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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
FRA icon
2651
BlackRock Floating Rate Income Strategies Fund
FRA
$381M
$918K ﹤0.01%
+72,712
New +$921K
HTD
2652
John Hancock Tax-Advantaged Dividend Income Fund
HTD
$920M
$916K ﹤0.01%
32,206
-72,743
-69% -$1.9M
RMT
2653
Royce Micro-Cap Trust
RMT
$733M
$913K ﹤0.01%
113,516
+33,348
+42% +$269K
WT icon
2654
WisdomTree
WT
$2.97B
$910K ﹤0.01%
174,124
-19,606
-10% -$111K
SGMO
2655
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
$909K ﹤0.01%
100,454
+8,772
+10% +$98.4K
TXG icon
2656
10x Genomics
TXG
$5.97B
$908K ﹤0.01%
+18,013
New +$997K
BMRC icon
2657
Bank of Marin Bancorp
BMRC
$471M
$906K ﹤0.01%
21,842
+250
+1% +$10.5K
XIFR
2658
XPLR Infrastructure LP
XIFR
$1.11B
$903K ﹤0.01%
+17,098
New +$860K
DCPH
2659
DELISTED
Deciphera Pharmaceuticals, Inc. Common Stock
DCPH
$898K ﹤0.01%
26,473
+237
+0.9% +$7.02K
KRYS icon
2660
Krystal Biotech
KRYS
$10.7B
$893K ﹤0.01%
25,713
-4,621
-15% -$207K
SCHB icon
2661
Schwab US Broad Market ETF
SCHB
$42.9B
$891K ﹤0.01%
75,282
+45,768
+155% +$541K
DGII icon
2662
Digi International
DGII
$2.53B
$890K ﹤0.01%
65,316
+743
+1% +$9.79K
OCFC icon
2663
OceanFirst Financial
OCFC
$1.74B
$889K ﹤0.01%
37,664
-26,831
-42% -$624K
PKE icon
2664
Park Aerospace
PKE
$747M
$887K ﹤0.01%
50,521
+6,839
+16% +$119K
PGTI
2665
DELISTED
PGT, Inc.
PGTI
$887K ﹤0.01%
51,377
-6,241
-11% -$98.1K
FORR icon
2666
Forrester Research
FORR
$200M
$886K ﹤0.01%
27,556
-26,445
-49% -$1.05M
RM icon
2667
Regional Management Corp
RM
$392M
$882K ﹤0.01%
31,304
-8,083
-21% -$216K
GBDC icon
2668
Golub Capital BDC
GBDC
$3.38B
$880K ﹤0.01%
47,705
-4,866
-9% -$87.5K
SWTX
2669
DELISTED
SpringWorks Therapeutics
SWTX
$878K ﹤0.01%
+40,514
New +$958K
CLAR icon
2670
Clarus
CLAR
$128M
$876K ﹤0.01%
75,017
+2,807
+4% +$34.8K
EBSB
2671
DELISTED
Meridian Bancorp, Inc.
EBSB
$876K ﹤0.01%
46,742
+2,471
+6% +$45K
AROW icon
2672
Arrow Financial
AROW
$664M
$873K ﹤0.01%
29,414
+5,178
+21% +$149K
PGNX
2673
DELISTED
Progenics Pharmaceuticals Inc
PGNX
$870K ﹤0.01%
172,128
-109,719
-39% -$547K
SRI icon
2674
Stoneridge
SRI
$208M
$868K ﹤0.01%
28,040
-3,967
-12% -$124K
EWA icon
2675
iShares MSCI Australia ETF
EWA
$1.39B
$862K ﹤0.01%
38,742
+409
+1% +$9.04K
105 106
107
108 109

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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.