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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
MUS
2751
DELISTED
BLACKROCK MUNIHOLDINGS QUALITY FUND, INC.
MUS
$720K ﹤0.01%
56,273
-1,847
-3% -$23.3K
RGNX icon
2752
Regenxbio
RGNX
$615M
$719K ﹤0.01%
20,208
-8,261
-29% -$335K
GLUU
2753
DELISTED
Glu Mobile Inc.
GLUU
$719K ﹤0.01%
144,066
+5,098
+4% +$29.2K
AXGN icon
2754
Axogen
AXGN
$2.19B
$713K ﹤0.01%
57,110
-17,312
-23% -$285K
OTE
2755
DELISTED
HELLENIC TELECOMM ORG ADS(RP1/
OTE
$712K ﹤0.01%
101,666
+33,865
+50% +$237K
GO icon
2756
Grocery Outlet
GO
$902M
$711K ﹤0.01%
+20,497
New +$777K
BY icon
2757
Byline Bancorp
BY
$1.78B
$710K ﹤0.01%
+39,701
New +$720K
ARES icon
2758
Ares Management
ARES
$28.8B
$709K ﹤0.01%
26,434
-4,571
-15% -$131K
AAIC
2759
DELISTED
Arlington Asset Investment Corp.
AAIC
$706K ﹤0.01%
128,541
+14,378
+13% +$84.7K
SFE
2760
DELISTED
Safeguard Scientifics, Inc.
SFE
$705K ﹤0.01%
62,169
-15,729
-20% -$187K
KBAL
2761
DELISTED
Kimball International
KBAL
$705K ﹤0.01%
36,521
-2,892
-7% -$51.6K
NIO icon
2762
NIO
NIO
$11.7B
$704K ﹤0.01%
451,000
+117,082
+35% +$358K
EFSC icon
2763
Enterprise Financial Services Corp
EFSC
$2.44B
$702K ﹤0.01%
17,226
-12,974
-43% -$523K
MNP
2764
DELISTED
Western Asset Municipal Partners Fund, Inc.
MNP
$702K ﹤0.01%
45,810
-1,502
-3% -$22.9K
MG icon
2765
Mistras Group
MG
$490M
$698K ﹤0.01%
42,580
-250
-0.6% -$3.84K
IRWD icon
2766
Ironwood Pharmaceuticals
IRWD
$626M
$696K ﹤0.01%
81,086
+18,478
+30% +$180K
BBSI icon
2767
Barrett Business Services
BBSI
$1.01B
$695K ﹤0.01%
31,308
+580
+2% +$12.6K
VRA icon
2768
Vera Bradley
VRA
$104M
$695K ﹤0.01%
68,784
-76,271
-53% -$807K
BFYT
2769
DELISTED
Benefytt Technologies, Inc. Class A Common Stock
BFYT
$695K ﹤0.01%
27,898
-9,301
-25% -$195K
TPCO
2770
DELISTED
Tribune Publishing Company Common Stock
TPCO
$694K ﹤0.01%
80,864
+10,871
+16% +$87.1K
PAHC icon
2771
Phibro Animal Health
PAHC
$1.48B
$693K ﹤0.01%
32,472
-21,786
-40% -$597K
TBRG
2772
DELISTED
TruBridge
TBRG
$689K ﹤0.01%
30,475
-46,151
-60% -$1.12M
ERF
2773
DELISTED
Enerplus Corporation
ERF
$686K ﹤0.01%
92,224
+6,813
+8% +$46.9K
ARCE
2774
DELISTED
Arco Platform Limited Class A Common Shares
ARCE
$685K ﹤0.01%
13,507
– –
ZUO
2775
DELISTED
Zuora, Inc.
ZUO
$684K ﹤0.01%
45,461
+29,542
+186% +$445K
109 110
111
112 113

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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.