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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
FOE
2551
DELISTED
Ferro Corporation
FOE
$1.14M ﹤0.01%
96,006
-19,094
-17% -$242K
NE
2552
DELISTED
Noble Corporation
NE
$1.14M ﹤0.01%
896,654
-431,254
-32% -$737K
FF icon
2553
Future Fuel
FF
$202M
$1.13M ﹤0.01%
95,001
+11,848
+14% +$135K
MERC icon
2554
Mercer International
MERC
$45.6M
$1.13M ﹤0.01%
90,418
-29,189
-24% -$369K
MC icon
2555
Moelis & Co
MC
$5.1B
$1.13M ﹤0.01%
34,324
-119,407
-78% -$4.05M
PETS icon
2556
PetMed Express
PETS
$43M
$1.13M ﹤0.01%
62,546
+14,449
+30% +$239K
ATCO
2557
DELISTED
Atlas Corp.
ATCO
$1.13M ﹤0.01%
105,903
-15,195
-13% -$158K
PNNT
2558
Pennant Park Investment Corp
PNNT
$221M
$1.12M ﹤0.01%
178,549
– –
QADA
2559
DELISTED
QAD Inc.
QADA
$1.12M ﹤0.01%
24,205
+6,817
+39% +$284K
CEVA icon
2560
CEVA Inc
CEVA
$883M
$1.11M ﹤0.01%
37,289
+2,779
+8% +$81K
MIME
2561
DELISTED
Mimecast Limited
MIME
$1.11M ﹤0.01%
31,191
+1,523
+5% +$66.2K
SUBC
2562
DELISTED
SUBSEA 7 S A SPONSORED ADR
SUBC
$1.11M ﹤0.01%
107,254
-4,096
-4% -$42.3K
PCSB
2563
DELISTED
PCSB Financial Corporation
PCSB
$1.11M ﹤0.01%
55,365
-12,202
-18% -$242K
LOMA
2564
Loma Negra
LOMA
$1.34B
$1.1M ﹤0.01%
190,803
+110,578
+138% +$929K
SUZ icon
2565
Suzano
SUZ
$10.4B
$1.09M ﹤0.01%
135,313
+38,805
+40% +$307K
DPLO
2566
DELISTED
DIPLOMAT PHARMACY, INC.
DPLO
$1.09M ﹤0.01%
222,420
+35,428
+19% +$198K
TBPH icon
2567
Theravance Biopharma
TBPH
$875M
$1.08M ﹤0.01%
55,573
+37,022
+200% +$748K
SHEN icon
2568
Shenandoah Telecom
SHEN
$655M
$1.08M ﹤0.01%
34,004
-22,256
-40% -$780K
HTT
2569
High Templar Tech Ltd
HTT
$377M
$1.08M ﹤0.01%
156,393
+2,949
+2% +$23.7K
VTV icon
2570
Vanguard Value ETF
VTV
$190B
$1.08M ﹤0.01%
9,658
+6,897
+250% +$763K
NSSC icon
2571
Napco Security Technologies
NSSC
$1.33B
$1.08M ﹤0.01%
84,356
-26,160
-24% -$369K
AXDX
2572
DELISTED
Accelerate Diagnostics
AXDX
$1.07M ﹤0.01%
5,787
-468
-7% -$90.5K
CMCO icon
2573
Columbus McKinnon
CMCO
$467M
$1.07M ﹤0.01%
29,518
+3,472
+13% +$129K
DSGX icon
2574
Descartes Systems
DSGX
$6.48B
$1.07M ﹤0.01%
26,675
+917
+4% +$33.9K
CSV icon
2575
Carriage Services
CSV
$648M
$1.07M ﹤0.01%
52,402
+18,042
+53% +$374K
101 102
103
104 105

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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.