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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 15.58%
2 Financials 14.34%
3 Miscellaneous 13.8%
4 Healthcare 11.45%
5 Consumer Discretionary 8.73%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
GREK
3301
Global X MSCI Greece ETF
GREK
$343M
$99K ﹤0.01%
3,543
– –
GTYH
3302
DELISTED
GTY Technology Holdings, Inc. Common Stock
GTYH
$99K ﹤0.01%
+15,774
New +$102K
GIFI
3303
DELISTED
Gulf Island Fabrication
GIFI
$98K ﹤0.01%
18,345
-58,196
-76% -$382K
VHI icon
3304
Valhi
VHI
$511M
$98K ﹤0.01%
4,287
-4,036
-48% -$103K
IO
3305
DELISTED
ION Geophysical Corporation
IO
$97K ﹤0.01%
10,586
-8,915
-46% -$78.8K
BAS
3306
DELISTED
Basis Energy Services, Inc.
BAS
$97K ﹤0.01%
67,289
-11,427
-15% -$19.2K
NINE
3307
DELISTED
Nine Energy Service
NINE
$96K ﹤0.01%
+15,593
New +$153K
ATEN icon
3308
A10 Networks
ATEN
$1.87B
$95K ﹤0.01%
+13,747
New +$98.9K
ABEO icon
3309
Abeona Therapeutics
ABEO
$339M
$93K ﹤0.01%
1,653
+1,032
+166% +$77.3K
MRSN
3310
DELISTED
Mersana Therapeutics
MRSN
$92K ﹤0.01%
2,329
-2,586
-53% -$188K
CASA
3311
DELISTED
Casa Systems, Inc. Common Stock
CASA
$91K ﹤0.01%
+11,525
New +$77.4K
PVLA
3312
Palvella Therapeutics
PVLA
$2.16B
$89K ﹤0.01%
325
+60
+23% +$23.2K
CLUB
3313
DELISTED
Town Sports International Holdings, Inc.
CLUB
$88K ﹤0.01%
53,490
+5,007
+10% +$8.83K
LTS
3314
DELISTED
Ladenburg Thalmann Financial Services Inc
LTS
$88K ﹤0.01%
37,044
+2,266
+7% +$5.92K
CELH icon
3315
Celsius Holdings
CELH
$8.35B
$86K ﹤0.01%
74,352
+33,234
+81% +$46.2K
EGAN icon
3316
eGain
EGAN
$203M
$86K ﹤0.01%
10,720
+660
+7% +$5.05K
KDMN
3317
DELISTED
Kadmon Holdings, Inc.
KDMN
$86K ﹤0.01%
34,062
+19,483
+134% +$48.4K
CUE icon
3318
Cue Biopharma
CUE
$203M
$85K ﹤0.01%
+336
New +$80.7K
ALDX icon
3319
Aldeyra Therapeutics
ALDX
$89.6M
$84K ﹤0.01%
+15,921
New +$85.7K
BVH
3320
DELISTED
Bluegreen Vacations Holding Corporation
BVH
$84K ﹤0.01%
3,598
+658
+22% +$14.6K
NM
3321
DELISTED
Navios Maritime Holdings Inc.
NM
$84K ﹤0.01%
17,363
-990
-5% -$5.23K
GNMK
3322
DELISTED
GenMark Diagnostics, Inc
GNMK
$84K ﹤0.01%
+13,849
New +$86.4K
NOG icon
3323
Northern Oil and Gas
NOG
$2.74B
$83K ﹤0.01%
4,242
-274
-6% -$5.03K
PRCP
3324
DELISTED
Perceptron Inc
PRCP
$83K ﹤0.01%
+17,308
New +$77.9K
CCO icon
3325
Clear Channel Outdoor Holdings
CCO
$1.19B
$82K ﹤0.01%
32,594
+5,489
+20% +$17.2K
131 132
133
134 135

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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 16% of assets, up from 15% a quarter earlier, followed by Financials and Miscellaneous.

  • 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.