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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
RYTM icon
2801
Rhythm Pharmaceuticals
RYTM
$7.34B
$629K ﹤0.01%
29,117
-100
-0.3% -$2.15K
TRVG
2802
trivago
TRVG
$391M
$626K ﹤0.01%
30,457
+10,083
+49% +$229K
APEI icon
2803
American Public Education
APEI
$920M
$625K ﹤0.01%
27,972
-41,486
-60% -$1.14M
MUB icon
2804
iShares National Muni Bond ETF
MUB
$45.3B
$625K ﹤0.01%
5,474
-730
-12% -$83.3K
FLGT icon
2805
Fulgent Genetics
FLGT
$562M
$623K ﹤0.01%
+60,000
New +$569K
PHD
2806
DELISTED
Pioneer Floating Rate Fund
PHD
$623K ﹤0.01%
59,176
+5,479
+10% +$57.5K
NYRT
2807
DELISTED
New York REIT, Inc.
NYRT
$616K ﹤0.01%
28,956
– –
IIIN icon
2808
Insteel Industries
IIIN
$627M
$613K ﹤0.01%
29,844
+3,582
+14% +$71.2K
ARLO icon
2809
Arlo Technologies
ARLO
$1.57B
$612K ﹤0.01%
179,453
-121,673
-40% -$442K
LEN.B icon
2810
Lennar Class B
LEN.B
$20.6B
$612K ﹤0.01%
14,506
-195
-1% -$7.42K
ELF icon
2811
e.l.f. Beauty
ELF
$4.92B
$610K ﹤0.01%
34,843
+15,512
+80% +$259K
TLYS icon
2812
Tilly's
TLYS
$117M
$609K ﹤0.01%
64,500
+16,356
+34% +$144K
CBLK
2813
DELISTED
Carbon Black, Inc. Common Stock
CBLK
$609K ﹤0.01%
23,439
+12,421
+113% +$274K
MITK icon
2814
Mitek Systems
MITK
$765M
$607K ﹤0.01%
62,948
-5,708
-8% -$56.9K
CWCO icon
2815
Consolidated Water Co
CWCO
$488M
$606K ﹤0.01%
36,774
+16,479
+81% +$242K
DNR
2816
DELISTED
Denbury Resources, Inc.
DNR
$601K ﹤0.01%
504,775
-348,346
-41% -$402K
EVF
2817
Eaton Vance Senior Income Trust
EVF
$89.9M
$597K ﹤0.01%
97,487
+60,883
+166% +$376K
BLW icon
2818
BlackRock Limited Duration Income Trust
BLW
$490M
$595K ﹤0.01%
38,072
-5,470
-13% -$84.1K
NNBR icon
2819
NN Inc
NNBR
$265M
$595K ﹤0.01%
83,437
-41,317
-33% -$310K
FRBK
2820
DELISTED
Republic First Bancorp Inc
FRBK
$595K ﹤0.01%
141,680
+71,259
+101% +$310K
BXC icon
2821
BlueLinx
BXC
$463M
$593K ﹤0.01%
18,332
-5,723
-24% -$144K
LBRT icon
2822
Liberty Energy
LBRT
$2.91B
$591K ﹤0.01%
54,607
+41,382
+313% +$507K
OSBC icon
2823
Old Second Bancorp
OSBC
$1.29B
$590K ﹤0.01%
48,252
+16,068
+50% +$199K
CYOU
2824
DELISTED
Changyou.com Limited American Depositary Share
CYOU
$590K ﹤0.01%
62,082
+885
+1% +$6.93K
DBVT
2825
DBV Technologies
DBVT
$807M
$588K ﹤0.01%
6,833
+137
+2% +$13.1K
111 112
113
114 115

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NIPH
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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.