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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
SBBP
3276
DELISTED
Strongbridge Biopharma plc.
SBBP
$118K ﹤0.01%
49,273
+13,480
+38% +$36.2K
FRTA
3277
DELISTED
Forterra, Inc
FRTA
$116K ﹤0.01%
16,051
-388
-2% -$2.5K
ROSE
3278
DELISTED
Rosehill Resources Inc. Class A
ROSE
$116K ﹤0.01%
59,639
-28,240
-32% -$64.4K
YCBD icon
3279
cbdMD
YCBD
$5.46M
$115K ﹤0.01%
+81
New +$130K
MIND icon
3280
MIND Technology
MIND
$48M
$113K ﹤0.01%
+3,479
New +$130K
FTSI
3281
DELISTED
FTS International, Inc. Common Stock
FTSI
$112K ﹤0.01%
2,491
+494
+25% +$35.5K
CRD.B icon
3282
Crawford & Co Class B
CRD.B
$496M
$111K ﹤0.01%
11,019
-4,950
-31% -$46.4K
ESXB
3283
DELISTED
Community Bankers Trust Corporation
ESXB
$111K ﹤0.01%
12,875
+1,440
+13% +$11.5K
ADMS
3284
DELISTED
Adamas Pharmaceuticals
ADMS
$111K ﹤0.01%
21,790
-6,146
-22% -$37.9K
TGTX icon
3285
TG Therapeutics
TGTX
$8.53B
$110K ﹤0.01%
19,639
-1,513
-7% -$10.5K
VHC icon
3286
VirnetX Holding Corp
VHC
$51M
$110K ﹤0.01%
1,016
+132
+15% +$15.7K
CRD.A icon
3287
Crawford & Co Class A
CRD.A
$545M
$109K ﹤0.01%
+10,016
New +$103K
METC icon
3288
Ramaco Resources Class A
METC
$664M
$109K ﹤0.01%
30,055
+16,446
+121% +$70.9K
BXG
3289
DELISTED
Bluegreen Vacations Corporation Common Stock
BXG
$109K ﹤0.01%
+11,650
New +$118K
ELVT
3290
DELISTED
Elevate Credit, Inc.
ELVT
$107K ﹤0.01%
25,514
+5,487
+27% +$24.4K
USX
3291
DELISTED
U.S. Xpress Enterprises, Inc. Class A Common Stock
USX
$106K ﹤0.01%
21,913
-6,794
-24% -$30.9K
GTT
3292
DELISTED
GTT Communications, Inc.
GTT
$106K ﹤0.01%
11,225
-15,840
-59% -$178K
NBRV
3293
DELISTED
Nabriva Therapeutics plc Ordinary Shares Ireland
NBRV
$105K ﹤0.01%
211
+2
+1% +$1.13K
NATR icon
3294
Nature's Sunshine
NATR
$362M
$104K ﹤0.01%
+12,597
New +$115K
HNRG icon
3295
Hallador Energy
HNRG
$717M
$103K ﹤0.01%
28,457
-12,322
-30% -$58.3K
SVRA icon
3296
Savara
SVRA
$1.11B
$101K ﹤0.01%
38,276
+13,574
+55% +$33.9K
SRGA
3297
DELISTED
Surgalign Holdings, Inc. Common Stock
SRGA
$101K ﹤0.01%
1,182
-407
-26% -$43.5K
AFMD
3298
DELISTED
Affimed
AFMD
$100K ﹤0.01%
3,408
+1,969
+137% +$58.6K
GOGL
3299
DELISTED
Golden Ocean Group
GOGL
$100K ﹤0.01%
17,188
+878
+5% +$5.36K
AKTS
3300
DELISTED
Akoustis Technologies Inc
AKTS
$100K ﹤0.01%
+12,852
New +$84.5K
130 131
132
133 134

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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.