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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
+4.03%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$121B
AUM Growth
+$5.36B
Cap. Flow
+$1.6B
Cap. Flow %
1.32%
Top 10 Hldgs %
15.87%
Holding
4,088
New
164
Increased
2,088
Reduced
1,678
Closed
134

Top Buys

Rank Stock Value
1
IWF icon
iShares Russell 1000 Growth ETF
IWF
+$121M
2
DOW icon
Dow Inc
DOW
+$103M
3
MSFT icon
Microsoft
MSFT
+$75M
4
ACN icon
Accenture
ACN
+$58.5M
5
AMZN icon
Amazon
AMZN
+$53.4M

Top Sells

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$257M
2
DD icon
DuPont de Nemours
DD
+$113M
3
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$74M
4
MMM icon
3M
MMM
+$56.4M
5
OXY icon
Occidental Petroleum
OXY
+$51.4M

Sector Composition

Rank Sector Weight
1 Technology 15.29%
2 Financials 14.37%
3 Miscellaneous 13.77%
4 Healthcare 11.88%
5 Consumer Discretionary 8.84%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
PLOW icon
2476
Douglas Dynamics
PLOW
$965M
$1.42M ﹤0.01%
35,602
-1,469
-4% -$55.9K
ONIT
2477
Onity Group
ONIT
$296M
$1.41M ﹤0.01%
45,517
-940
-2% -$25.1K
WTTR icon
2478
Select Water Solutions
WTTR
$2.49B
$1.41M ﹤0.01%
121,583
+13,919
+13% +$162K
TLRD
2479
DELISTED
Tailored Brands, Inc.
TLRD
$1.41M ﹤0.01%
244,687
+67,044
+38% +$465K
BRW
2480
Saba Capital Income & Opportunities Fund
BRW
$332M
$1.41M ﹤0.01%
147,803
+117,032
+380% +$1.12M
HSTM icon
2481
HealthStream
HSTM
$859M
$1.4M ﹤0.01%
54,303
+774
+1% +$20.3K
SWI
2482
DELISTED
SolarWinds Corporation Common Stock
SWI
$1.4M ﹤0.01%
72,563
+16,729
+30% +$329K
IVC
2483
DELISTED
Invacare Corporation
IVC
$1.4M ﹤0.01%
270,303
-18,290
-6% -$119K
NWLI
2484
DELISTED
National Western Life Group, Inc. Class A
NWLI
$1.4M ﹤0.01%
5,451
+1,724
+46% +$459K
GHL
2485
DELISTED
Greenhill & Co., Inc.
GHL
$1.4M ﹤0.01%
102,765
-67,134
-40% -$1.23M
SRDX
2486
DELISTED
Surmodics
SRDX
$1.39M ﹤0.01%
32,224
+960
+3% +$40.5K
MODV
2487
DELISTED
ModivCare
MODV
$1.39M ﹤0.01%
24,213
-3,290
-12% -$213K
MYE icon
2488
Myers Industries
MYE
$1.23B
$1.39M ﹤0.01%
71,964
-4,378
-6% -$78.8K
VVX icon
2489
V2X
VVX
$2.44B
$1.39M ﹤0.01%
34,187
+775
+2% +$28.4K
MIME
2490
DELISTED
Mimecast Limited
MIME
$1.39M ﹤0.01%
29,668
-9,252
-24% -$440K
MNTA
2491
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
$1.39M ﹤0.01%
111,220
-23,126
-17% -$307K
AT
2492
DELISTED
Atlantic Power Corporation
AT
$1.38M ﹤0.01%
571,707
+3,662
+0.6% +$8.73K
SBI
2493
Western Asset Intermediate Muni Fund
SBI
$108M
$1.38M ﹤0.01%
154,567
-4,375
-3% -$38.7K
XLK icon
2494
State Street Technology Select Sector SPDR ETF
XLK
$121B
$1.38M ﹤0.01%
35,314
+538
+2% +$20.5K
YZC
2495
DELISTED
Yanzhou Coal Mining
YZC
$1.37M ﹤0.01%
148,889
-296
-0.2% -$2.73K
EDIT icon
2496
Editas Medicine
EDIT
$485M
$1.37M ﹤0.01%
55,291
-21,677
-28% -$517K
PCSB
2497
DELISTED
PCSB Financial Corporation
PCSB
$1.37M ﹤0.01%
67,567
+26,923
+66% +$522K
SNEX icon
2498
StoneX
SNEX
$8.28B
$1.36M ﹤0.01%
174,590
-49,891
-22% -$372K
QUAD icon
2499
Quad
QUAD
$519M
$1.36M ﹤0.01%
171,426
-3,344
-2% -$35K
BCX icon
2500
BlackRock Resources & Commodities Strategy Trust
BCX
$992M
$1.35M ﹤0.01%
165,585
+64,318
+64% +$510K
98 99
100
101 102

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Parametric Portfolio Associates's Q2 2019 Portfolio in Review

As of Q2 2019, Parametric Portfolio Associates held 4,088 positions worth $121B, up 4.6% from $116B the previous quarter. Its ten largest holdings account for 16% of the portfolio.

Parametric Portfolio Associates's Q2 2019 filing shows 164 new, 2,088 increased, 1,678 reduced and 134 closed positions. Its largest new stake was Dow Inc: 1,951,242 shares worth $96.2M. The largest sale was iShares Core S&P 500 ETF, an estimated $257M.

By sector, the portfolio is most concentrated in Technology at 15% of assets, up from 15% a quarter earlier, followed by Financials and Miscellaneous.

  • Parametric Portfolio Associates's largest Q2 2019 buy was Dow Inc: 1,951,242 shares worth $96.2M.
  • Parametric Portfolio Associates added most to iShares Russell 1000 Growth ETF in Q2 2019, an estimated $121M increase.
  • Parametric Portfolio Associates's biggest Q2 2019 reduction was iShares Core S&P 500 ETF, cutting an estimated $257M.
  • Parametric Portfolio Associates fully exited iShares iBoxx $ High Yield Corporate Bond ETF in Q2 2019, selling an estimated $36.1M.
  • Parametric Portfolio Associates's ten largest holdings make up 16% of its $121B portfolio in Q2 2019.
  • Parametric Portfolio Associates opened 164 new positions and closed 134 in Q2 2019.
  • Parametric Portfolio Associates's portfolio value rose 4.6% quarter-over-quarter to $121B.

Based on Parametric Portfolio Associates's 13F filing for Q2 2019, filed 13 Aug 2019.