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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
AXNX
2626
DELISTED
Axonics, Inc. Common Stock
AXNX
$959K ﹤0.01%
35,629
+2,637
+8% +$91.9K
EDIT icon
2627
Editas Medicine
EDIT
$402M
$957K ﹤0.01%
42,080
-13,211
-24% -$327K
IWS icon
2628
iShares Russell Mid-Cap Value ETF
IWS
$15.8B
$957K ﹤0.01%
10,665
-319
-3% -$28.3K
CETV
2629
DELISTED
Central European Media Enterprises Ltd
CETV
$957K ﹤0.01%
213,005
+10,080
+5% +$45.6K
PBYI icon
2630
Puma Biotechnology
PBYI
$406M
$956K ﹤0.01%
88,811
+39,916
+82% +$431K
IDT icon
2631
IDT Corp
IDT
$1.69B
$955K ﹤0.01%
90,695
+16,470
+22% +$165K
NIHD
2632
DELISTED
NII Holdings, Inc. Common Stock
NIHD
$952K ﹤0.01%
485,501
-18,777
-4% -$33K
LILA icon
2633
Liberty Latin America Class A
LILA
$1.67B
$949K ﹤0.01%
86,822
+54,131
+166% +$582K
ROAD icon
2634
Construction Partners
ROAD
$6.03B
$946K ﹤0.01%
60,712
-22,205
-27% -$332K
IVW icon
2635
iShares S&P 500 Growth ETF
IVW
$71.9B
$945K ﹤0.01%
20,988
-6,228
-23% -$282K
QCRH icon
2636
QCR Holdings
QCRH
$1.69B
$943K ﹤0.01%
24,819
+4,818
+24% +$174K
NRC icon
2637
NRC Health Common Stock
NRC
$503M
$941K ﹤0.01%
16,290
-879
-5% -$54.5K
IJJ icon
2638
iShares S&P Mid-Cap 400 Value ETF
IJJ
$8.93B
$939K ﹤0.01%
+11,740
New +$924K
PFC
2639
DELISTED
Premier Financial Corp. Common Stock
PFC
$939K ﹤0.01%
32,422
-26,129
-45% -$723K
KL
2640
DELISTED
Kirkland Lake Gold Ltd Ordinary
KL
$937K ﹤0.01%
+20,910
New +$955K
CYRX icon
2641
CryoPort
CYRX
$765M
$934K ﹤0.01%
57,109
+3,519
+7% +$70.5K
GH icon
2642
Guardant Health
GH
$19B
$934K ﹤0.01%
14,634
-6,296
-30% -$555K
WTTR icon
2643
Select Water Solutions
WTTR
$2.24B
$933K ﹤0.01%
107,751
-13,832
-11% -$127K
CBAY
2644
DELISTED
Cymabay Therapeutics
CBAY
$929K ﹤0.01%
181,520
+151,682
+508% +$918K
RC
2645
Ready Capital
RC
$261M
$925K ﹤0.01%
58,105
+4,249
+8% +$64.4K
VIA
2646
DELISTED
Via Renewables, Inc. Class A Common Stock
VIA
$925K ﹤0.01%
17,544
-250
-1% -$13.2K
CNBKA
2647
DELISTED
Century Bancorp Inc/Mass
CNBKA
$925K ﹤0.01%
10,562
-573
-5% -$48.5K
HTBK
2648
DELISTED
Heritage Commerce
HTBK
$921K ﹤0.01%
78,340
+13,020
+20% +$155K
VLGEA icon
2649
Village Super Market
VLGEA
$645M
$921K ﹤0.01%
34,832
-834
-2% -$21.1K
TELL
2650
DELISTED
Tellurian Inc.
TELL
$921K ﹤0.01%
110,796
+18,837
+20% +$135K
104 105
106
107 108

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AF
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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.