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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
SMTC icon
1126
Semtech
SMTC
$12.2B
$11.1M 0.01%
230,978
-62,718
-21% -$3.05M
ESLT icon
1127
Elbit Systems
ESLT
$33.2B
$11.1M 0.01%
74,197
+220
+0.3% +$31.5K
EXPO icon
1128
Exponent
EXPO
$3.4B
$11.1M 0.01%
189,492
+7,333
+4% +$418K
PLNT icon
1129
Planet Fitness
PLNT
$4.03B
$11.1M 0.01%
153,076
+40,306
+36% +$3.04M
ALNY icon
1130
Alnylam Pharmaceuticals
ALNY
$31.7B
$11.1M 0.01%
152,687
+12,718
+9% +$976K
GPK icon
1131
Graphic Packaging
GPK
$3.42B
$11.1M 0.01%
792,318
+79,118
+11% +$1.06M
NYT icon
1132
New York Times
NYT
$11B
$11.1M 0.01%
339,307
+4,417
+1% +$147K
WPX
1133
DELISTED
WPX Energy, Inc.
WPX
$11.1M 0.01%
961,373
+36,240
+4% +$450K
EPAM icon
1134
EPAM Systems
EPAM
$5.92B
$11.1M 0.01%
63,840
-35,496
-36% -$6.11M
PINC
1135
DELISTED
Premier
PINC
$11M 0.01%
282,294
+14,038
+5% +$507K
AMH icon
1136
American Homes 4 Rent
AMH
$12.1B
$11M 0.01%
453,392
+51,331
+13% +$1.23M
EXEL icon
1137
Exelixis
EXEL
$13.5B
$11M 0.01%
515,309
-111,228
-18% -$2.33M
FPF
1138
First Trust Intermediate Duration Preferred & Income Fund
FPF
$1.08B
$11M 0.01%
483,135
+105,885
+28% +$2.36M
AYX
1139
DELISTED
Alteryx Inc
AYX
$11M 0.01%
100,699
-32,378
-24% -$2.95M
GNRC icon
1140
Generac Holdings
GNRC
$10.8B
$11M 0.01%
158,088
+5,280
+3% +$309K
AVLR
1141
DELISTED
Avalara, Inc.
AVLR
$11M 0.01%
151,898
+8,210
+6% +$530K
LAMR icon
1142
Lamar Advertising Co
LAMR
$15.3B
$11M 0.01%
135,803
+2,512
+2% +$203K
SBGI icon
1143
Sinclair Inc
SBGI
$1.04B
$11M 0.01%
204,360
+50,843
+33% +$2.58M
COR
1144
DELISTED
Coresite Realty Corporation
COR
$11M 0.01%
95,092
+5,608
+6% +$636K
AWC
1145
DELISTED
Alumina Ltd
AWC
$10.9M 0.01%
1,678,451
-13,318
-0.8% -$86.8K
OGS icon
1146
ONE Gas
OGS
$5B
$10.9M 0.01%
121,168
-4,450
-4% -$394K
TS icon
1147
Tenaris
TS
$27.2B
$10.9M 0.01%
415,314
+54,473
+15% +$1.46M
TWO
1148
DELISTED
Two Harbors Investment
TWO
$10.9M 0.01%
215,574
-45,670
-17% -$2.4M
CIM
1149
Chimera Investment
CIM
$963M
$10.9M 0.01%
192,940
+22,137
+13% +$1.26M
LPT
1150
DELISTED
Liberty Property Trust
LPT
$10.9M 0.01%
217,616
-1,282
-0.6% -$62.8K
44 45
46
47 48

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PSUF
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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.