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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
AXNX
2501
DELISTED
Axonics, Inc. Common Stock
AXNX
$1.35M ﹤0.01%
+32,992
New +$928K
THFF icon
2502
First Financial Corp
THFF
$942M
$1.35M ﹤0.01%
33,633
-8,000
-19% -$322K
JCAP
2503
DELISTED
Jernigan Capital, Inc.
JCAP
$1.35M ﹤0.01%
65,706
+12,204
+23% +$257K
AEGN
2504
DELISTED
Aegion Corp
AEGN
$1.34M ﹤0.01%
73,083
-11,582
-14% -$197K
SUBC
2505
DELISTED
SUBSEA 7 S A SPONSORED ADR
SUBC
$1.34M ﹤0.01%
111,350
+3,826
+4% +$46.1K
DHT icon
2506
DHT Holdings
DHT
$3.17B
$1.34M ﹤0.01%
226,505
+71,501
+46% +$389K
HOLI
2507
DELISTED
Hollsys Automation Technologies INTERNATIONAL, LTD. COMMON (British Virgin Island)
HOLI
$1.33M ﹤0.01%
69,946
+42,283
+153% +$820K
JOE icon
2508
St. Joe Company
JOE
$3.83B
$1.33M ﹤0.01%
76,749
+26,284
+52% +$441K
AHT
2509
Ashford Hospitality Trust
AHT
$21M
$1.32M ﹤0.01%
452
-37
-8% -$173K
ZG icon
2510
Zillow
ZG
$8.23B
$1.32M ﹤0.01%
28,933
-255
-0.9% -$10K
GSHD icon
2511
Goosehead Insurance
GSHD
$1.7B
$1.32M ﹤0.01%
+27,668
New +$964K
SDY icon
2512
State Street SPDR S&P Dividend ETF
SDY
$22B
$1.31M ﹤0.01%
13,022
+25
+0.2% +$2.5K
MOV icon
2513
Movado Group
MOV
$769M
$1.31M ﹤0.01%
48,636
-31,111
-39% -$978K
SEB icon
2514
Seaboard Corp
SEB
$3.75B
$1.31M ﹤0.01%
317
-7
-2% -$30K
AIRG icon
2515
Airgain
AIRG
$67.6M
$1.31M ﹤0.01%
92,611
+7,611
+9% +$110K
WW
2516
DELISTED
WW International
WW
$1.31M ﹤0.01%
+68,541
New +$1.36M
COHU icon
2517
Cohu
COHU
$2.27B
$1.31M ﹤0.01%
84,785
+25,625
+43% +$398K
BJ icon
2518
BJs Wholesale Club
BJ
$11.4B
$1.31M ﹤0.01%
49,451
+5,850
+13% +$156K
KRNT icon
2519
Kornit Digital
KRNT
$718M
$1.3M ﹤0.01%
+41,091
New +$1.13M
TG icon
2520
Tredegar Corp
TG
$272M
$1.3M ﹤0.01%
78,296
+2,041
+3% +$34.5K
BHR
2521
Braemar Hotels & Resorts
BHR
$139M
$1.3M ﹤0.01%
132,659
-39,981
-23% -$475K
DCOM icon
2522
Dime Commercial Bancshares
DCOM
$1.79B
$1.3M ﹤0.01%
44,121
+16,818
+62% +$499K
RRR icon
2523
Red Rock Resorts
RRR
$3.37B
$1.3M ﹤0.01%
60,478
-20,264
-25% -$492K
ADVM
2524
DELISTED
Adverum Biotechnologies
ADVM
$1.29M ﹤0.01%
10,895
+9,807
+901% +$811K
PAGP icon
2525
Plains GP Holdings
PAGP
$5.54B
$1.29M ﹤0.01%
51,539
+17,313
+51% +$418K
99 100
101
102 103

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MCM
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PSUF
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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.