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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
PCMI
2601
DELISTED
PCM, Inc
PCMI
$1.09M ﹤0.01%
31,220
+1,648
+6% +$48.6K
CMCO icon
2602
Columbus McKinnon
CMCO
$520M
$1.09M ﹤0.01%
26,046
-569
-2% -$21.6K
TPGH.U
2603
DELISTED
TPG Pace Holdings Corp. Units, each consisting of one Class A ordinary share, $.0001 par value, and
TPGH.U
$1.09M ﹤0.01%
100,674
+9,558
+10% +$103K
EIDX
2604
DELISTED
Eidos Therapeutics, Inc. Common Stock
EIDX
$1.09M ﹤0.01%
+35,058
New +$950K
NBH
2605
Neuberger Municipal Fund Inc
NBH
$304M
$1.08M ﹤0.01%
74,396
-48,002
-39% -$694K
SCTL
2606
DELISTED
Societal CDMO, Inc. Common Stock
SCTL
$1.08M ﹤0.01%
118,784
+20,676
+21% +$165K
VRTV
2607
DELISTED
VERITIV CORPORATION
VRTV
$1.08M ﹤0.01%
55,599
-14,013
-20% -$323K
HRTX icon
2608
Heron Therapeutics
HRTX
$62M
$1.08M ﹤0.01%
57,874
+17,186
+42% +$343K
INSW icon
2609
International Seaways
INSW
$4.89B
$1.07M ﹤0.01%
56,562
-24,639
-30% -$456K
DNR
2610
DELISTED
Denbury Resources, Inc.
DNR
$1.06M ﹤0.01%
853,121
-655,956
-43% -$1.19M
LPG icon
2611
Dorian LPG
LPG
$2.13B
$1.06M ﹤0.01%
117,051
-26,621
-19% -$212K
EEMS icon
2612
iShares MSCI Emerging Markets Small-Cap ETF
EEMS
$383M
$1.05M ﹤0.01%
23,749
-1,014
-4% -$44.8K
NPK icon
2613
National Presto Industries
NPK
$1.09B
$1.05M ﹤0.01%
11,232
-2,551
-19% -$260K
IBCP icon
2614
Independent Bank Corp
IBCP
$818M
$1.04M ﹤0.01%
47,736
-791
-2% -$17.1K
RM icon
2615
Regional Management Corp
RM
$300M
$1.04M ﹤0.01%
39,387
+347
+0.9% +$8.64K
CLAR icon
2616
Clarus
CLAR
$145M
$1.04M ﹤0.01%
72,210
+12,278
+20% +$164K
COOP
2617
DELISTED
Mr. Cooper
COOP
$1.04M ﹤0.01%
129,557
+69,081
+114% +$582K
OSPN icon
2618
OneSpan
OSPN
$610M
$1.03M ﹤0.01%
72,810
+11,755
+19% +$187K
WHG icon
2619
Westwood Holdings Group
WHG
$189M
$1.03M ﹤0.01%
29,260
-8,024
-22% -$257K
CTRL
2620
DELISTED
Control4 Corporation
CTRL
$1.02M ﹤0.01%
42,934
+5,111
+14% +$107K
MTUS icon
2621
Metallus
MTUS
$811M
$1.02M ﹤0.01%
125,225
-14,528
-10% -$132K
BKT icon
2622
BlackRock Income Trust
BKT
$336M
$1.02M ﹤0.01%
56,008
-4,431
-7% -$79.3K
TRUE
2623
DELISTED
TrueCar
TRUE
$1.02M ﹤0.01%
186,220
+84,372
+83% +$517K
SRI icon
2624
Stoneridge
SRI
$205M
$1.01M ﹤0.01%
32,007
-37,000
-54% -$1.09M
LOCO icon
2625
El Pollo Loco
LOCO
$466M
$1.01M ﹤0.01%
94,537
-8,123
-8% -$94.3K
103 104
105
106 107

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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 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.