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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
ROCC
2776
DELISTED
Ranger Oil Corporation Class A Common Stock
ROCC
$707K ﹤0.01%
23,042
+10,304
+81% +$384K
WOW
2777
DELISTED
WideOpenWest
WOW
$706K ﹤0.01%
97,188
-41,018
-30% -$334K
TSC
2778
DELISTED
TriState Capital Holdings, Inc.
TSC
$705K ﹤0.01%
33,054
+1,227
+4% +$26.9K
MNP
2779
DELISTED
Western Asset Municipal Partners Fund, Inc.
MNP
$705K ﹤0.01%
47,312
-744
-2% -$10.9K
IDT icon
2780
IDT Corp
IDT
$1.72B
$703K ﹤0.01%
74,225
+1,401
+2% +$10.3K
UBER icon
2781
Uber
UBER
$161B
$703K ﹤0.01%
+15,156
New +$643K
EWM icon
2782
iShares MSCI Malaysia ETF
EWM
$317M
$702K ﹤0.01%
23,609
-2,142
-8% -$62.8K
MUB icon
2783
iShares National Muni Bond ETF
MUB
$45.5B
$702K ﹤0.01%
6,204
-31,074
-83% -$3.48M
MYOK
2784
DELISTED
MyoKardia, Inc. Common Stock
MYOK
$701K ﹤0.01%
13,977
+3,801
+37% +$185K
AMPY icon
2785
Amplify Energy
AMPY
$197M
$699K ﹤0.01%
118,621
-40,622
-26% -$359K
QADA
2786
DELISTED
QAD Inc.
QADA
$699K ﹤0.01%
17,388
-4,053
-19% -$181K
QCRH icon
2787
QCR Holdings
QCRH
$1.65B
$697K ﹤0.01%
20,001
+12,405
+163% +$422K
KBAL
2788
DELISTED
Kimball International
KBAL
$687K ﹤0.01%
39,413
+3,366
+9% +$53.2K
MTW icon
2789
Manitowoc
MTW
$706M
$686K ﹤0.01%
38,518
+5,938
+18% +$98.5K
VTOL icon
2790
Bristow Group
VTOL
$1.3B
$686K ﹤0.01%
41,142
-10,533
-20% -$188K
IRWD icon
2791
Ironwood Pharmaceuticals
IRWD
$682M
$685K ﹤0.01%
62,608
+216
+0.3% +$2.42K
ITCL
2792
DELISTED
Banco Itau Chile American Depositary Shares (each representing one third of one (1/3) Common Share)
ITCL
$684K ﹤0.01%
54,700
-3,381
-6% -$42.3K
FSB
2793
DELISTED
Franklin Financial Network, Inc.
FSB
$684K ﹤0.01%
24,544
-532
-2% -$14.8K
MITK icon
2794
Mitek Systems
MITK
$851M
$682K ﹤0.01%
68,656
+58,165
+554% +$621K
MMI icon
2795
Marcus & Millichap
MMI
$1.23B
$680K ﹤0.01%
22,057
-43,349
-66% -$1.57M
FET icon
2796
Forum Energy Technologies
FET
$907M
$675K ﹤0.01%
9,870
-4,964
-33% -$473K
ITCI
2797
DELISTED
Intra-Cellular Therapies Inc.
ITCI
$673K ﹤0.01%
51,833
+7,223
+16% +$92.6K
VICR icon
2798
Vicor
VICR
$8.66B
$671K ﹤0.01%
21,617
-15,499
-42% -$498K
OMN
2799
DELISTED
OMNOVA Solutions Inc.
OMN
$671K ﹤0.01%
107,634
+5,225
+5% +$34.9K
AFT
2800
DELISTED
Apollo Senior Floating Rate Fund Inc.
AFT
$669K ﹤0.01%
44,716
+30,451
+213% +$457K
110 111
112
113 114

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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.