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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
BOLD
3126
DELISTED
Audentes Therapeutics, Inc
BOLD
$240K ﹤0.01%
8,552
+616
+8% +$21K
PRF icon
3127
Invesco FTSE RAFI US 1000 ETF
PRF
$9.76B
$239K ﹤0.01%
+10,155
New +$237K
ECH icon
3128
iShares MSCI Chile ETF
ECH
$1.01B
$238K ﹤0.01%
6,365
– –
PRMW
3129
DELISTED
Primo Water Corporation
PRMW
$238K ﹤0.01%
19,376
+3,227
+20% +$41.8K
TCPC icon
3130
BlackRock TCP Capital
TCPC
$265M
$237K ﹤0.01%
17,479
+1,517
+10% +$20.9K
BATRA icon
3131
Atlanta Braves Holdings Series A
BATRA
$3.53B
$235K ﹤0.01%
+8,445
New +$239K
NWPX icon
3132
NWPX Infrastructure Inc
NWPX
$1.24B
$235K ﹤0.01%
8,354
-649
-7% -$16.5K
STXB
3133
DELISTED
Spirit of Texas Bancshares, Inc. Common Stock
STXB
$234K ﹤0.01%
10,854
-1,735
-14% -$37.3K
DSGR icon
3134
Distribution Solutions Group
DSGR
$1.6B
$232K ﹤0.01%
+11,972
New +$232K
NBN icon
3135
Northeast Bank
NBN
$1.14B
$232K ﹤0.01%
+10,471
New +$223K
MFIC icon
3136
MidCap Financial Investment
MFIC
$790M
$231K ﹤0.01%
14,381
– –
WORK
3137
DELISTED
Slack Technologies, Inc.
WORK
$231K ﹤0.01%
+9,744
New +$295K
TH icon
3138
Target Hospitality
TH
$1.6B
$230K ﹤0.01%
+33,826
New +$256K
GAIN icon
3139
Gladstone Investment Corp
GAIN
$648M
$229K ﹤0.01%
18,526
– –
ROS
3140
DELISTED
ROSTELEKOM
ROS
$229K ﹤0.01%
31,284
– –
VAW icon
3141
Vanguard Materials ETF
VAW
$3.01B
$228K ﹤0.01%
1,805
-165
-8% -$20.7K
PTVCB
3142
DELISTED
Protective Insurance Corporation Class B Common Stock
PTVCB
$228K ﹤0.01%
13,084
-7,012
-35% -$116K
AMTB icon
3143
Amerant Bancorp
AMTB
$1.16B
$227K ﹤0.01%
+10,806
New +$198K
CLBK icon
3144
Columbia Financial
CLBK
$1.13B
$227K ﹤0.01%
+14,407
New +$222K
CLPR
3145
Clipper Realty
CLPR
$46.4M
$227K ﹤0.01%
22,317
-9,423
-30% -$103K
VOE icon
3146
Vanguard Mid-Cap Value ETF
VOE
$23.8B
$227K ﹤0.01%
+2,010
New +$223K
HAPN
3147
Happen Inc
HAPN
$2.16B
$226K ﹤0.01%
17,275
-1,252
-7% -$18.1K
CURO
3148
DELISTED
CURO Group Holdings Corp.
CURO
$225K ﹤0.01%
16,928
-231
-1% -$2.95K
AGI icon
3149
Alamos Gold
AGI
$12.5B
$224K ﹤0.01%
+38,554
New +$258K
FBK icon
3150
FB Financial Corp
FBK
$2.94B
$224K ﹤0.01%
5,970
+87
+1% +$3.21K
124 125
126
127 128

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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.