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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
GRUB
1451
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$7.06M 0.01%
62,784
+3,822
+6% +$508K
SABA
1452
Saba Capital Income & Opportunities Fund II
SABA
$221M
$7.05M 0.01%
574,430
+116,576
+25% +$1.46M
B
1453
DELISTED
Barnes Group Inc.
B
$7.05M 0.01%
136,766
-11,703
-8% -$587K
CTRE icon
1454
CareTrust REIT
CTRE
$10.1B
$7.05M 0.01%
299,852
-45,735
-13% -$1.07M
BHK icon
1455
BlackRock Core Bond Trust
BHK
$646M
$7.04M 0.01%
486,859
+77,843
+19% +$1.11M
WPG
1456
DELISTED
Washington Prime Group Inc.
WPG
$7.03M 0.01%
188,754
+31,286
+20% +$1.03M
CPRI icon
1457
Capri Holdings
CPRI
$1.88B
$7.02M 0.01%
211,639
+31,754
+18% +$1.02M
AHRT
1458
AH Realty Trust
AHRT
$540M
$7.01M 0.01%
387,761
+40,168
+12% +$695K
AWP
1459
abrdn Global Premier Properties Fund
AWP
$379M
$6.99M 0.01%
374,772
+175,009
+88% +$3.23M
IRT icon
1460
Independence Realty Trust
IRT
$3.93B
$6.99M 0.01%
488,141
+109,512
+29% +$1.44M
DPG
1461
Duff & Phelps Utility and Infrastructure Fund
DPG
$532M
$6.98M 0.01%
439,176
-95,265
-18% -$1.48M
SEM
1462
DELISTED
Select Medical
SEM
$6.97M 0.01%
780,604
+25,995
+3% +$227K
SCS
1463
DELISTED
Steelcase
SCS
$6.96M 0.01%
378,511
-71,600
-16% -$1.19M
PRGS icon
1464
Progress Software
PRGS
$1.66B
$6.94M 0.01%
182,455
+16,974
+10% +$682K
DORM icon
1465
Dorman Products
DORM
$4.28B
$6.94M 0.01%
87,293
-4,261
-5% -$331K
BLX icon
1466
Bladex Inc
BLX
$2.26B
$6.93M 0.01%
347,394
+20,894
+6% +$416K
BGS icon
1467
B&G Foods
BGS
$297M
$6.92M 0.01%
366,038
-23,101
-6% -$444K
IART icon
1468
Integra LifeSciences
IART
$1.54B
$6.9M 0.01%
114,804
+4,282
+4% +$255K
MTRN icon
1469
Materion
MTRN
$4.36B
$6.88M 0.01%
112,103
-34,800
-24% -$2.16M
BPYU
1470
DELISTED
Brookfield Property REIT Inc. Class A Common Stock
BPYU
$6.86M 0.01%
336,650
+106,091
+46% +$2.05M
LDL
1471
DELISTED
Lydall, Inc.
LDL
$6.86M 0.01%
275,439
+41,590
+18% +$888K
DK icon
1472
Delek US
DK
$3.85B
$6.86M 0.01%
188,954
+4,908
+3% +$181K
BYD icon
1473
Boyd Gaming
BYD
$6.78B
$6.85M 0.01%
286,150
+2,810
+1% +$71K
AEIS icon
1474
Advanced Energy
AEIS
$10.9B
$6.84M 0.01%
119,177
+4,350
+4% +$235K
MOMO
1475
Hello Group
MOMO
$869M
$6.84M 0.01%
220,860
+9,573
+5% +$325K
57 58
59
60 61

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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.