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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
ICD
3376
DELISTED
Independence Contract Drilling, Inc.
ICD
$33K ﹤0.01%
1,395
-2,424
-63% -$62.5K
CALA
3377
DELISTED
Calithera Biosciences, Inc
CALA
$33K ﹤0.01%
+529
New +$42.3K
FTK icon
3378
Flotek Industries
FTK
$867M
$30K ﹤0.01%
2,249
-19,648
-90% -$299K
ACTA
3379
DELISTED
Actua Corp
ACTA
$30K ﹤0.01%
106,129
-1,623
-2% -$459
ACRS icon
3380
Aclaris Therapeutics
ACRS
$885M
$27K ﹤0.01%
25,216
-65,651
-72% -$93.1K
GEN
3381
DELISTED
Genesis Healthcare, Inc.
GEN
$24K ﹤0.01%
+21,733
New +$25.1K
KEG
3382
DELISTED
Key Energy Services, Inc. Common Stock
KEG
$24K ﹤0.01%
16,431
-11,893
-42% -$23.7K
CLDX icon
3383
Celldex Therapeutics
CLDX
$3.07B
$23K ﹤0.01%
+10,657
New +$24.7K
KDNY
3384
DELISTED
Chinook Therapeutics, Inc. Common Stock
KDNY
$22K ﹤0.01%
4,071
-5,714
-58% -$37.9K
ALSK
3385
DELISTED
Alaska Communications Systems
ALSK
$22K ﹤0.01%
+13,052
New +$23.2K
MN
3386
DELISTED
MANNING & NAPIER, INC.
MN
$21K ﹤0.01%
11,337
-13,258
-54% -$23.5K
TEUM
3387
DELISTED
Pareteum Corporation
TEUM
$20K ﹤0.01%
15,349
-179,284
-92% -$471K
GTE icon
3388
Gran Tierra Energy
GTE
$349M
$17K ﹤0.01%
1,367
-13,954
-91% -$204K
PHUN icon
3389
Phunware
PHUN
$42.8M
$16K ﹤0.01%
+222
New +$19.4K
XELA
3390
DELISTED
Exela Technologies, Inc. Common Stock
XELA
$12K ﹤0.01%
1
-1
-50% -$20.6K
PHIIK
3391
DELISTED
PHI, Inc. Non-Voting Common Stock
PHIIK
$5K ﹤0.01%
53,879
-3,876
-7% -$360
AIRG icon
3392
Airgain
AIRG
$67.6M
– –
-92,611
Closed -$1.31M
BALY icon
3393
Bally's
BALY
$476M
– –
-10,487
Closed -$312K
BBGI icon
3394
Beasley Broadcasting Group
BBGI
$36M
– –
-643
Closed -$41K
BIT icon
3395
BlackRock Multi-Sector Income Trust
BIT
$682M
– –
-88,730
Closed -$1.55M
BKN
3396
DELISTED
BlackRock Investment Quality Municipal Trust
BKN
– –
-28,538
Closed -$426K
BW icon
3397
Babcock & Wilcox
BW
$1.07B
– –
-54,544
Closed -$187K
NXH
3398
Neighborhood Intelligence Inc
NXH
$375M
– –
-34,617
Closed -$354K
CIVB icon
3399
Civista Bancshares
CIVB
$571M
– –
-10,089
Closed -$226K
CRNT icon
3400
Ceragon Networks
CRNT
$191M
– –
-103,026
Closed -$302K
134 135
136
137 138

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PSUF
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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 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.