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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
FMBI
1551
DELISTED
First Midwest Bancorp Inc/IL
FMBI
$6.15M 0.01%
315,916
+22,073
+8% +$439K
RITM icon
1552
Rithm Capital
RITM
$5.46B
$6.14M 0.01%
391,517
-19,481
-5% -$292K
PLXS icon
1553
Plexus
PLXS
$6.69B
$6.13M ﹤0.01%
98,148
+5,394
+6% +$320K
PCH
1554
DELISTED
PotlatchDeltic
PCH
$6.13M ﹤0.01%
149,198
+12,462
+9% +$483K
CRZO
1555
DELISTED
Carrizo Oil & Gas Inc
CRZO
$6.12M ﹤0.01%
713,019
+112,685
+19% +$1.03M
ENS icon
1556
EnerSys
ENS
$6.69B
$6.11M ﹤0.01%
92,683
-2,005
-2% -$126K
MKSI icon
1557
MKS Inc
MKSI
$19.3B
$6.09M ﹤0.01%
66,054
+4,584
+7% +$379K
SF
1558
Stifel
SF
$12.8B
$6.09M ﹤0.01%
238,853
-16,837
-7% -$423K
SPSC icon
1559
SPS Commerce
SPSC
$2.51B
$6.06M ﹤0.01%
128,822
-15,306
-11% -$776K
DIN icon
1560
Dine Brands
DIN
$458M
$6.06M ﹤0.01%
79,846
-61,488
-44% -$5.04M
KMPR icon
1561
Kemper
KMPR
$1.82B
$6.04M ﹤0.01%
77,509
-19,399
-20% -$1.55M
UCB
1562
United Community Banks
UCB
$4.27B
$6.04M ﹤0.01%
213,003
-3,457
-2% -$94.8K
GNL icon
1563
Global Net Lease
GNL
$1.86B
$6.02M ﹤0.01%
308,571
+10,721
+4% +$209K
KWR icon
1564
Quaker Houghton
KWR
$2.67B
$6.01M ﹤0.01%
38,016
+1,900
+5% +$326K
WD icon
1565
Walker & Dunlop
WD
$1.75B
$5.99M ﹤0.01%
107,083
+8,231
+8% +$462K
LSCC icon
1566
Lattice Semiconductor
LSCC
$17B
$5.97M ﹤0.01%
326,518
+6,584
+2% +$121K
IMO icon
1567
Imperial Oil
IMO
$60.8B
$5.96M ﹤0.01%
229,174
-34,584
-13% -$911K
ATH
1568
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
$5.96M ﹤0.01%
141,676
+37,119
+36% +$1.52M
VTLE
1569
DELISTED
Vital Energy
VTLE
$5.95M ﹤0.01%
123,472
-56,657
-31% -$3.13M
OSIS icon
1570
OSI Systems
OSIS
$3.64B
$5.94M ﹤0.01%
58,510
+5,776
+11% +$624K
SHAK icon
1571
Shake Shack
SHAK
$2.55B
$5.94M ﹤0.01%
60,598
+10,450
+21% +$923K
CFFN icon
1572
Capitol Federal Financial
CFFN
$1.09B
$5.93M ﹤0.01%
430,671
+6,039
+1% +$82.3K
ESI icon
1573
Element Solutions
ESI
$8.89B
$5.93M ﹤0.01%
582,851
+4,562
+0.8% +$44.9K
UHAL icon
1574
U-Haul Holding Co
UHAL
$14.3B
$5.93M ﹤0.01%
152,000
+2,020
+1% +$74.6K
FCPT icon
1575
Four Corners Property Trust
FCPT
$2.85B
$5.92M ﹤0.01%
209,199
+42,698
+26% +$1.19M
61 62
63
64 65

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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.