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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
ZYXI
3051
DELISTED
Zynex
ZYXI
$301K ﹤0.01%
+34,857
New +$285K
ACTG icon
3052
Acacia Research
ACTG
$447M
$298K ﹤0.01%
111,044
+14,551
+15% +$40.6K
ALNT icon
3053
Allient
ALNT
$1.47B
$298K ﹤0.01%
12,662
+725
+6% +$17.7K
LX
3054
LexinFintech Holdings
LX
$241M
$297K ﹤0.01%
29,631
+13
+0% +$141
ATRS
3055
DELISTED
Antares Pharma, Inc.
ATRS
$297K ﹤0.01%
88,909
+10,314
+13% +$34K
ATRC icon
3056
AtriCure
ATRC
$1.89B
$295K ﹤0.01%
11,815
-4,923
-29% -$141K
CLNE icon
3057
Clean Energy Fuels
CLNE
$432M
$294K ﹤0.01%
142,441
+5,686
+4% +$13.2K
SILK
3058
DELISTED
Silk Road Medical, Inc. Common Stock
SILK
$294K ﹤0.01%
9,033
+1,548
+21% +$61.7K
ASRT
3059
DELISTED
Assertio
ASRT
$293K ﹤0.01%
3,815
-1,043
-21% -$136K
GPRK icon
3060
GeoPark
GPRK
$615M
$293K ﹤0.01%
15,991
-2,347
-13% -$41.9K
IJK icon
3061
iShares S&P Mid-Cap 400 Growth ETF
IJK
$10.9B
$293K ﹤0.01%
5,236
-524
-9% -$29.5K
OPCH icon
3062
Option Care Health
OPCH
$3.42B
$293K ﹤0.01%
22,892
+1,183
+5% +$14.6K
ZIXI
3063
DELISTED
Zix Corporation
ZIXI
$292K ﹤0.01%
40,353
-272,292
-87% -$2.27M
IPI icon
3064
Intrepid Potash
IPI
$461M
$291K ﹤0.01%
8,891
+650
+8% +$21.7K
LQD icon
3065
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.4B
$291K ﹤0.01%
2,279
-817
-26% -$103K
GBL
3066
DELISTED
GAMCO Investors, Inc.
GBL
$291K ﹤0.01%
14,860
+2,729
+22% +$52.4K
KVHI icon
3067
KVH Industries
KVHI
$181M
$290K ﹤0.01%
27,270
-717
-3% -$7.11K
NBH
3068
Neuberger Municipal Fund Inc
NBH
$305M
$290K ﹤0.01%
18,761
-55,635
-75% -$846K
TRUE
3069
DELISTED
TrueCar
TRUE
$289K ﹤0.01%
85,093
-101,127
-54% -$448K
SE icon
3070
Sea Limited
SE
$63.9B
$288K ﹤0.01%
9,317
-4,601
-33% -$155K
ELGX
3071
DELISTED
Endologix Inc
ELGX
$287K ﹤0.01%
72,375
+14,666
+25% +$85.3K
EQBK icon
3072
Equity Bancshares
EQBK
$1.04B
$286K ﹤0.01%
10,662
-1,866
-15% -$48.9K
HOFT icon
3073
Hooker Furnishings Corp
HOFT
$149M
$286K ﹤0.01%
+13,353
New +$268K
MOO icon
3074
VanEck Agribusiness ETF
MOO
$988M
$285K ﹤0.01%
4,331
-418
-9% -$27.6K
ATRO icon
3075
Astronics
ATRO
$3.47B
$283K ﹤0.01%
11,567
-8,240
-42% -$221K
121 122
123
124 125

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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.