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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
PACK icon
2851
Ranpak Holdings
PACK
$555M
$557K ﹤0.01%
91,909
-15,611
-15% -$103K
IHC
2852
DELISTED
Independence Holding Company
IHC
$557K ﹤0.01%
14,429
-43
-0.3% -$1.63K
OMN
2853
DELISTED
OMNOVA Solutions Inc.
OMN
$556K ﹤0.01%
55,232
-52,402
-49% -$520K
ASND icon
2854
Ascendis Pharma A/S
ASND
$16.3B
$555K ﹤0.01%
5,758
+2,122
+58% +$237K
DS
2855
DELISTED
Drive Shack Inc.
DS
$554K ﹤0.01%
128,614
-59,372
-32% -$280K
LASR icon
2856
nLIGHT
LASR
$3.59B
$553K ﹤0.01%
35,288
+9,835
+39% +$153K
USMV icon
2857
iShares MSCI USA Min Vol Factor ETF
USMV
$23.7B
$553K ﹤0.01%
8,633
+4,673
+118% +$296K
ARQ icon
2858
Arq
ARQ
$85.9M
$547K ﹤0.01%
36,872
-1,034
-3% -$13.4K
EVOP
2859
DELISTED
EVO Payments, Inc. Class A Common Stock
EVOP
$545K ﹤0.01%
19,385
+6,454
+50% +$189K
MLR icon
2860
Miller Industries
MLR
$586M
$544K ﹤0.01%
16,332
+2,202
+16% +$70.2K
SAFE
2861
DELISTED
Safehold Inc.
SAFE
$544K ﹤0.01%
17,844
+1,354
+8% +$41.2K
WLFC icon
2862
Willis Lease Finance
WLFC
$1.66B
$541K ﹤0.01%
29,313
-62,865
-68% -$1.27M
CVLG icon
2863
Covenant Logistics
CVLG
$1.11B
$540K ﹤0.01%
65,732
+32,772
+99% +$252K
BELFB
2864
Bel Fuse Inc Class B
BELFB
$3.59B
$536K ﹤0.01%
35,674
+21,612
+154% +$299K
DSPG
2865
DELISTED
DSP Group Inc
DSPG
$535K ﹤0.01%
38,001
+1,363
+4% +$19.7K
SCIU
2866
DELISTED
Global X Scientific Beta US ETF
SCIU
$535K ﹤0.01%
15,888
-10,360
-39% -$344K
CTO
2867
CTO Realty Growth
CTO
$747M
$534K ﹤0.01%
29,977
+4,845
+19% +$83.2K
VLRS
2868
Controladora Vuela Compania de Aviacion
VLRS
$901M
$533K ﹤0.01%
53,284
-7,378
-12% -$71K
PKOH icon
2869
Park-Ohio Holdings
PKOH
$564M
$530K ﹤0.01%
17,748
+4,362
+33% +$130K
TK icon
2870
Teekay
TK
$988M
$527K ﹤0.01%
131,793
+11,453
+10% +$45.8K
KLXE icon
2871
KLX Energy Services
KLXE
$41.9M
$525K ﹤0.01%
12,145
+4,701
+63% +$313K
YELL
2872
DELISTED
Yellow Corporation Common Stock
YELL
$525K ﹤0.01%
173,809
-10,338
-6% -$32.5K
PI icon
2873
Impinj
PI
$4.07B
$523K ﹤0.01%
16,957
+2,480
+17% +$86.6K
GABC icon
2874
German American Bancorp
GABC
$1.89B
$522K ﹤0.01%
16,292
+3,129
+24% +$96.4K
HSKA
2875
DELISTED
Heska Corp
HSKA
$519K ﹤0.01%
7,323
-2,628
-26% -$197K
113 114
115
116 117

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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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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.