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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
FFIN icon
1601
First Financial Bankshares
FFIN
$5.05B
$5.68M ﹤0.01%
170,415
+25,165
+17% +$792K
KNSL icon
1602
Kinsale Capital Group
KNSL
$8.43B
$5.67M ﹤0.01%
54,904
+11,248
+26% +$1.08M
KELYA icon
1603
Kelly Services Class A
KELYA
$560M
$5.67M ﹤0.01%
234,133
-2,256
-1% -$58.6K
ATHM icon
1604
Autohome
ATHM
$2.65B
$5.65M ﹤0.01%
67,996
+4,606
+7% +$395K
BYM
1605
DELISTED
BlackRock Municipal Income Quality Trust
BYM
$5.65M ﹤0.01%
399,317
+27,571
+7% +$387K
MCR
1606
DELISTED
MFS Charter Income Trust
MCR
$5.64M ﹤0.01%
679,157
+165,252
+32% +$1.37M
ALV icon
1607
Autoliv
ALV
$9.09B
$5.64M ﹤0.01%
71,541
+4,907
+7% +$349K
SCL icon
1608
Stepan Co
SCL
$1.32B
$5.63M ﹤0.01%
58,014
+3,950
+7% +$375K
PRKS icon
1609
United Parks & Resorts
PRKS
$2.21B
$5.62M ﹤0.01%
213,370
-37,783
-15% -$1.15M
ROKU icon
1610
Roku
ROKU
$21.3B
$5.61M ﹤0.01%
55,145
+23,164
+72% +$2.83M
MMSI icon
1611
Merit Medical Systems
MMSI
$4.67B
$5.59M ﹤0.01%
183,561
+5,125
+3% +$207K
CROX icon
1612
Crocs
CROX
$6.75B
$5.59M ﹤0.01%
201,302
+5,182
+3% +$126K
CNH
1613
CNH Industrial
CNH
$14.2B
$5.57M ﹤0.01%
629,937
-96,695
-13% -$851K
NSP icon
1614
Insperity
NSP
$2.01B
$5.56M ﹤0.01%
56,372
-17,536
-24% -$1.9M
CHX
1615
DELISTED
ChampionX
CHX
$5.55M ﹤0.01%
205,305
+5,090
+3% +$149K
NPO icon
1616
Enpro
NPO
$6.63B
$5.55M ﹤0.01%
80,786
+8,038
+11% +$522K
NWBI icon
1617
Northwest Bancshares
NWBI
$2.33B
$5.54M ﹤0.01%
338,099
-104,017
-24% -$1.74M
CNDT icon
1618
Conduent
CNDT
$251M
$5.54M ﹤0.01%
890,625
+70,856
+9% +$548K
IPHI
1619
DELISTED
INPHI CORPORATION
IPHI
$5.54M ﹤0.01%
90,672
+14,754
+19% +$899K
FWRD icon
1620
Forward Air
FWRD
$467M
$5.53M ﹤0.01%
86,804
+7,297
+9% +$447K
WBT
1621
DELISTED
Welbilt, Inc.
WBT
$5.52M ﹤0.01%
327,519
+12,231
+4% +$199K
BC icon
1622
Brunswick
BC
$5.33B
$5.52M ﹤0.01%
105,928
+34,810
+49% +$1.66M
SPOT icon
1623
Spotify
SPOT
$105B
$5.52M ﹤0.01%
48,384
-16,640
-26% -$2.35M
ROG icon
1624
Rogers Corp
ROG
$2.13B
$5.5M ﹤0.01%
40,248
-3,309
-8% -$488K
SAFT icon
1625
Safety Insurance
SAFT
$1.51B
$5.49M ﹤0.01%
54,199
+3,330
+7% +$325K
63 64
65
66 67

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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.