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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
CVLT icon
1951
Commault Systems
CVLT
$4.98B
$3.43M ﹤0.01%
76,635
-6,094
-7% -$279K
EVBG
1952
DELISTED
Everbridge, Inc. Common Stock
EVBG
$3.42M ﹤0.01%
55,402
-9,790
-15% -$830K
QLYS icon
1953
Qualys
QLYS
$4.76B
$3.41M ﹤0.01%
45,104
-2,155
-5% -$180K
CENX icon
1954
Century Aluminum
CENX
$4.22B
$3.4M ﹤0.01%
512,850
+184,953
+56% +$1.22M
GFF icon
1955
Griffon
GFF
$4.02B
$3.39M ﹤0.01%
161,567
+5,427
+3% +$96.9K
AXIA
1956
AXIA Energia
AXIA
$22.9B
$3.38M ﹤0.01%
445,815
+12,100
+3% +$98.9K
MCS icon
1957
Marcus Corp
MCS
$767M
$3.37M ﹤0.01%
91,056
+11,663
+15% +$402K
CAMP
1958
DELISTED
CalAmp Corp.
CAMP
$3.37M ﹤0.01%
12,708
+5,614
+79% +$1.38M
VET icon
1959
Vermilion Energy
VET
$1.66B
$3.37M ﹤0.01%
201,357
+23,099
+13% +$401K
CMRE icon
1960
Costamare
CMRE
$1.85B
$3.35M ﹤0.01%
551,580
+1,268
+0.2% +$7.31K
SPTN
1961
DELISTED
SpartanNash
SPTN
$3.35M ﹤0.01%
283,012
+79,264
+39% +$892K
NTB icon
1962
Bank of N.T. Butterfield & Son
NTB
$2.41B
$3.34M ﹤0.01%
112,655
-47,411
-30% -$1.44M
EPAY
1963
DELISTED
Bottomline Technologies Inc
EPAY
$3.34M ﹤0.01%
84,820
+3,034
+4% +$127K
CTBI icon
1964
Community Trust Bancorp
CTBI
$1.42B
$3.34M ﹤0.01%
78,373
+10,468
+15% +$430K
TR icon
1965
Tootsie Roll Industries
TR
$2.97B
$3.33M ﹤0.01%
110,333
-1,326
-1% -$40K
AGM icon
1966
Federal Agricultural Mortgage
AGM
$2.32B
$3.32M ﹤0.01%
40,709
+1,136
+3% +$89.2K
BKE icon
1967
Buckle
BKE
$2.32B
$3.31M ﹤0.01%
160,890
-284,380
-64% -$5.47M
RVNC
1968
DELISTED
Revance Therapeutics, Inc.
RVNC
$3.31M ﹤0.01%
254,808
+143,593
+129% +$1.76M
CLDT
1969
Chatham Lodging
CLDT
$632M
$3.3M ﹤0.01%
181,875
-59,036
-25% -$1.05M
RSX
1970
DELISTED
VanEck Russia ETF
RSX
$3.3M ﹤0.01%
144,725
– –
NVRI icon
1971
Enviri
NVRI
$624M
$3.29M ﹤0.01%
173,783
-72,058
-29% -$1.53M
XLY icon
1972
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.7B
$3.29M ﹤0.01%
54,518
-2,742
-5% -$165K
IMKTA icon
1973
Ingles Markets
IMKTA
$1.72B
$3.29M ﹤0.01%
84,522
-5,163
-6% -$183K
NTUS
1974
DELISTED
Natus Medical Inc
NTUS
$3.27M ﹤0.01%
102,823
+12,032
+13% +$351K
BTG icon
1975
B2Gold
BTG
$4.98B
$3.27M ﹤0.01%
1,012,247
+29,666
+3% +$99.9K
77 78
79
80 81

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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.