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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
INDB icon
1626
Independent Bank
INDB
$4.1B
$5.48M ﹤0.01%
73,464
+4,420
+6% +$321K
MTSI icon
1627
MACOM Technology Solutions
MTSI
$19B
$5.46M ﹤0.01%
254,039
-23,907
-9% -$467K
MMT
1628
Aberdeen Multi-Market Income Fund
MMT
$238M
$5.45M ﹤0.01%
922,827
+226,458
+33% +$1.33M
FSP
1629
Franklin Street Properties
FSP
$50.1M
$5.45M ﹤0.01%
643,814
+88,633
+16% +$695K
NSA
1630
DELISTED
National Storage Affiliates Trust
NSA
$5.45M ﹤0.01%
163,217
+48,703
+43% +$1.54M
ROIC
1631
DELISTED
Retail Opportunity Investments Corp.
ROIC
$5.44M ﹤0.01%
298,414
+28,648
+11% +$513K
TXRH icon
1632
Texas Roadhouse
TXRH
$13.5B
$5.44M ﹤0.01%
103,520
+4,906
+5% +$260K
WLY icon
1633
John Wiley & Sons Class A
WLY
$2.76B
$5.44M ﹤0.01%
123,727
+16,713
+16% +$746K
CBM
1634
DELISTED
Cambrex Corporation
CBM
$5.43M ﹤0.01%
91,279
+6,421
+8% +$344K
AR icon
1635
Antero Resources
AR
$10.5B
$5.4M ﹤0.01%
1,789,180
+82,002
+5% +$334K
PRAA icon
1636
PRA Group
PRAA
$688M
$5.4M ﹤0.01%
159,840
+6,327
+4% +$201K
THO icon
1637
Thor Industries
THO
$4.13B
$5.39M ﹤0.01%
95,186
-4,558
-5% -$239K
RNP icon
1638
Cohen & Steers REIT and Preferred and Income Fund
RNP
$996M
$5.36M ﹤0.01%
217,695
-177,487
-45% -$4.07M
NBTB icon
1639
NBT Bancorp
NBTB
$2.79B
$5.35M ﹤0.01%
146,306
+898
+0.6% +$32.9K
PXH icon
1640
Invesco FTSE RAFI Emerging Markets ETF
PXH
$1.9B
$5.35M ﹤0.01%
266,339
-2,761
-1% -$57K
PUB
1641
DELISTED
PUBLICIS SA ADS (1 ADS = 1C0M)
PUB
$5.35M ﹤0.01%
433,222
-120,151
-22% -$1.48M
THRM icon
1642
Gentherm
THRM
$1.29B
$5.33M ﹤0.01%
129,769
-59,283
-31% -$2.34M
GRA
1643
DELISTED
W.R. Grace & Co.
GRA
$5.33M ﹤0.01%
79,872
-3,521
-4% -$247K
AM icon
1644
Antero Midstream
AM
$10.3B
$5.32M ﹤0.01%
719,318
+275,261
+62% +$2.38M
RPT
1645
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
$5.32M ﹤0.01%
392,631
+9,808
+3% +$121K
TERP
1646
DELISTED
TerraForm Power, Inc
TERP
$5.31M ﹤0.01%
291,258
+73,800
+34% +$1.19M
ANAT
1647
DELISTED
American National Group, Inc. Common Stock
ANAT
$5.3M ﹤0.01%
42,816
+14,919
+53% +$1.78M
KRA
1648
DELISTED
Kraton Corporation
KRA
$5.29M ﹤0.01%
163,947
+47,110
+40% +$1.41M
AKR icon
1649
Acadia Realty Trust
AKR
$2.96B
$5.29M ﹤0.01%
185,147
+28,961
+19% +$807K
CVE icon
1650
Cenovus Energy
CVE
$51.6B
$5.29M ﹤0.01%
563,578
+101,193
+22% +$919K
64 65
66
67 68

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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.