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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
YEXT icon
3176
Yext
YEXT
$535M
$205K ﹤0.01%
12,926
-16,385
-56% -$312K
BKCC
3177
DELISTED
BlackRock Capital Investment Corporation
BKCC
$205K ﹤0.01%
40,958
– –
FBIZ icon
3178
First Business Financial Services
FBIZ
$549M
$204K ﹤0.01%
+8,469
New +$199K
GDX icon
3179
VanEck Gold Miners ETF
GDX
$21.8B
$204K ﹤0.01%
7,645
-14,200
-65% -$397K
LAB icon
3180
Standard BioTools
LAB
$350M
$204K ﹤0.01%
44,067
-82,954
-65% -$653K
ENFC
3181
DELISTED
Entegra Financial Corp.
ENFC
$204K ﹤0.01%
+6,801
New +$204K
KALA icon
3182
KALA BIO
KALA
$14.4M
$203K ﹤0.01%
21
+5
+31% +$60.9K
NKSH icon
3183
National Bankshares
NKSH
$233M
$202K ﹤0.01%
+5,033
New +$183K
RDI icon
3184
Reading International Class A
RDI
$29.8M
$202K ﹤0.01%
16,868
+5,672
+51% +$71.6K
TAC icon
3185
TransAlta
TAC
$4.19B
$201K ﹤0.01%
30,875
+4,747
+18% +$30.1K
GNE icon
3186
Genie Energy
GNE
$369M
$200K ﹤0.01%
26,745
+6,087
+29% +$53.1K
SLDB icon
3187
Solid Biosciences
SLDB
$858M
$200K ﹤0.01%
1,290
+21
+2% +$2.38K
CLCT
3188
DELISTED
Collectors Universe
CLCT
$200K ﹤0.01%
+7,024
New +$171K
LKSD
3189
DELISTED
LSC Communications, Inc.
LKSD
$199K ﹤0.01%
144,310
-109,621
-43% -$203K
AVID
3190
DELISTED
Avid Technology Inc
AVID
$197K ﹤0.01%
31,784
+665
+2% +$5.2K
CSTL icon
3191
Castle Biosciences
CSTL
$733M
$195K ﹤0.01%
+10,756
New +$238K
DGICA icon
3192
Donegal Group Class A
DGICA
$693M
$195K ﹤0.01%
13,335
+960
+8% +$14K
IAU icon
3193
iShares Gold Trust
IAU
$62.4B
$195K ﹤0.01%
6,922
+2
+0% +$56
ACER
3194
DELISTED
Acer Therapeutics Inc
ACER
$195K ﹤0.01%
+61,155
New +$179K
ZVO
3195
DELISTED
Zovio Inc. Common Stock
ZVO
$195K ﹤0.01%
99,107
-951
-1% -$2.86K
LSAK icon
3196
Lesaka Technologies
LSAK
$409M
$194K ﹤0.01%
54,300
-5,510
-9% -$20.1K
OCSL icon
3197
Oaktree Specialty Lending
OCSL
$1.07B
$194K ﹤0.01%
12,485
+401
+3% +$6.31K
ZAGG
3198
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
$193K ﹤0.01%
30,789
-24,272
-44% -$157K
MPX
3199
DELISTED
Marine Products Corp
MPX
$192K ﹤0.01%
13,561
+416
+3% +$6.18K
SHYF
3200
DELISTED
The Shyft Group
SHYF
$192K ﹤0.01%
13,988
-1,856
-12% -$22.6K
126 127
128
129 130

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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.