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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 15.58%
2 Financials 14.34%
3 Miscellaneous 13.8%
4 Healthcare 11.45%
5 Consumer Discretionary 8.73%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
TRAK icon
3326
ReposiTrak
TRAK
$151M
$82K ﹤0.01%
14,246
+867
+6% +$4.86K
ADVM
3327
DELISTED
Adverum Biotechnologies
ADVM
$81K ﹤0.01%
1,494
-9,401
-86% -$1.06M
ECOR icon
3328
electroCore
ECOR
$86.8M
$81K ﹤0.01%
2,465
-843
-25% -$26.6K
MNOV icon
3329
MediciNova
MNOV
$70.9M
$81K ﹤0.01%
+10,129
New +$90.3K
CPIX icon
3330
Cumberland Pharmaceuticals
CPIX
$127M
$80K ﹤0.01%
+13,556
New +$75.4K
LEE icon
3331
Lee Enterprises
LEE
$187M
$79K ﹤0.01%
3,892
+601
+18% +$12.3K
SYBX
3332
DELISTED
Synlogic
SYBX
$79K ﹤0.01%
2,286
+855
+60% +$61.8K
CRBP icon
3333
Corbus Pharmaceuticals
CRBP
$211M
$77K ﹤0.01%
525
-67
-11% -$11.7K
VNTR
3334
DELISTED
Venator Materials PLC
VNTR
$77K ﹤0.01%
31,526
-572,647
-95% -$1.82M
IMDX
3335
Insight Molecular Diagnostics
IMDX
$135M
$76K ﹤0.01%
+1,806
New +$71K
FLNT
3336
Fluent
FLNT
$111M
$75K ﹤0.01%
4,563
-10,649
-70% -$255K
PACD
3337
DELISTED
Pacific Drilling S.A. Common Shares
PACD
$74K ﹤0.01%
+18,980
New +$134K
CBIO
3338
Crescent Biopharma
CBIO
$659M
$69K ﹤0.01%
+160
New +$103K
LITS
3339
Lite Strategy Inc
LITS
$33.4M
$69K ﹤0.01%
+2,064
New +$75.2K
JNCE
3340
DELISTED
Jounce Therapeutics, Inc. Common Stock
JNCE
$69K ﹤0.01%
20,762
+1,915
+10% +$7.67K
ADMA icon
3341
ADMA Biologics
ADMA
$2.09B
$68K ﹤0.01%
15,251
+2,707
+22% +$11.3K
NNA
3342
DELISTED
Navios Maritime Acquisition Corporation
NNA
$68K ﹤0.01%
+10,046
New +$64.5K
ARAY icon
3343
Accuray
ARAY
$32.7M
$67K ﹤0.01%
24,096
+3,685
+18% +$12.2K
CPRX
3344
DELISTED
Catalyst Pharmaceutical
CPRX
$67K ﹤0.01%
+12,579
New +$67K
NYMX
3345
DELISTED
Nymox Pharmaceutical Corp
NYMX
$67K ﹤0.01%
36,841
-1,921
-5% -$3.36K
ACHN
3346
DELISTED
Achillion Pharmaceuticals
ACHN
$66K ﹤0.01%
18,413
+3,147
+21% +$12.1K
DVAX
3347
DELISTED
Dynavax Technologies
DVAX
$65K ﹤0.01%
18,178
-4,570
-20% -$17.7K
NWHM
3348
DELISTED
THE NEW HOME COMPANY INC.
NWHM
$65K ﹤0.01%
14,889
-4,561
-23% -$18.7K
AGEN
3349
Agenus
AGEN
$345M
$64K ﹤0.01%
1,261
-3,538
-74% -$189K
MBIO icon
3350
Mustang Bio
MBIO
$4.07M
$64K ﹤0.01%
26
-10
-28% -$27.4K
132 133
134
135 136

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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 16% of assets, up from 15% a quarter earlier, followed by Financials and Miscellaneous.

  • 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.