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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
ROCC
2576
DELISTED
Ranger Oil Corporation Class A Common Stock
ROCC
$1.07M ﹤0.01%
36,766
+13,724
+60% +$426K
ARNA
2577
DELISTED
Arena Pharmaceuticals Inc
ARNA
$1.07M ﹤0.01%
23,322
-16,159
-41% -$908K
CASS icon
2578
Cass Information Systems
CASS
$720M
$1.07M ﹤0.01%
19,746
+3,752
+23% +$192K
LXU icon
2579
LSB Industries
LXU
$822M
$1.06M ﹤0.01%
267,167
+82,690
+45% +$295K
ZGNX
2580
DELISTED
Zogenix, Inc.
ZGNX
$1.06M ﹤0.01%
26,583
+10,661
+67% +$491K
EBF icon
2581
Ennis
EBF
$554M
$1.06M ﹤0.01%
52,592
-21,667
-29% -$439K
WMGI
2582
DELISTED
Wright Medical Group Inc
WMGI
$1.06M ﹤0.01%
51,369
-23,943
-32% -$570K
DAI
2583
DELISTED
DAIMLER AG
DAI
$1.06M ﹤0.01%
21,322
-11,996
-36% -$596K
IBCP icon
2584
Independent Bank Corp
IBCP
$797M
$1.06M ﹤0.01%
49,567
+1,831
+4% +$38.1K
HCI icon
2585
HCI Group
HCI
$2.29B
$1.06M ﹤0.01%
25,124
-1,931
-7% -$79.5K
FPE icon
2586
First Trust Preferred Securities and Income ETF
FPE
$6.33B
$1.05M ﹤0.01%
53,433
-4,646
-8% -$91.1K
MGNX icon
2587
MacroGenics
MGNX
$245M
$1.05M ﹤0.01%
82,626
+44,615
+117% +$643K
PRTK
2588
DELISTED
Paratek Pharmaceuticals, Inc.
PRTK
$1.05M ﹤0.01%
243,623
+78,175
+47% +$313K
VRTV
2589
DELISTED
VERITIV CORPORATION
VRTV
$1.05M ﹤0.01%
58,058
+2,459
+4% +$42.3K
AXSM icon
2590
Axsome Therapeutics
AXSM
$12.1B
$1.05M ﹤0.01%
51,828
-11,553
-18% -$297K
FBM
2591
DELISTED
Foundation Building Materials, Inc. Common Stock
FBM
$1.05M ﹤0.01%
67,681
+30,812
+84% +$535K
PRIM icon
2592
Primoris Services
PRIM
$4.28B
$1.05M ﹤0.01%
53,323
+12,434
+30% +$249K
MX
2593
DELISTED
METSO CRP ADS (REP 1 SHS)
MX
$1.04M ﹤0.01%
114,800
-1,852
-2% -$16.9K
LQDT icon
2594
Liquidity Services
LQDT
$1.23B
$1.04M ﹤0.01%
140,951
+9,974
+8% +$68.9K
OSPN icon
2595
OneSpan
OSPN
$572M
$1.04M ﹤0.01%
71,624
-1,186
-2% -$17.2K
CAI
2596
DELISTED
CAI International, Inc.
CAI
$1.04M ﹤0.01%
47,693
-9,605
-17% -$212K
EYE icon
2597
National Vision
EYE
$1.75B
$1.04M ﹤0.01%
43,073
+13,573
+46% +$395K
RDFN
2598
DELISTED
Redfin
RDFN
$1.03M ﹤0.01%
61,444
+12,663
+26% +$223K
BNFT
2599
DELISTED
Benefitfocus, Inc.
BNFT
$1.03M ﹤0.01%
43,449
+16,421
+61% +$421K
UNT
2600
DELISTED
UNIT Corporation
UNT
$1.03M ﹤0.01%
306,235
+7,162
+2% +$35.3K
102 103
104
105 106

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AF
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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.