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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
COHU icon
2876
Cohu
COHU
$2B
$518K ﹤0.01%
38,359
-46,426
-55% -$644K
HCKT icon
2877
Hackett Group
HCKT
$270M
$517K ﹤0.01%
31,408
+1,618
+5% +$26.6K
MAXR
2878
DELISTED
Maxar Technologies Inc. Common Stock
MAXR
$517K ﹤0.01%
67,994
-2,509
-4% -$19.9K
NETI
2879
DELISTED
Eneti Inc.
NETI
$515K ﹤0.01%
9,111
+1,522
+20% +$85.4K
ACLS icon
2880
Axcelis
ACLS
$3.62B
$514K ﹤0.01%
30,081
+13,610
+83% +$218K
LFVN icon
2881
LifeVantage
LFVN
$80M
$514K ﹤0.01%
37,508
+7,224
+24% +$88.1K
NVEE
2882
DELISTED
NV5 Global
NVEE
$514K ﹤0.01%
30,120
+1,540
+5% +$28K
IWP icon
2883
iShares Russell Mid-Cap Growth ETF
IWP
$19.7B
$510K ﹤0.01%
7,222
-4,890
-40% -$351K
ACOR
2884
DELISTED
Acorda Therapeutics
ACOR
$504K ﹤0.01%
1,465
+449
+44% +$244K
ATEX icon
2885
Anterix
ATEX
$1.8B
$502K ﹤0.01%
13,875
+252
+2% +$10.6K
CZNC icon
2886
Citizens & Northern Corp
CZNC
$452M
$501K ﹤0.01%
19,051
-1,155
-6% -$28.9K
FLIC
2887
DELISTED
First of Long Island Corp
FLIC
$500K ﹤0.01%
21,984
+2,918
+15% +$64.2K
RYZ
2888
Ryerson Holding Corp
RYZ
$1.61B
$500K ﹤0.01%
58,658
+857
+1% +$6.74K
CERS icon
2889
Cerus
CERS
$591M
$498K ﹤0.01%
96,551
+12,235
+15% +$65.6K
QTTB icon
2890
Q32 Bio
QTTB
$463M
$495K ﹤0.01%
1,521
+587
+63% +$200K
EVRI
2891
DELISTED
Everi Holdings
EVRI
$493K ﹤0.01%
58,220
-93,304
-62% -$955K
PLMR icon
2892
Palomar
PLMR
$3.83B
$493K ﹤0.01%
+12,506
New +$390K
RFP
2893
DELISTED
Resolute Forest Products Inc.
RFP
$493K ﹤0.01%
104,905
+1,525
+1% +$8.31K
LE icon
2894
Lands' End
LE
$392M
$492K ﹤0.01%
43,409
+1,351
+3% +$14.3K
TCRR
2895
DELISTED
TCR2 Therapeutics Inc. Common Stock
TCRR
$492K ﹤0.01%
32,720
-2,324
-7% -$36.2K
FPI
2896
Farmland Partners
FPI
$420M
$487K ﹤0.01%
72,851
-12,887
-15% -$82.8K
AMR icon
2897
Alpha Metallurgical Resources
AMR
$1.86B
$486K ﹤0.01%
17,395
+12,232
+237% +$425K
DF
2898
DELISTED
Dean Foods Company
DF
$486K ﹤0.01%
418,695
-185,196
-31% -$220K
DOMO icon
2899
Domo
DOMO
$167M
$483K ﹤0.01%
30,218
-187
-0.6% -$4.51K
BNED icon
2900
Barnes & Noble Education
BNED
$440M
$482K ﹤0.01%
1,544
-729
-32% -$255K
114 115
116
117 118

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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.