED
Diebold Nixdorf Incorporated
DBD
$6.17M 0.01%
551,323
+67,400
+14% +$798K
VRNT
1547
DELISTED
Verint Systems
VRNT
$6.17M 0.01%
283,069
-7,261
-3% -$193K
LGIH icon
1548
LGI Homes
LGIH
$1.43B
$6.17M 0.01%
74,026
+4,062
+6% +$310K
MED icon
1549
Medifast
MED
$108M
$6.16M 0.01%
59,483
+10,089
+20% +$1.08M
UNVR
1550
DELISTED
Univar Solutions Inc.
UNVR
$6.16M 0.01%
296,671
+88,938
+43% +$1.84M
60 61
62
63 64

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NIPH
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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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ACI
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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.