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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
DON icon
3426
WisdomTree US MidCap Dividend Fund
DON
$4.05B
– –
-6,877
Closed -$246K
DSI icon
3427
iShares MSCI KLD 400 Social ETF
DSI
$5.53B
– –
-3,932
Closed -$207K
EOLS icon
3428
Evolus
EOLS
$587M
– –
-36,914
Closed -$833K
FENC icon
3429
Fennec Pharmaceuticals
FENC
$430M
– –
-42,165
Closed -$205K
FLXS icon
3430
Flexsteel Industries
FLXS
$333M
– –
-12,990
Closed -$301K
FTS icon
3431
Fortis
FTS
$27.9B
– –
-5,722
Closed -$212K
GERN icon
3432
Geron
GERN
$970M
– –
-53,874
Closed -$89K
GOOS
3433
Canada Goose Holdings
GOOS
$805M
– –
-9,395
Closed -$451K
GRC icon
3434
Gorman-Rupp
GRC
$2.01B
– –
-15,304
Closed -$519K
HBIO icon
3435
Harvard Bioscience
HBIO
$36.1M
– –
-1,280
Closed -$55K
HOFT icon
3436
Hooker Furnishings Corp
HOFT
$144M
– –
-7,446
Closed -$215K
HYG icon
3437
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.6B
– –
-417,402
Closed -$36.1M
III icon
3438
Information Services Group
III
$248M
– –
-13,778
Closed -$51K
IJT icon
3439
iShares S&P Small-Cap 600 Growth ETF
IJT
$8.08B
– –
-2,302
Closed -$205K
IMMR icon
3440
Immersion
IMMR
$254M
– –
-14,532
Closed -$123K
JRS icon
3441
Nuveen Real Estate Income Fund
JRS
$243M
– –
-12,162
Closed -$126K
KODK icon
3442
Kodak
KODK
$885M
– –
-126,599
Closed -$375K
KOPN icon
3443
Kopin
KOPN
$833M
– –
-44,264
Closed -$59K
LDP icon
3444
Cohen & Steers Duration Preferred & Income Fund
LDP
$601M
– –
-19,333
Closed -$458K
LRMR icon
3445
Larimar Therapeutics
LRMR
$417M
– –
-1,048
Closed -$34K
MUX icon
3446
McEwen Inc
MUX
$1.25B
– –
-1,195
Closed -$18K
NC icon
3447
NACCO Industries
NC
$325M
– –
-11,983
Closed -$458K
NDLS icon
3448
Noodles & Co
NDLS
$88.2M
– –
-1,573
Closed -$86K
NHS
3449
Neuberger High Yield Strategies Fund Inc
NHS
$250M
– –
-51,349
Closed -$580K
NKSH icon
3450
National Bankshares
NKSH
$261M
– –
-5,157
Closed -$221K
136 137
138
139 140

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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.