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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
OPTN
2701
DELISTED
OptiNose
OPTN
$811K ﹤0.01%
7,724
+5,149
+200% +$514K
ARQL
2702
DELISTED
Arqule Inc
ARQL
$811K ﹤0.01%
113,117
-50,581
-31% -$475K
MSBI icon
2703
Midland States Bancorp
MSBI
$707M
$810K ﹤0.01%
31,085
+431
+1% +$11.3K
ARTNA icon
2704
Artesian Resources
ARTNA
$361M
$807K ﹤0.01%
21,805
-1,609
-7% -$58.1K
CTRN icon
2705
Citi Trends
CTRN
$559M
$804K ﹤0.01%
43,930
-1,529
-3% -$24.8K
STAA icon
2706
STAAR Surgical
STAA
$1.13B
$803K ﹤0.01%
31,148
+18,686
+150% +$568K
PETQ
2707
DELISTED
PetIQ, Inc. Class A Common Stock
PETQ
$799K ﹤0.01%
29,298
+6,521
+29% +$206K
ALDR
2708
DELISTED
Alder Biopharmaceuticals
ALDR
$796K ﹤0.01%
42,209
-19,806
-32% -$227K
GRBK icon
2709
Green Brick Partners
GRBK
$3.18B
$792K ﹤0.01%
74,013
+20,524
+38% +$197K
RDWR icon
2710
Radware
RDWR
$1.19B
$792K ﹤0.01%
32,631
+964
+3% +$24.1K
BSV icon
2711
Vanguard Short-Term Bond ETF
BSV
$44.7B
$791K ﹤0.01%
9,790
-42,115
-81% -$3.4M
MLAB icon
2712
Mesa Laboratories
MLAB
$559M
$791K ﹤0.01%
3,325
+2,273
+216% +$525K
TRQ
2713
DELISTED
Turquoise Hill Resources Ltd
TRQ
$791K ﹤0.01%
166,365
-86,618
-34% -$521K
AAMI
2714
Acadian Asset Management
AAMI
$2.94B
$789K ﹤0.01%
79,613
-18
-0% -$183
MBUU icon
2715
Malibu Boats
MBUU
$559M
$783K ﹤0.01%
25,526
-13,497
-35% -$416K
ORTX
2716
DELISTED
Orchard Therapeutics plc American Depositary Shares
ORTX
$781K ﹤0.01%
6,571
+1,464
+29% +$204K
CIGI icon
2717
Colliers International
CIGI
$5.31B
$779K ﹤0.01%
10,383
-690
-6% -$48.9K
MGI
2718
DELISTED
MoneyGram International, Inc. New
MGI
$774K ﹤0.01%
194,353
-74,345
-28% -$260K
SPOK icon
2719
Spok Holdings
SPOK
$227M
$773K ﹤0.01%
64,719
-58,008
-47% -$749K
GPRO icon
2720
GoPro
GPRO
$125M
$772K ﹤0.01%
148,983
+7,044
+5% +$33.1K
TME icon
2721
Tencent Music
TME
$15.6B
$770K ﹤0.01%
60,318
+3,859
+7% +$54.3K
PFNX
2722
DELISTED
Pfenex Inc.
PFNX
$770K ﹤0.01%
+91,178
New +$661K
FOLD
2723
DELISTED
Amicus Therapeutics
FOLD
$768K ﹤0.01%
95,715
+24,048
+34% +$261K
FMN
2724
Federated Hermes Premier Municipal Income Fund
FMN
$86.9M
$767K ﹤0.01%
54,042
-1,797
-3% -$25.1K
THR
2725
DELISTED
Thermon Group Holdings
THR
$767K ﹤0.01%
33,363
-4,749
-12% -$112K
107 108
109
110 111

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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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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.