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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
LAZ icon
3426
Lazard
LAZ
$4.25B
– –
-6,080
Closed -$209K
LOVE
3427
LoveSac
LOVE
$234M
– –
-27,385
Closed -$851K
LXFR icon
3428
Luxfer Holdings
LXFR
$459M
– –
-17,615
Closed -$432K
MCFT icon
3429
MasterCraft Boat Holdings
MCFT
$579M
– –
-12,616
Closed -$247K
MFM
3430
Aberdeen Municipal Income Fund
MFM
$221M
– –
-49,413
Closed -$345K
MHI
3431
DELISTED
Pioneer Municipal High Income Fund
MHI
– –
-36,951
Closed -$451K
KG
3432
Kestrel Group
KG
$59.2M
– –
-1,882
Closed -$24K
NGS icon
3433
Natural Gas Services Group
NGS
$447M
– –
-11,718
Closed -$193K
NHTC icon
3434
Natural Health Trends
NHTC
$13.7M
– –
-11,662
Closed -$94K
NOBL icon
3435
ProShares S&P 500 Dividend Aristocrats ETF
NOBL
$11.9B
– –
-7,530
Closed -$261K
NODK icon
3436
NI Holdings
NODK
$310M
– –
-13,929
Closed -$245K
NVAX icon
3437
Novavax
NVAX
$1.53B
– –
-12,825
Closed -$75K
NVEC icon
3438
NVE Corp
NVEC
$488M
– –
-5,047
Closed -$351K
OEF icon
3439
CALL
iShares S&P 100 ETF
OEF
$20.5B
– –
-4,500
Closed -$2.61M
PD icon
3440
PagerDuty
PD
$1.07B
– –
-5,677
Closed -$267K
QTRX icon
3441
Quanterix
QTRX
$125M
– –
-6,261
Closed -$212K
QUAL icon
3442
iShares MSCI USA Quality Factor ETF
QUAL
$47.8B
– –
-2,992
Closed -$274K
QURE icon
3443
uniQure
QURE
$3.38B
– –
-4,835
Closed -$378K
RAIL icon
3444
FreightCar America
RAIL
$235M
– –
-11,728
Closed -$69K
RFL icon
3445
Rafael Holdings
RFL
$133M
– –
-8,963
Closed -$254K
SCZ icon
3446
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.3B
– –
-6,822
Closed -$392K
SENS icon
3447
Senseonics Holdings Inc
SENS
$493M
– –
-7,264
Closed -$296K
TLPH icon
3448
Talphera
TLPH
$62.3M
– –
-508
Closed -$26K
TMDX icon
3449
Transmedics
TMDX
$3.07B
– –
-11,234
Closed -$326K
TPB icon
3450
Turning Point Brands
TPB
$1.68B
– –
-6,997
Closed -$343K
136 137
138
139 140

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AF
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MCM
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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.