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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
VRNS icon
2326
Varonis Systems
VRNS
$5.13B
$1.76M ﹤0.01%
88,206
-2,346
-3% -$52.2K
CARB
2327
DELISTED
Carbonite Inc
CARB
$1.76M ﹤0.01%
113,444
+10,248
+10% +$183K
GCP
2328
DELISTED
GCP Applied Technologies Inc.
GCP
$1.75M ﹤0.01%
91,152
+11,272
+14% +$227K
AIMT
2329
DELISTED
Aimmune Therapeutics
AIMT
$1.75M ﹤0.01%
83,778
+31,040
+59% +$634K
GLRE icon
2330
Greenlight Captial
GLRE
$586M
$1.75M ﹤0.01%
166,983
+66,074
+65% +$623K
SKY icon
2331
Champion Homes
SKY
$4.58B
$1.75M ﹤0.01%
58,218
+50,701
+674% +$1.47M
NVRO
2332
DELISTED
NEVRO CORP.
NVRO
$1.75M ﹤0.01%
20,374
+813
+4% +$61.5K
UBER icon
2333
Uber
UBER
$144B
$1.75M ﹤0.01%
57,314
+42,158
+278% +$1.59M
UMH
2334
UMH Properties
UMH
$1.34B
$1.74M ﹤0.01%
123,763
+463
+0.4% +$6K
PEGA icon
2335
Pegasystems
PEGA
$4.85B
$1.74M ﹤0.01%
51,140
-41,754
-45% -$1.51M
NEWR
2336
DELISTED
New Relic, Inc.
NEWR
$1.73M ﹤0.01%
28,220
-6,163
-18% -$446K
DX
2337
Dynex Capital
DX
$3.19B
$1.73M ﹤0.01%
117,253
-54,158
-32% -$846K
IQ icon
2338
iQIYI
IQ
$1.21B
$1.73M ﹤0.01%
107,290
+7,609
+8% +$140K
ARGX icon
2339
argenx
ARGX
$54.6B
$1.73M ﹤0.01%
15,136
-2,023
-12% -$274K
CNR
2340
Core Natural Resources Inc
CNR
$4.02B
$1.72M ﹤0.01%
109,829
+36,423
+50% +$713K
UBNK
2341
DELISTED
United Financial Bancorp, Inc.
UBNK
$1.71M ﹤0.01%
125,760
+55,700
+80% +$752K
GEOS icon
2342
Geospace Technologies
GEOS
$88.4M
$1.71M ﹤0.01%
111,118
-1,531
-1% -$22.1K
NTRA icon
2343
Natera
NTRA
$36.1B
$1.71M ﹤0.01%
+52,073
New +$1.54M
PHX
2344
DELISTED
PHX Minerals
PHX
$1.71M ﹤0.01%
122,091
+78,657
+181% +$963K
UIS icon
2345
Unisys
UIS
$250M
$1.7M ﹤0.01%
229,278
-54,334
-19% -$483K
COOP
2346
DELISTED
Mr. Cooper
COOP
$1.7M ﹤0.01%
160,137
+30,580
+24% +$275K
VCRA
2347
DELISTED
VOCERA COMMUNICATIONS, INC.
VCRA
$1.7M ﹤0.01%
68,904
+17,444
+34% +$453K
HTLF
2348
DELISTED
Heartland Financial USA, Inc.
HTLF
$1.69M ﹤0.01%
37,843
+936
+3% +$41.7K
LOCO icon
2349
El Pollo Loco
LOCO
$497M
$1.69M ﹤0.01%
154,174
+59,637
+63% +$631K
PLOW icon
2350
Douglas Dynamics
PLOW
$1.04B
$1.68M ﹤0.01%
37,751
+2,149
+6% +$90K
92 93
94
95 96

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MCM
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PSUF
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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.