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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
PTEN icon
1676
Patterson-UTI
PTEN
$3.48B
$5.11M ﹤0.01%
597,499
-98,537
-14% -$966K
FFBC icon
1677
First Financial Bancorp
FFBC
$3.55B
$5.09M ﹤0.01%
207,924
+36,256
+21% +$875K
UI icon
1678
Ubiquiti
UI
$32.4B
$5.08M ﹤0.01%
42,943
-57,296
-57% -$6.92M
EPAC icon
1679
Enerpac Tool Group
EPAC
$1.9B
$5.08M ﹤0.01%
231,383
-7,725
-3% -$177K
TTMI icon
1680
TTM Technologies
TTMI
$11.3B
$5.07M ﹤0.01%
415,523
+87,645
+27% +$940K
DBI icon
1681
Designer Brands
DBI
$322M
$5.06M ﹤0.01%
295,574
-231,324
-44% -$3.92M
ANDE icon
1682
Andersons Inc
ANDE
$2.49B
$5.06M ﹤0.01%
225,553
+63,280
+39% +$1.6M
TRST
1683
Trustco Bank Corp NY
TRST
$984M
$5.06M ﹤0.01%
124,148
+23,973
+24% +$951K
TRS icon
1684
TriMas Corp
TRS
$1.44B
$5.04M ﹤0.01%
164,538
-4,622
-3% -$140K
ODP
1685
DELISTED
ODP
ODP
$5.02M ﹤0.01%
286,227
-64,511
-18% -$1.11M
AROC icon
1686
Archrock
AROC
$6.19B
$5.01M ﹤0.01%
502,340
+17,414
+4% +$174K
HI
1687
DELISTED
Hillenbrand
HI
$5M ﹤0.01%
161,953
+15,941
+11% +$505K
SNBR
1688
DELISTED
Sleep Number
SNBR
$5M ﹤0.01%
121,034
+1,047
+0.9% +$44.8K
MQY icon
1689
BlackRock MuniYield Quality Fund
MQY
$811M
$4.98M ﹤0.01%
331,329
+30,509
+10% +$452K
CPF icon
1690
Central Pacific Financial
CPF
$1.02B
$4.98M ﹤0.01%
175,419
+4,096
+2% +$118K
WUBA
1691
DELISTED
58.com Inc
WUBA
$4.98M ﹤0.01%
100,956
-22,349
-18% -$1.24M
OXM icon
1692
Oxford Industries
OXM
$613M
$4.97M ﹤0.01%
69,373
+3,402
+5% +$240K
UNFI icon
1693
United Natural Foods
UNFI
$3.07B
$4.97M ﹤0.01%
431,542
+75,954
+21% +$725K
MLI icon
1694
Mueller Industries
MLI
$14.7B
$4.97M ﹤0.01%
692,932
+23,668
+4% +$166K
INXN
1695
DELISTED
Interxion Holding N.V.
INXN
$4.96M ﹤0.01%
60,853
-231
-0.4% -$18K
HYI
1696
Western Asset High Yield Opportunity Fund Inc
HYI
$134M
$4.96M ﹤0.01%
326,904
-107,424
-25% -$1.63M
AMCX icon
1697
AMC Global Media
AMCX
$451M
$4.95M ﹤0.01%
100,766
-20,134
-17% -$1.04M
WRLD icon
1698
World Acceptance Corp
WRLD
$880M
$4.94M ﹤0.01%
38,738
-781
-2% -$111K
TPH
1699
DELISTED
Tri Pointe Homes
TPH
$4.93M ﹤0.01%
328,151
+40,315
+14% +$549K
TNC icon
1700
Tennant Co
TNC
$1.5B
$4.92M ﹤0.01%
69,667
+5,467
+9% +$370K
66 67
68
69 70

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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.