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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
MCRI icon
2551
Monarch Casino & Resort
MCRI
$2.2B
$1.23M ﹤0.01%
28,842
+838
+3% +$36.7K
HUD
2552
DELISTED
Hudson Ltd. Class A Common Shares
HUD
$1.23M ﹤0.01%
89,184
-2,159
-2% -$31.6K
PLYA
2553
DELISTED
Playa Hotels & Resorts
PLYA
$1.23M ﹤0.01%
158,964
+38,871
+32% +$312K
KRYS icon
2554
Krystal Biotech
KRYS
$10.4B
$1.22M ﹤0.01%
+30,334
New +$992K
IVW icon
2555
iShares S&P 500 Growth ETF
IVW
$76.8B
$1.22M ﹤0.01%
27,216
+2,216
+9% +$97.5K
MWA icon
2556
Mueller Water Products
MWA
$3.81B
$1.22M ﹤0.01%
124,029
+4,029
+3% +$40.2K
NNBR icon
2557
NN Inc
NNBR
$280M
$1.22M ﹤0.01%
124,754
+2,214
+2% +$19.2K
GSAH.U
2558
DELISTED
GS Acquisition Holdings Corp. Units, each consisting of one share of Class A common stock and one-th
GSAH.U
$1.22M ﹤0.01%
115,986
+18,000
+18% +$190K
TRHC
2559
DELISTED
Tabula Rasa HealthCare, Inc. Common Stock
TRHC
$1.22M ﹤0.01%
24,364
+4,304
+21% +$214K
CNXN icon
2560
PC Connection
CNXN
$2.01B
$1.22M ﹤0.01%
34,744
+689
+2% +$24.1K
SBCF icon
2561
Seacoast Banking Corp of Florida
SBCF
$3.33B
$1.21M ﹤0.01%
47,716
-23,557
-33% -$612K
SFBS
2562
ServisFirst Bancshares
SFBS
$4.72B
$1.21M ﹤0.01%
70,896
+9,908
+16% +$165K
ARLO icon
2563
Arlo Technologies
ARLO
$1.39B
$1.21M ﹤0.01%
301,126
-116,112
-28% -$456K
KRNY icon
2564
Kearny Financial
KRNY
$638M
$1.21M ﹤0.01%
90,781
-6,885
-7% -$92.6K
OSUR icon
2565
OraSure Technologies
OSUR
$248M
$1.2M ﹤0.01%
129,019
+57,658
+81% +$531K
WT icon
2566
WisdomTree
WT
$3.7B
$1.2M ﹤0.01%
193,730
-44,179
-19% -$300K
ATCO
2567
DELISTED
Atlas Corp.
ATCO
$1.19M ﹤0.01%
121,098
-42,089
-26% -$405K
CSTM icon
2568
Constellium
CSTM
$3.66B
$1.18M ﹤0.01%
117,277
+25,808
+28% +$239K
CYTK icon
2569
Cytokinetics
CYTK
$10B
$1.18M ﹤0.01%
104,570
+25,783
+33% +$249K
SYBT icon
2570
Stock Yards Bancorp
SYBT
$2.48B
$1.17M ﹤0.01%
32,481
+75
+0.2% +$2.6K
INSP icon
2571
Inspire Medical Systems
INSP
$1.78B
$1.17M ﹤0.01%
19,310
-1,371
-7% -$73.9K
PSMT icon
2572
Pricesmart
PSMT
$5.23B
$1.17M ﹤0.01%
22,855
-5,669
-20% -$316K
CEA
2573
DELISTED
China Eastern Airlines
CEA
$1.17M ﹤0.01%
+39,665
New +$1.27M
ENDP
2574
DELISTED
Endo International plc
ENDP
$1.17M ﹤0.01%
282,959
-150,036
-35% -$947K
PRMW
2575
DELISTED
Primo Water Corporation
PRMW
$1.17M ﹤0.01%
87,294
+11,594
+15% +$163K
101 102
103
104 105

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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.