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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
FATE icon
3026
Fate Therapeutics
FATE
$283M
$312K ﹤0.01%
20,110
+2,847
+16% +$54.6K
HMY icon
3027
Harmony Gold Mining
HMY
$9.92B
$312K ﹤0.01%
109,996
-3,317
-3% -$9.72K
MCHX icon
3028
Marchex
MCHX
$79.3M
$312K ﹤0.01%
99,413
+779
+0.8% +$3K
BCOV
3029
DELISTED
Brightcove, Inc.
BCOV
$312K ﹤0.01%
29,779
+9,458
+47% +$109K
FMNB icon
3030
Farmers National Banc Corp
FMNB
$909M
$311K ﹤0.01%
21,491
+2,817
+15% +$40.1K
ALCO icon
3031
Alico
ALCO
$286M
$310K ﹤0.01%
9,105
+39
+0.4% +$1.24K
ORN icon
3032
Orion Group Holdings
ORN
$503M
$310K ﹤0.01%
68,920
-18,277
-21% -$75.8K
PRTA icon
3033
Prothena Corp
PRTA
$455M
$310K ﹤0.01%
39,589
-6,028
-13% -$53.5K
ANAB icon
3034
AnaptysBio
ANAB
$1.59B
$309K ﹤0.01%
8,826
+3,112
+54% +$148K
VTWO icon
3035
Vanguard Russell 2000 ETF
VTWO
$17.4B
$309K ﹤0.01%
5,084
+780
+18% +$47.9K
ESTE
3036
DELISTED
Earthstone Energy Inc. Class A Common Stock
ESTE
$309K ﹤0.01%
95,201
-2,435
-2% -$10.4K
ATE
3037
DELISTED
Advantest Corp
ATE
$309K ﹤0.01%
6,948
-3,711
-35% -$165K
AMNB
3038
DELISTED
American National Bankshares Inc
AMNB
$308K ﹤0.01%
8,686
-2,070
-19% -$73.5K
ENZ
3039
DELISTED
Enzo Biochem, Inc.
ENZ
$307K ﹤0.01%
85,198
+12,545
+17% +$44.4K
HPR
3040
DELISTED
HighPoint Resources Corporation
HPR
$307K ﹤0.01%
3,864
-2,583
-40% -$180K
BDSI
3041
DELISTED
BioDelivery Sciences International, Inc.
BDSI
$306K ﹤0.01%
72,666
-406,596
-85% -$1.74M
GDEN
3042
DELISTED
Golden Entertainment
GDEN
$305K ﹤0.01%
22,960
+5,331
+30% +$74.3K
MTLS
3043
Materialise
MTLS
$373M
$305K ﹤0.01%
16,517
-6,770
-29% -$126K
RNET
3044
DELISTED
RigNet, Inc.
RNET
$305K ﹤0.01%
39,418
-5,559
-12% -$46.8K
MR
3045
DELISTED
Montage Resources Corporation Common Stock
MR
$305K ﹤0.01%
80,562
+48,692
+153% +$187K
LOGI icon
3046
Logitech
LOGI
$15.5B
$304K ﹤0.01%
7,452
+1,520
+26% +$61.1K
CALX icon
3047
Calix
CALX
$2.32B
$303K ﹤0.01%
47,451
-7,985
-14% -$50.3K
RPT
3048
Rithm Property Trust
RPT
$92.3M
$303K ﹤0.01%
3,367
+305
+10% +$25.6K
SIGA icon
3049
SIGA Technologies
SIGA
$222M
$302K ﹤0.01%
59,013
+3,094
+6% +$16.7K
ZF
3050
DELISTED
Virtus Total Return Fund Inc.
ZF
$302K ﹤0.01%
+26,856
New +$291K
120 121
122
123 124

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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.