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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
EPOL icon
3001
iShares MSCI Poland ETF
EPOL
$671M
$339K ﹤0.01%
16,424
-5,972
-27% -$130K
IVH
3002
DELISTED
Delaware Ivy High Income Opportunities Fund
IVH
$339K ﹤0.01%
+24,692
New +$336K
CARO
3003
DELISTED
Carolina Financial Corp.
CARO
$338K ﹤0.01%
9,517
-1,144
-11% -$39.8K
CCNE icon
3004
CNB Financial Corp
CCNE
$1.02B
$337K ﹤0.01%
11,753
+675
+6% +$18.6K
AKH
3005
DELISTED
AIR France-KLM
AKH
$337K ﹤0.01%
31,956
-11,197
-26% -$118K
CNR
3006
DELISTED
Cornerstone Building Brands, Inc.
CNR
$336K ﹤0.01%
55,565
-16,081
-22% -$87.9K
NMFC icon
3007
New Mountain Finance
NMFC
$649M
$335K ﹤0.01%
24,562
-300
-1% -$4.09K
PCW
3008
DELISTED
PCCW LIMITED ADS (10 ORD) (NEW)
PCW
$335K ﹤0.01%
60,178
-23,682
-28% -$132K
SSRM icon
3009
SSR Mining
SSRM
$5.45B
$334K ﹤0.01%
22,999
– –
BHVN
3010
DELISTED
Biohaven Pharmaceutical Holding Company Ltd.
BHVN
$333K ﹤0.01%
7,977
-18,402
-70% -$777K
CCR
3011
DELISTED
CONSOL Coal Resources LP
CCR
$332K ﹤0.01%
24,562
+8,416
+52% +$120K
KBE icon
3012
State Street SPDR S&P Bank ETF
KBE
$1.63B
$331K ﹤0.01%
7,675
-1,226
-14% -$52.2K
MTW icon
3013
Manitowoc
MTW
$523M
$331K ﹤0.01%
26,446
-12,072
-31% -$182K
VFH icon
3014
Vanguard Financials ETF
VFH
$13.5B
$327K ﹤0.01%
4,677
+618
+15% +$42.7K
RIGL icon
3015
Rigel Pharmaceuticals
RIGL
$692M
$326K ﹤0.01%
17,459
+934
+6% +$19.3K
FLXN
3016
DELISTED
Flexion Therapeutics, Inc.
FLXN
$326K ﹤0.01%
23,759
+3,878
+20% +$46K
CDXS icon
3017
Codexis
CDXS
$141M
$324K ﹤0.01%
23,628
+3,376
+17% +$53.1K
LBY
3018
DELISTED
Libbey, Inc.
LBY
$324K ﹤0.01%
96,768
+17,940
+23% +$35.1K
OPBK icon
3019
OP Bancorp
OPBK
$232M
$323K ﹤0.01%
33,056
+4,279
+15% +$40.9K
AMRX icon
3020
Amneal Pharmaceuticals
AMRX
$5.78B
$322K ﹤0.01%
110,950
+81,430
+276% +$284K
SGRY icon
3021
Surgery Partners
SGRY
$1.98B
$320K ﹤0.01%
43,342
+25,197
+139% +$180K
BEST
3022
DELISTED
BEST Inc. American Depositary Shares, each representing twenty (20) Class A Ordinary Shares
BEST
$320K ﹤0.01%
3,026
-13,288
-81% -$1.33M
GDP
3023
DELISTED
Goodrich Petroleum Corporation Common Stock
GDP
$320K ﹤0.01%
30,071
+12,169
+68% +$134K
MRLN
3024
DELISTED
Marlin Business Services Corp
MRLN
$317K ﹤0.01%
12,587
-217
-2% -$5.05K
ITCI
3025
DELISTED
Intra-Cellular Therapies Inc.
ITCI
$314K ﹤0.01%
42,012
-9,821
-19% -$94.2K
119 120
121
122 123

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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.