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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
TEN
2401
Tsakos Energy Navigation Ltd
TEN
$1.18B
$1.55M ﹤0.01%
105,203
-10,481
-9% -$161K
OLP
2402
One Liberty Properties
OLP
$547M
$1.55M ﹤0.01%
56,279
-2,680
-5% -$75.2K
THFF icon
2403
First Financial Corp
THFF
$950M
$1.54M ﹤0.01%
35,536
+1,903
+6% +$79.1K
LNW
2404
DELISTED
Light & Wonder
LNW
$1.54M ﹤0.01%
75,687
+17,527
+30% +$346K
TVRD
2405
Tvardi Therapeutics
TVRD
$22.9M
$1.54M ﹤0.01%
2,339
+1,414
+153% +$1.18M
GDO
2406
Western Asset Global Corporate Defined Opportunity Fund
GDO
$77M
$1.53M ﹤0.01%
87,703
+31,488
+56% +$543K
RGR icon
2407
Sturm, Ruger & Co
RGR
$611M
$1.52M ﹤0.01%
36,483
-13,283
-27% -$621K
THD icon
2408
iShares MSCI Thailand ETF
THD
$364M
$1.52M ﹤0.01%
17,107
-5,230
-23% -$476K
AMAG
2409
DELISTED
AMAG Pharmaceuticals
AMAG
$1.51M ﹤0.01%
130,375
+5,000
+4% +$52.6K
DLPH
2410
DELISTED
Delphi Technologies PLC Ordinary Shares
DLPH
$1.49M ﹤0.01%
111,364
-12,042
-10% -$191K
XLRN
2411
DELISTED
Acceleron Pharma
XLRN
$1.49M ﹤0.01%
37,731
+10,385
+38% +$451K
ALX
2412
Alexander's
ALX
$1.36B
$1.49M ﹤0.01%
4,262
-956
-18% -$350K
YZC
2413
DELISTED
Yanzhou Coal Mining
YZC
$1.48M ﹤0.01%
146,168
-2,721
-2% -$27.6K
CHRS icon
2414
Coherus Oncology
CHRS
$222M
$1.48M ﹤0.01%
73,171
-21,517
-23% -$430K
AGIO icon
2415
Agios Pharmaceuticals
AGIO
$2.14B
$1.48M ﹤0.01%
45,703
-9,501
-17% -$393K
YORW icon
2416
York Water
YORW
$517M
$1.48M ﹤0.01%
33,888
+9,642
+40% +$364K
OEC icon
2417
Orion
OEC
$400M
$1.48M ﹤0.01%
88,524
+45,304
+105% +$741K
SRDX
2418
DELISTED
Surmodics
SRDX
$1.47M ﹤0.01%
32,236
+12
+0% +$523
AWF
2419
AllianceBernstein Global High Income Fund
AWF
$871M
$1.47M ﹤0.01%
+122,784
New +$1.46M
WASH icon
2420
Washington Trust Bancorp
WASH
$754M
$1.47M ﹤0.01%
30,388
-3,252
-10% -$159K
RETA
2421
DELISTED
Reata Pharmaceuticals, Inc. Class A Common Stock
RETA
$1.47M ﹤0.01%
18,275
-13,428
-42% -$1.14M
KRNT icon
2422
Kornit Digital
KRNT
$708M
$1.47M ﹤0.01%
47,642
+6,551
+16% +$195K
YETI icon
2423
Yeti Holdings
YETI
$3.93B
$1.47M ﹤0.01%
52,348
-7,534
-13% -$228K
DCOM icon
2424
Dime Commercial Bancshares
DCOM
$1.8B
$1.46M ﹤0.01%
49,450
+5,329
+12% +$151K
NGVC icon
2425
Vitamin Cottage Natural Grocers
NGVC
$744M
$1.46M ﹤0.01%
145,951
-3,537
-2% -$35.1K
95 96
97
98 99

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MCM
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PSUF
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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.