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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
ALBO
2801
DELISTED
Albireo Pharma Inc
ALBO
$667K ﹤0.01%
20,688
-2,505
-11% -$83.8K
CTRN icon
2802
Citi Trends
CTRN
$560M
$665K ﹤0.01%
45,459
+11,011
+32% +$188K
ATRO icon
2803
Astronics
ATRO
$3.26B
$664K ﹤0.01%
19,807
-3,103
-14% -$97.5K
MGI
2804
DELISTED
MoneyGram International, Inc. New
MGI
$664K ﹤0.01%
268,698
-311,776
-54% -$698K
TUSK icon
2805
Mammoth Energy Services
TUSK
$149M
$661K ﹤0.01%
96,125
+79,266
+470% +$1.01M
PRTK
2806
DELISTED
Paratek Pharmaceuticals, Inc.
PRTK
$660K ﹤0.01%
165,448
+94,096
+132% +$447K
TACO
2807
DELISTED
Del Taco Restaurants, Inc. Common Stock
TACO
$660K ﹤0.01%
51,454
+14,539
+39% +$159K
RMT
2808
Royce Micro-Cap Trust
RMT
$758M
$659K ﹤0.01%
80,168
+20,735
+35% +$171K
STRL icon
2809
Sterling Infrastructure
STRL
$14.4B
$659K ﹤0.01%
49,142
+16,458
+50% +$212K
FBM
2810
DELISTED
Foundation Building Materials, Inc. Common Stock
FBM
$656K ﹤0.01%
36,869
+25,120
+214% +$361K
BLW icon
2811
BlackRock Limited Duration Income Trust
BLW
$498M
$653K ﹤0.01%
43,542
+17,672
+68% +$262K
CSV icon
2812
Carriage Services
CSV
$541M
$653K ﹤0.01%
34,360
-3,491
-9% -$66.6K
PGEN icon
2813
Precigen
PGEN
$2.49B
$653K ﹤0.01%
85,275
+27,002
+46% +$145K
MPAA icon
2814
Motorcar Parts of America
MPAA
$218M
$652K ﹤0.01%
30,470
-85
-0.3% -$1.65K
VPG icon
2815
Vishay Precision Group
VPG
$833M
$651K ﹤0.01%
16,013
-480
-3% -$18.2K
HZO icon
2816
MarineMax
HZO
$1.15B
$650K ﹤0.01%
39,541
+4,299
+12% +$74.3K
MGNX icon
2817
MacroGenics
MGNX
$263M
$645K ﹤0.01%
38,011
-19,720
-34% -$339K
RYTM icon
2818
Rhythm Pharmaceuticals
RYTM
$7.38B
$643K ﹤0.01%
29,217
+5,788
+25% +$146K
ERF
2819
DELISTED
Enerplus Corporation
ERF
$643K ﹤0.01%
85,411
+5,244
+7% +$42.9K
NAT icon
2820
Nordic American Tanker
NAT
$1.43B
$641K ﹤0.01%
273,895
+32,530
+13% +$70K
ATEX icon
2821
Anterix
ATEX
$1.81B
$640K ﹤0.01%
13,623
+77
+0.6% +$3.25K
CUTR
2822
DELISTED
Cutera, Inc.
CUTR
$639K ﹤0.01%
30,758
+5,716
+23% +$102K
BBSI icon
2823
Barrett Business Services
BBSI
$833M
$635K ﹤0.01%
30,728
+6,480
+27% +$125K
XLB icon
2824
State Street Materials Select Sector SPDR ETF
XLB
$8.81B
$632K ﹤0.01%
21,606
-4,556
-17% -$129K
XERS icon
2825
Xeris Biopharma Holdings
XERS
$1.55B
$627K ﹤0.01%
54,773
+1,434
+3% +$15.1K
111 112
113
114 115

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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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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.