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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
BSET icon
2726
Bassett Furniture
BSET
$171M
$766K ﹤0.01%
50,083
+27,712
+124% +$366K
TLRA
2727
DELISTED
Telaria, Inc.
TLRA
$766K ﹤0.01%
110,810
-37,481
-25% -$311K
ZG icon
2728
Zillow
ZG
$7.74B
$764K ﹤0.01%
25,874
-3,059
-11% -$121K
RST
2729
DELISTED
ROSETTA STONE INC
RST
$763K ﹤0.01%
43,842
-59,763
-58% -$1.2M
WTI icon
2730
W&T Offshore
WTI
$473M
$757K ﹤0.01%
173,274
-60,509
-26% -$277K
TIGO icon
2731
Millicom
TIGO
$16B
$754K ﹤0.01%
15,491
-130
-0.8% -$6.79K
UPLD icon
2732
Upland Software
UPLD
$14.4M
$752K ﹤0.01%
2,158
-1,235
-36% -$513K
ADPT icon
2733
Adaptive Biotechnologies
ADPT
$3.6B
$750K ﹤0.01%
+24,275
New +$991K
PDFS icon
2734
PDF Solutions
PDFS
$1.87B
$749K ﹤0.01%
57,325
-1,559
-3% -$19.7K
KOD icon
2735
Kodiak Sciences
KOD
$2.52B
$746K ﹤0.01%
51,867
-32,657
-39% -$426K
FRGI
2736
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
$746K ﹤0.01%
71,602
-38,259
-35% -$399K
APPF icon
2737
AppFolio
APPF
$6.31B
$744K ﹤0.01%
7,818
-1,929
-20% -$192K
PUMP icon
2738
ProPetro Holding
PUMP
$1.31B
$743K ﹤0.01%
81,770
-129,907
-61% -$1.8M
EB
2739
DELISTED
Eventbrite
EB
$738K ﹤0.01%
41,658
+6,300
+18% +$110K
FDT icon
2740
First Trust Developed Markets ex-US AlphaDEX Fund
FDT
$1.25B
$737K ﹤0.01%
14,083
-837
-6% -$43.8K
AAOI icon
2741
Applied Optoelectronics
AAOI
$7.07B
$736K ﹤0.01%
65,564
+15,965
+32% +$160K
BRY
2742
DELISTED
Berry Corp
BRY
$736K ﹤0.01%
78,617
+22,755
+41% +$214K
ECVT icon
2743
Ecovyst
ECVT
$1.35B
$736K ﹤0.01%
46,147
-16,656
-27% -$255K
APRN
2744
DELISTED
Blue Apron Holdings, Inc. Class A Common Stock
APRN
$733K ﹤0.01%
7,241
+102
+1% +$9.94K
CMRX
2745
DELISTED
Chimerix, Inc.
CMRX
$727K ﹤0.01%
309,205
-333,394
-52% -$963K
UCFC
2746
DELISTED
United Community Financial Corp
UCFC
$727K ﹤0.01%
67,400
+10,256
+18% +$101K
TSC
2747
DELISTED
TriState Capital Holdings, Inc.
TSC
$724K ﹤0.01%
34,432
+1,378
+4% +$28.2K
CRESY
2748
Cresud
CRESY
$808M
$723K ﹤0.01%
130,659
+16,713
+15% +$127K
OMER icon
2749
Omeros
OMER
$816M
$721K ﹤0.01%
44,168
+4,590
+12% +$78.7K
GOGO icon
2750
Gogo Inc
GOGO
$550M
$720K ﹤0.01%
119,336
+24,634
+26% +$116K
108 109
110
111 112

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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.