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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
ASRT
2626
DELISTED
Assertio
ASRT
$1.01M ﹤0.01%
4,858
-1,643
-25% -$391K
GLUU
2627
DELISTED
Glu Mobile Inc.
GLUU
$998K ﹤0.01%
138,968
-84,336
-38% -$775K
APPF icon
2628
AppFolio
APPF
$8.3B
$997K ﹤0.01%
9,747
-4,756
-33% -$449K
VIA
2629
DELISTED
Via Renewables, Inc. Class A Common Stock
VIA
$996K ﹤0.01%
17,794
+7,431
+72% +$371K
AGYS icon
2630
Agilysys
AGYS
$3.32B
$995K ﹤0.01%
46,342
-21,141
-31% -$439K
ECVT icon
2631
Ecovyst
ECVT
$1.11B
$995K ﹤0.01%
62,803
+9,365
+18% +$147K
EPRT icon
2632
Essential Properties Realty Trust
EPRT
$6.57B
$993K ﹤0.01%
49,560
+36,867
+290% +$752K
HAYN
2633
DELISTED
Haynes International, Inc.
HAYN
$993K ﹤0.01%
31,232
+7,009
+29% +$226K
UBNK
2634
DELISTED
United Financial Bancorp, Inc.
UBNK
$993K ﹤0.01%
70,060
-32,127
-31% -$440K
SOHU
2635
Sohu.com
SOHU
$368M
$990K ﹤0.01%
70,699
+13,396
+23% +$212K
KOD icon
2636
Kodiak Sciences
KOD
$2.37B
$989K ﹤0.01%
84,524
+6,917
+9% +$61.5K
NRC icon
2637
NRC Health Common Stock
NRC
$483M
$989K ﹤0.01%
17,169
+3,910
+29% +$181K
SNDS
2638
DELISTED
SUSTAINABLE NORTH AMERICAN OIL SANDS ETF
SNDS
$988K ﹤0.01%
55,134
-10,000
-15% -$179K
SGMO
2639
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
$987K ﹤0.01%
91,682
+6,867
+8% +$73K
FLY
2640
DELISTED
Fly Leasing Limited
FLY
$984K ﹤0.01%
56,516
-1,985
-3% -$31K
CYRX icon
2641
CryoPort
CYRX
$815M
$982K ﹤0.01%
+53,590
New +$850K
FNKO icon
2642
Funko
FNKO
$398M
$979K ﹤0.01%
40,434
+6,491
+19% +$138K
IWS icon
2643
iShares Russell Mid-Cap Value ETF
IWS
$15.8B
$979K ﹤0.01%
10,984
+744
+7% +$65.3K
CNBKA
2644
DELISTED
Century Bancorp Inc/Mass
CNBKA
$979K ﹤0.01%
11,135
+705
+7% +$61.7K
THR
2645
DELISTED
Thermon Group Holdings
THR
$978K ﹤0.01%
38,112
-3,132
-8% -$78.1K
KNM
2646
DELISTED
KONAMI CORPORATION ADS (1 SH COM STK)
KNM
$978K ﹤0.01%
21,050
-466
-2% -$21.7K
FF icon
2647
Future Fuel
FF
$234M
$972K ﹤0.01%
83,153
-22,705
-21% -$282K
TALO icon
2648
Talos Energy
TALO
$2.78B
$972K ﹤0.01%
40,433
+22,945
+131% +$600K
AKBA icon
2649
Akebia Therapeutics
AKBA
$243M
$966K ﹤0.01%
199,516
+64,835
+48% +$369K
BATRK icon
2650
Atlanta Braves Holdings Series B
BATRK
$3.24B
$964K ﹤0.01%
34,480
+5,482
+19% +$150K
104 105
106
107 108

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MCM
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PSUF
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BAM
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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.