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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
AFT
2676
DELISTED
Apollo Senior Floating Rate Fund Inc.
AFT
$861K ﹤0.01%
58,070
+13,354
+30% +$198K
AGX icon
2677
Argan
AGX
$7.33B
$859K ﹤0.01%
21,855
+6,516
+42% +$263K
LORL
2678
DELISTED
Loral Space and Communications, Inc.
LORL
$858K ﹤0.01%
20,720
+10,934
+112% +$410K
MGP
2679
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
$856K ﹤0.01%
28,476
+718
+3% +$21.6K
MDR
2680
DELISTED
McDermott International
MDR
$856K ﹤0.01%
423,823
-91,427
-18% -$562K
CPLG
2681
DELISTED
CorePoint Lodging Inc. Common Stock
CPLG
$855K ﹤0.01%
84,585
-17,143
-17% -$185K
ORC
2682
Orchid Island Capital
ORC
$1.31B
$845K ﹤0.01%
29,408
-10,656
-27% -$323K
INSW icon
2683
International Seaways
INSW
$4.63B
$841K ﹤0.01%
43,654
-12,908
-23% -$228K
AKBA icon
2684
Akebia Therapeutics
AKBA
$341M
$838K ﹤0.01%
213,720
+14,204
+7% +$60.9K
VICR icon
2685
Vicor
VICR
$8.76B
$838K ﹤0.01%
28,382
+6,765
+31% +$209K
BMTC
2686
DELISTED
Bryn Mawr Bank Corp
BMTC
$838K ﹤0.01%
22,944
-1,461
-6% -$52.6K
IBTX
2687
DELISTED
Independent Bank Group, Inc.
IBTX
$838K ﹤0.01%
15,925
-1,616
-9% -$85.4K
TPTX
2688
DELISTED
Turning Point Therapeutics, Inc. Common Stock
TPTX
$837K ﹤0.01%
+22,253
New +$969K
FLY
2689
DELISTED
Fly Leasing Limited
FLY
$835K ﹤0.01%
40,692
-15,824
-28% -$295K
LGF.B
2690
DELISTED
Lions Gate Entertainment Corp. Class B Non-Voting Shares
LGF.B
$833K ﹤0.01%
95,283
+23,013
+32% +$247K
DFIN icon
2691
Donnelley Financial Solutions
DFIN
$1.31B
$831K ﹤0.01%
67,422
-25,804
-28% -$320K
CNOB icon
2692
Center Bancorp
CNOB
$1.66B
$830K ﹤0.01%
37,386
-2,053
-5% -$44.6K
FTR
2693
DELISTED
Frontier Communications Corp.
FTR
$827K ﹤0.01%
953,432
-223,858
-19% -$252K
MSGN
2694
DELISTED
MSG Networks Inc.
MSGN
$826K ﹤0.01%
50,947
-23,299
-31% -$417K
FSB
2695
DELISTED
Franklin Financial Network, Inc.
FSB
$826K ﹤0.01%
27,356
+2,812
+11% +$81.4K
CRCM
2696
DELISTED
CARE.COM, INC.
CRCM
$826K ﹤0.01%
79,080
+40,315
+104% +$415K
DHIL
2697
DELISTED
Diamond Hill
DHIL
$820K ﹤0.01%
5,940
+1,996
+51% +$271K
GHL
2698
DELISTED
Greenhill & Co., Inc.
GHL
$818K ﹤0.01%
62,349
-40,416
-39% -$578K
WHD icon
2699
Cactus
WHD
$3.69B
$816K ﹤0.01%
28,200
+6,264
+29% +$181K
OPK icon
2700
Opko Health
OPK
$1.25B
$811K ﹤0.01%
387,844
-74,333
-16% -$152K
106 107
108
109 110

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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.