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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
CPL
2301
DELISTED
CPFL Energia S.A.
CPL
$1.85M ﹤0.01%
117,287
-3,028
-3% -$48.9K
EBIX
2302
DELISTED
Ebix Inc
EBIX
$1.84M ﹤0.01%
43,821
-25,189
-37% -$1.06M
NSTG
2303
DELISTED
NanoString Technologies, Inc.
NSTG
$1.84M ﹤0.01%
85,414
-31,160
-27% -$827K
HLNE icon
2304
Hamilton Lane
HLNE
$3.84B
$1.83M ﹤0.01%
32,191
-248
-0.8% -$14.6K
TYPE
2305
DELISTED
Monotype Imaging Holdings Inc.
TYPE
$1.83M ﹤0.01%
92,339
-25,179
-21% -$479K
LKFN icon
2306
Lakeland Financial Corp
LKFN
$1.57B
$1.82M ﹤0.01%
41,448
+321
+0.8% +$14.2K
UCTT
2307
Ultra Clean Holdings
UCTT
$3.29B
$1.82M ﹤0.01%
124,069
-1,505
-1% -$20.9K
APPS icon
2308
Digital Turbine
APPS
$1.01B
$1.81M ﹤0.01%
281,223
+52,689
+23% +$327K
INFN
2309
DELISTED
Infinera Corporation Common Stock
INFN
$1.81M ﹤0.01%
331,943
+26,369
+9% +$116K
ATRI
2310
DELISTED
Atrion Corp
ATRI
$1.81M ﹤0.01%
2,322
+32
+1% +$24.8K
ENTA icon
2311
Enanta Pharmaceuticals
ENTA
$364M
$1.8M ﹤0.01%
30,051
+508
+2% +$37.7K
HAFC icon
2312
Hanmi Financial
HAFC
$943M
$1.8M ﹤0.01%
96,089
-46,232
-32% -$911K
GTES icon
2313
Gates Industrial Corporation Ltd.
GTES
$6.46B
$1.8M ﹤0.01%
179,002
+143,889
+410% +$1.41M
RRR icon
2314
Red Rock Resorts
RRR
$3.82B
$1.8M ﹤0.01%
88,621
+28,143
+47% +$587K
HRTX icon
2315
Heron Therapeutics
HRTX
$93.3M
$1.8M ﹤0.01%
97,097
+39,223
+68% +$722K
EXPR
2316
DELISTED
Express, Inc.
EXPR
$1.79M ﹤0.01%
26,035
-5,884
-18% -$289K
GSHD icon
2317
Goosehead Insurance
GSHD
$1.62B
$1.79M ﹤0.01%
36,280
+8,612
+31% +$396K
EPM icon
2318
Evolution Petroleum
EPM
$131M
$1.78M ﹤0.01%
305,343
+129,755
+74% +$793K
MTUS icon
2319
Metallus
MTUS
$854M
$1.78M ﹤0.01%
283,335
+158,110
+126% +$1.04M
HNGR
2320
DELISTED
Hanger Inc.
HNGR
$1.78M ﹤0.01%
87,434
+42,523
+95% +$798K
IWN icon
2321
iShares Russell 2000 Value ETF
IWN
$14.4B
$1.77M ﹤0.01%
14,796
-10,153
-41% -$1.2M
CDLX icon
2322
Cardlytics
CDLX
$22.5M
$1.76M ﹤0.01%
+5,264
New +$1.69M
NEXA icon
2323
Nexa Resources
NEXA
$1.59B
$1.76M ﹤0.01%
187,097
-613
-0.3% -$5.47K
AGD
2324
abrdn Global Dynamic Dividend Fund
AGD
$316M
$1.76M ﹤0.01%
182,357
+6,231
+4% +$59.4K
LGTY
2325
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
$1.76M ﹤0.01%
117,209
+635
+0.5% +$8.93K
91 92
93
94 95

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MCM
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PSUF
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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.