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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
WMK icon
2201
Weis Markets
WMK
$1.91B
$2.21M ﹤0.01%
57,880
-7,681
-12% -$292K
ANIP icon
2202
ANI Pharmaceuticals
ANIP
$1.85B
$2.21M ﹤0.01%
30,264
-1,793
-6% -$134K
JELD icon
2203
JELD-WEN Holding
JELD
$107M
$2.21M ﹤0.01%
114,326
+34,435
+43% +$666K
FISI icon
2204
Financial Institutions
FISI
$824M
$2.2M ﹤0.01%
72,783
+9,642
+15% +$283K
RUN icon
2205
Sunrun
RUN
$2.26B
$2.2M ﹤0.01%
131,522
-2,537
-2% -$44.3K
RAVN
2206
DELISTED
Raven Industries Inc
RAVN
$2.2M ﹤0.01%
65,617
+1,669
+3% +$56.1K
TDAY
2207
USA Today Co
TDAY
$1.3B
$2.19M ﹤0.01%
248,700
-15,854
-6% -$145K
WSFS icon
2208
WSFS Financial
WSFS
$4.16B
$2.19M ﹤0.01%
49,588
+1,437
+3% +$60.5K
RES icon
2209
RPC Inc
RES
$1.13B
$2.18M ﹤0.01%
388,962
-287,832
-43% -$1.71M
FARO
2210
DELISTED
Faro Technologies
FARO
$2.18M ﹤0.01%
45,042
-2,395
-5% -$121K
XPRO icon
2211
Expro Ltd
XPRO
$1.71B
$2.18M ﹤0.01%
76,380
-22,750
-23% -$694K
EGIO
2212
DELISTED
Edgio, Inc. Common Stock
EGIO
$2.18M ﹤0.01%
17,957
+3,153
+21% +$333K
TCMD icon
2213
Tactile Systems Technology
TCMD
$616M
$2.17M ﹤0.01%
51,354
+10,745
+26% +$555K
GSBC icon
2214
Great Southern Bancorp
GSBC
$883M
$2.17M ﹤0.01%
38,144
+577
+2% +$33.3K
AQUA
2215
DELISTED
Evoqua Water Technologies Corp. Common Stock
AQUA
$2.17M ﹤0.01%
127,631
+11,137
+10% +$167K
AGYS icon
2216
Agilysys
AGYS
$3.19B
$2.17M ﹤0.01%
84,713
+38,371
+83% +$976K
HEES
2217
DELISTED
H&E Equipment Services
HEES
$2.17M ﹤0.01%
75,064
-27,428
-27% -$742K
FBNC icon
2218
First Bancorp
FBNC
$2.63B
$2.15M ﹤0.01%
59,865
-1,588
-3% -$57K
AVX
2219
DELISTED
AVX Corporation
AVX
$2.14M ﹤0.01%
140,504
-134,074
-49% -$2.02M
ONCE
2220
DELISTED
Spark Therapeutics, Inc. Common Stock
ONCE
$2.13M ﹤0.01%
22,012
+222
+1% +$22.2K
SBSI icon
2221
Southside Bancshares
SBSI
$965M
$2.13M ﹤0.01%
62,468
+457
+0.7% +$15.2K
VBTX
2222
DELISTED
Veritex Holdings
VBTX
$2.13M ﹤0.01%
87,621
-2,161
-2% -$53.2K
VOOG icon
2223
Vanguard S&P 500 Growth ETF
VOOG
$24.9B
$2.12M ﹤0.01%
78,744
-56,604
-42% -$1.53M
PRK icon
2224
Park National Corp
PRK
$3.8B
$2.12M ﹤0.01%
22,354
+1,318
+6% +$124K
AZZ icon
2225
AZZ Inc
AZZ
$4.29B
$2.11M ﹤0.01%
48,480
+9,182
+23% +$401K
87 88
89
90 91

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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.