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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
ACIC icon
2776
American Coastal Insurance
ACIC
$526M
$682K ﹤0.01%
48,772
+18,322
+60% +$236K
CBPX
2777
DELISTED
CONTINENTAL BUILDING PRODUCTS, INC.
CBPX
$682K ﹤0.01%
24,982
+1,690
+7% +$42.6K
FRST icon
2778
Primis Financial Corp
FRST
$398M
$681K ﹤0.01%
44,223
+13,624
+45% +$207K
GCAP
2779
DELISTED
Gain Capital Holdings, Inc.
GCAP
$679K ﹤0.01%
128,555
+43,494
+51% +$203K
SBOW
2780
DELISTED
SilverBow Resources, Inc.
SBOW
$678K ﹤0.01%
69,986
+38,873
+125% +$400K
OMAB icon
2781
Grupo Aeroportuario Centro Norte
OMAB
$5.23B
$675K ﹤0.01%
14,205
-895
-6% -$42.8K
VKTX icon
2782
Viking Therapeutics
VKTX
$3.93B
$672K ﹤0.01%
97,632
-5,395
-5% -$40.1K
DHS icon
2783
WisdomTree US High Dividend Fund
DHS
$1.59B
$670K ﹤0.01%
+9,000
New +$656K
MGPI icon
2784
MGP Ingredients
MGPI
$400M
$670K ﹤0.01%
13,494
+882
+7% +$49.5K
KIN
2785
DELISTED
Kindred Biosciences, Inc.
KIN
$668K ﹤0.01%
97,568
+61,684
+172% +$452K
CRC
2786
DELISTED
California Resources Corporation
CRC
$661K ﹤0.01%
64,838
-7,740
-11% -$99.3K
AVD icon
2787
American Vanguard Corp
AVD
$74.1M
$660K ﹤0.01%
42,043
+14,754
+54% +$217K
CDNA icon
2788
CareDx
CDNA
$1.85B
$660K ﹤0.01%
29,190
-21,067
-42% -$583K
CRAI icon
2789
CRA International
CRAI
$1.16B
$658K ﹤0.01%
15,683
+3,253
+26% +$132K
SD icon
2790
SandRidge Energy
SD
$485M
$658K ﹤0.01%
139,989
+6,579
+5% +$37.7K
OSG
2791
DELISTED
Overseas Shipholding Group Inc.
OSG
$654K ﹤0.01%
373,909
-14,830
-4% -$26.6K
ASUR icon
2792
Asure Software
ASUR
$237M
$650K ﹤0.01%
96,833
-7,788
-7% -$59.3K
XLB icon
2793
State Street Materials Select Sector SPDR ETF
XLB
$8.82B
$650K ﹤0.01%
22,354
+748
+3% +$21.6K
PIM
2794
Franklin Master Intermediate Income Trust
PIM
$149M
$647K ﹤0.01%
141,048
+35,525
+34% +$163K
NVTA
2795
DELISTED
Invitae Corporation
NVTA
$646K ﹤0.01%
33,512
+8,588
+34% +$203K
HRTG icon
2796
Heritage Insurance Holdings
HRTG
$905M
$643K ﹤0.01%
43,029
+20,534
+91% +$299K
XERS icon
2797
Xeris Biopharma Holdings
XERS
$1.42B
$640K ﹤0.01%
65,119
+10,346
+19% +$116K
PENG
2798
Penguin Solutions Inc
PENG
$2.47B
$640K ﹤0.01%
50,208
+3,480
+7% +$50.5K
TFIN icon
2799
Triumph Financial Inc
TFIN
$1.84B
$639K ﹤0.01%
20,043
+4,341
+28% +$131K
WVE icon
2800
Wave Life Sciences
WVE
$1.13B
$637K ﹤0.01%
31,038
+9,851
+46% +$226K
110 111
112
113 114

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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 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.