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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
SLP icon
2476
Simulations Plus
SLP
$371M
$1.32M ﹤0.01%
38,183
+28,658
+301% +$1.01M
REGI
2477
DELISTED
Renewable Energy Group, Inc.
REGI
$1.32M ﹤0.01%
88,286
-39,528
-31% -$545K
CYTK icon
2478
Cytokinetics
CYTK
$10.8B
$1.32M ﹤0.01%
116,353
+11,783
+11% +$148K
JOE icon
2479
St. Joe Company
JOE
$3.57B
$1.32M ﹤0.01%
77,298
+549
+0.7% +$9.74K
UPWK icon
2480
Upwork
UPWK
$1.21B
$1.32M ﹤0.01%
99,259
+64,165
+183% +$978K
CIVI
2481
DELISTED
Civitas Resources
CIVI
$1.32M ﹤0.01%
58,936
+15,592
+36% +$347K
CNXN icon
2482
PC Connection
CNXN
$2.1B
$1.32M ﹤0.01%
33,939
-805
-2% -$28.6K
XRN
2483
Chiron Real Estate Inc
XRN
$541M
$1.32M ﹤0.01%
23,119
+1,766
+8% +$95.2K
CTWS
2484
DELISTED
Connecticut Water Service Inc
CTWS
$1.32M ﹤0.01%
18,807
+506
+3% +$35.4K
CASH icon
2485
Pathward Financial
CASH
$1.87B
$1.32M ﹤0.01%
40,377
+7,890
+24% +$238K
MOBL
2486
DELISTED
MobileIron, Inc.
MOBL
$1.31M ﹤0.01%
200,612
+143,455
+251% +$978K
LMAT icon
2487
LeMaitre Vascular
LMAT
$2.34B
$1.31M ﹤0.01%
38,286
+9,278
+32% +$296K
LBAI
2488
DELISTED
Lakeland Bancorp Inc
LBAI
$1.31M ﹤0.01%
84,704
-10,480
-11% -$163K
SHOE
2489
Shoe Station Group
SHOE
$431M
$1.29M ﹤0.01%
79,666
-24,432
-23% -$340K
UFI icon
2490
UNIFI
UFI
$121M
$1.29M ﹤0.01%
58,878
+13,263
+29% +$261K
WK icon
2491
Workiva
WK
$3.28B
$1.29M ﹤0.01%
29,346
-34,963
-54% -$1.84M
VVX icon
2492
V2X
VVX
$2.82B
$1.28M ﹤0.01%
31,563
-2,624
-8% -$108K
SDY icon
2493
State Street SPDR S&P Dividend ETF
SDY
$22.3B
$1.28M ﹤0.01%
12,484
-538
-4% -$54.2K
BATRK icon
2494
Atlanta Braves Holdings Series B
BATRK
$3.27B
$1.27M ﹤0.01%
45,847
+11,367
+33% +$321K
RARX
2495
DELISTED
Ra Pharmaceuticals, Inc. Common Stock
RARX
$1.27M ﹤0.01%
53,773
-2,846
-5% -$84.3K
SCHD icon
2496
Schwab US Dividend Equity ETF
SCHD
$104B
$1.27M ﹤0.01%
69,600
-177
-0.3% -$3.17K
CCRN
2497
DELISTED
Cross Country Healthcare
CCRN
$1.27M ﹤0.01%
123,311
+2,790
+2% +$27.4K
NOAH
2498
Noah Holdings
NOAH
$594M
$1.27M ﹤0.01%
43,391
-9,066
-17% -$289K
MOV icon
2499
Movado Group
MOV
$846M
$1.27M ﹤0.01%
50,936
+2,300
+5% +$57.1K
IJS icon
2500
iShares S&P Small-Cap 600 Value ETF
IJS
$8.2B
$1.26M ﹤0.01%
16,832
-170
-1% -$12.5K
98 99
100
101 102

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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.