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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
CVEO icon
2926
Civeo
CVEO
$377M
$434K ﹤0.01%
28,482
+2,058
+8% +$36.3K
QUOT
2927
DELISTED
Quotient Technology Inc
QUOT
$434K ﹤0.01%
55,473
+1,199
+2% +$10.8K
MOR
2928
DELISTED
MorphoSys AG American Depositary Shares
MOR
$432K ﹤0.01%
+15,714
New +$450K
EVT icon
2929
Eaton Vance Tax-Advantaged Dividend Income Fund
EVT
$2.09B
$431K ﹤0.01%
17,543
-304
-2% -$7.33K
IIIV icon
2930
i3 Verticals
IIIV
$416M
$431K ﹤0.01%
21,438
+5,088
+31% +$125K
XENT
2931
DELISTED
Intersect ENT, Inc
XENT
$431K ﹤0.01%
25,326
+3,250
+15% +$59.2K
HALL
2932
DELISTED
Hallmark Financial Services, Inc.
HALL
$428K ﹤0.01%
2,235
-86
-4% -$14.2K
GLO
2933
Clough Global Opportunities Fund
GLO
$246M
$421K ﹤0.01%
46,031
-11,210
-20% -$105K
SPWH icon
2934
Sportsman's Warehouse
SPWH
$44.9M
$421K ﹤0.01%
81,258
-28,365
-26% -$122K
STEL
2935
DELISTED
Stellar Bancorp
STEL
$421K ﹤0.01%
15,104
+61
+0.4% +$1.74K
MEET
2936
DELISTED
The Meet Group, Inc. Common Stock
MEET
$421K ﹤0.01%
128,610
-7,209
-5% -$25.1K
ALTR
2937
DELISTED
Altair Engineering Inc
ALTR
$420K ﹤0.01%
12,138
+964
+9% +$35.9K
CO
2938
DELISTED
Global Cord Blood Corporation
CO
$420K ﹤0.01%
86,816
-7,653
-8% -$40.1K
SCHF icon
2939
Schwab International Equity ETF
SCHF
$65.4B
$418K ﹤0.01%
26,254
+13,390
+104% +$211K
SND icon
2940
Smart Sand
SND
$187M
$417K ﹤0.01%
147,440
+28,227
+24% +$70.4K
SPNS
2941
DELISTED
Sapiens International
SPNS
$417K ﹤0.01%
21,235
+2,472
+13% +$43.2K
AFI
2942
DELISTED
Armstrong Flooring, Inc.
AFI
$415K ﹤0.01%
64,947
+11,135
+21% +$86.9K
WTBA icon
2943
West Bancorporation
WTBA
$477M
$412K ﹤0.01%
18,933
+1,718
+10% +$36.5K
VNE
2944
DELISTED
Veoneer, Inc.
VNE
$412K ﹤0.01%
27,480
-1,693
-6% -$27.5K
GORO icon
2945
Goldgroup Mining Inc.
GORO
$151M
$411K ﹤0.01%
134,769
+43,608
+48% +$153K
MPAA icon
2946
Motorcar Parts of America
MPAA
$265M
$411K ﹤0.01%
24,306
-6,164
-20% -$103K
JYNT icon
2947
The Joint Corp
JYNT
$122M
$408K ﹤0.01%
+21,950
New +$406K
HZO icon
2948
MarineMax
HZO
$781M
$407K ﹤0.01%
26,313
-13,228
-33% -$202K
LAND
2949
Gladstone Land Corp
LAND
$372M
$403K ﹤0.01%
33,872
+14,543
+75% +$170K
VB icon
2950
Vanguard Small-Cap ETF
VB
$79.9B
$403K ﹤0.01%
2,619
-1,115
-30% -$173K
116 117
118
119 120

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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.