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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
VTWO icon
3126
Vanguard Russell 2000 ETF
VTWO
$17B
$269K ﹤0.01%
4,304
+2
+0% +$124
CCR
3127
DELISTED
CONSOL Coal Resources LP
CCR
$269K ﹤0.01%
+16,146
New +$272K
AMR icon
3128
Alpha Metallurgical Resources
AMR
$2.87B
$268K ﹤0.01%
+5,163
New +$287K
PD icon
3129
PagerDuty
PD
$1.09B
$267K ﹤0.01%
+5,677
New +$276K
NOBL icon
3130
ProShares S&P 500 Dividend Aristocrats ETF
NOBL
$11.9B
$261K ﹤0.01%
+7,530
New +$256K
ECH icon
3131
iShares MSCI Chile ETF
ECH
$1.05B
$260K ﹤0.01%
6,365
-1,335
-17% -$55.3K
ATRS
3132
DELISTED
Antares Pharma, Inc.
ATRS
$259K ﹤0.01%
78,595
-37,066
-32% -$107K
BRSP
3133
BrightSpire Capital
BRSP
$601M
$257K ﹤0.01%
16,608
-23,727
-59% -$371K
HMY icon
3134
Harmony Gold Mining
HMY
$12.6B
$257K ﹤0.01%
113,313
-23,684
-17% -$43.7K
MLAB icon
3135
Mesa Laboratories
MLAB
$722M
$257K ﹤0.01%
+1,052
New +$245K
SPLV icon
3136
Invesco S&P 500 Low Volatility ETF
SPLV
$7.03B
$256K ﹤0.01%
4,657
+464
+11% +$24.9K
RFL icon
3137
Rafael Holdings
RFL
$133M
$254K ﹤0.01%
+8,963
New +$154K
KALA icon
3138
KALA BIO
KALA
$13.3M
$253K ﹤0.01%
16
+2
+14% +$33.1K
VAW icon
3139
Vanguard Materials ETF
VAW
$3.11B
$253K ﹤0.01%
1,970
+52
+3% +$6.45K
EARN
3140
Ellington Residential Mortgage REIT
EARN
$167M
$251K ﹤0.01%
23,298
-17,369
-43% -$196K
BKJ
3141
DELISTED
Bancorp of New Jersey, Inc.
BKJ
$251K ﹤0.01%
+18,035
New +$240K
ROS
3142
DELISTED
ROSTELEKOM
ROS
$249K ﹤0.01%
31,284
-4,251
-12% -$33.8K
ACLS icon
3143
Axcelis
ACLS
$3.57B
$248K ﹤0.01%
16,471
-73,649
-82% -$1.32M
REET icon
3144
iShares Global REIT ETF
REET
$4.99B
$248K ﹤0.01%
9,288
-1,291
-12% -$34.5K
RPT
3145
Rithm Property Trust
RPT
$100M
$248K ﹤0.01%
3,062
+324
+12% +$25.6K
GDEN
3146
DELISTED
Golden Entertainment
GDEN
$247K ﹤0.01%
+17,629
New +$256K
MCFT icon
3147
MasterCraft Boat Holdings
MCFT
$579M
$247K ﹤0.01%
12,616
-3,636
-22% -$82.9K
BKCC
3148
DELISTED
BlackRock Capital Investment Corporation
BKCC
$247K ﹤0.01%
40,958
-35,373
-46% -$217K
TBHC
3149
DELISTED
The Brand House Collective
TBHC
$246K ﹤0.01%
108,787
+10,417
+11% +$49K
KE
3150
Kimball Electronics
KE
$564M
$245K ﹤0.01%
15,062
-5,290
-26% -$82K
124 125
126
127 128

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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.