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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
VHT icon
2951
Vanguard Health Care ETF
VHT
$18.6B
$403K ﹤0.01%
2,401
+547
+30% +$93.6K
CEPU
2952
Central Puerto
CEPU
$2.22B
$400K ﹤0.01%
135,547
+119,017
+720% +$700K
FLXS icon
2953
Flexsteel Industries
FLXS
$312M
$398K ﹤0.01%
+26,878
New +$438K
NRIM icon
2954
Northrim BanCorp
NRIM
$601M
$398K ﹤0.01%
40,176
+1,096
+3% +$10.2K
ZM icon
2955
Zoom
ZM
$26.6B
$395K ﹤0.01%
+5,185
New +$467K
ALBO
2956
DELISTED
Albireo Pharma Inc
ALBO
$394K ﹤0.01%
19,693
-995
-5% -$25.8K
XOG
2957
DELISTED
Extraction Oil & Gas, Inc. Common Stock
XOG
$393K ﹤0.01%
133,775
-229,517
-63% -$869K
FNWB icon
2958
First Northwest Bancorp
FNWB
$114M
$392K ﹤0.01%
22,652
+354
+2% +$5.76K
SRNE
2959
DELISTED
Sorrento Therapeutics, Inc.
SRNE
$392K ﹤0.01%
183,232
-129,174
-41% -$301K
HURC icon
2960
Hurco Companies Inc
HURC
$132M
$391K ﹤0.01%
12,147
+4,282
+54% +$143K
BRSP
2961
BrightSpire Capital
BRSP
$685M
$390K ﹤0.01%
26,976
+10,368
+62% +$151K
ASPS icon
2962
Altisource Portfolio Solutions
ASPS
$63.2M
$386K ﹤0.01%
2,389
+11
+0.5% +$1.8K
BBIO icon
2963
BridgeBio Pharma
BBIO
$16.5B
$385K ﹤0.01%
+17,929
New +$496K
SMTA
2964
DELISTED
Spirit MTA REIT Common Shares of Beneficial Interest
SMTA
$385K ﹤0.01%
45,657
+21,555
+89% +$182K
NIC icon
2965
Nicolet Bankshares
NIC
$3.55B
$382K ﹤0.01%
+5,743
New +$371K
ATRA icon
2966
Atara Biotherapeutics
ATRA
$69.9M
$380K ﹤0.01%
+1,075
New +$401K
LOB icon
2967
Live Oak Bancshares
LOB
$1.97B
$380K ﹤0.01%
21,020
-687
-3% -$12.4K
TXMD icon
2968
TherapeuticsMD
TXMD
$24.4M
$378K ﹤0.01%
2,081
+1,292
+164% +$182K
IBB icon
2969
iShares Biotechnology ETF
IBB
$9.53B
$377K ﹤0.01%
3,785
-226
-6% -$23.7K
TALO icon
2970
Talos Energy
TALO
$2.39B
$377K ﹤0.01%
18,559
-21,874
-54% -$474K
TWI icon
2971
Titan International
TWI
$522M
$374K ﹤0.01%
138,446
+25,207
+22% +$82.9K
CCF
2972
DELISTED
Chase Corporation
CCF
$371K ﹤0.01%
3,387
+1,350
+66% +$138K
VRRM icon
2973
Verra Mobility
VRRM
$650M
$368K ﹤0.01%
25,657
-41,737
-62% -$581K
IRS
2974
IRSA Inversiones y Representaciones
IRS
$1.3B
$366K ﹤0.01%
68,847
+8,050
+13% +$63.8K
NAT icon
2975
Nordic American Tanker
NAT
$1.37B
$365K ﹤0.01%
169,167
-104,728
-38% -$211K
117 118
119
120 121

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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.