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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
CWEN.A
2951
DELISTED
Clearway Energy Class A
CWEN.A
$442K ﹤0.01%
27,320
-3,734
-12% -$56.6K
IBB icon
2952
iShares Biotechnology ETF
IBB
$10.5B
$438K ﹤0.01%
4,011
-1,926
-32% -$205K
PKOH icon
2953
Park-Ohio Holdings
PKOH
$663M
$436K ﹤0.01%
13,386
-1,989
-13% -$67.7K
LGF.A
2954
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
$436K ﹤0.01%
35,571
+12,688
+55% +$182K
FTK icon
2955
Flotek Industries
FTK
$867M
$435K ﹤0.01%
21,897
+378
+2% +$7.67K
ACIC icon
2956
American Coastal Insurance
ACIC
$449M
$434K ﹤0.01%
30,450
-7,770
-20% -$116K
MLR icon
2957
Miller Industries
MLR
$644M
$434K ﹤0.01%
14,130
-96
-0.7% -$2.96K
LXFR icon
2958
Luxfer Holdings
LXFR
$459M
$432K ﹤0.01%
17,615
+782
+5% +$19K
RIGL icon
2959
Rigel Pharmaceuticals
RIGL
$868M
$431K ﹤0.01%
16,525
+14,851
+887% +$335K
SBOW
2960
DELISTED
SilverBow Resources, Inc.
SBOW
$431K ﹤0.01%
31,113
+11,397
+58% +$193K
TRVG
2961
trivago
TRVG
$423M
$429K ﹤0.01%
20,374
+12,195
+149% +$249K
KNSA icon
2962
Kiniksa Pharmaceuticals
KNSA
$6.09B
$428K ﹤0.01%
31,595
+4,787
+18% +$74.3K
MNRL
2963
DELISTED
Brigham Minerals, Inc. Class A Common Stock
MNRL
$427K ﹤0.01%
+19,884
New +$413K
BKN
2964
DELISTED
BlackRock Investment Quality Municipal Trust
BKN
$426K ﹤0.01%
28,538
-4,754
-14% -$69.4K
DGRO icon
2965
iShares Core Dividend Growth ETF
DGRO
$43.6B
$426K ﹤0.01%
11,143
-2,391
-18% -$89.6K
CRCM
2966
DELISTED
CARE.COM, INC.
CRCM
$426K ﹤0.01%
38,765
+847
+2% +$12.8K
EVT icon
2967
Eaton Vance Tax-Advantaged Dividend Income Fund
EVT
$2.16B
$425K ﹤0.01%
17,847
– –
AXIA.PR
2968
DELISTED
AXIA Energia American Depositary Shares Preferred Class B1
AXIA.PR
$424K ﹤0.01%
57,977
+6,156
+12% +$43.6K
STEL
2969
DELISTED
Stellar Bancorp
STEL
$423K ﹤0.01%
15,043
+345
+2% +$10.2K
FNLC icon
2970
First Bancorp
FNLC
$392M
$422K ﹤0.01%
15,724
-732
-4% -$18.9K
AVD icon
2971
American Vanguard Corp
AVD
$64.6M
$421K ﹤0.01%
27,289
-6,136
-18% -$93.7K
ASND icon
2972
Ascendis Pharma A/S
ASND
$16.3B
$419K ﹤0.01%
3,636
+1,233
+51% +$148K
CNR
2973
DELISTED
Cornerstone Building Brands, Inc.
CNR
$418K ﹤0.01%
71,646
+14,345
+25% +$79.7K
ELGX
2974
DELISTED
Endologix Inc
ELGX
$418K ﹤0.01%
57,709
+38,758
+205% +$264K
AMNB
2975
DELISTED
American National Bankshares Inc
AMNB
$417K ﹤0.01%
10,756
-239
-2% -$8.58K
117 118
119
120 121

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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.