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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
AEM icon
1351
Agnico Eagle Mines
AEM
$104B
$8.12M 0.01%
158,413
+5,671
+4% +$247K
ENTG icon
1352
Entegris
ENTG
$20.6B
$8.11M 0.01%
217,204
-5,734
-3% -$217K
BGS icon
1353
B&G Foods
BGS
$286M
$8.09M 0.01%
389,139
-134
-0% -$3.09K
CONE
1354
DELISTED
CyrusOne Inc Common Stock
CONE
$8.09M 0.01%
140,230
+19,360
+16% +$1.13M
IJR icon
1355
iShares Core S&P Small-Cap ETF
IJR
$110B
$8.06M 0.01%
102,959
+1,233
+1% +$95.7K
VAC icon
1356
Marriott Vacations Worldwide
VAC
$3.79B
$8.06M 0.01%
83,578
-6,364
-7% -$628K
MTH icon
1357
Meritage Homes
MTH
$4.63B
$8.02M 0.01%
312,576
-53,260
-15% -$1.35M
VLY icon
1358
Valley National Bancorp
VLY
$7.69B
$8.02M 0.01%
744,219
+25,408
+4% +$260K
EGBN icon
1359
Eagle Bancorp
EGBN
$840M
$8.02M 0.01%
148,125
+5,695
+4% +$311K
BKI
1360
DELISTED
Black Knight, Inc. Common Stock
BKI
$8.02M 0.01%
133,259
-596
-0.4% -$33.9K
VGR
1361
DELISTED
Vector Group Ltd.
VGR
$8.01M 0.01%
1,216,530
-25,657
-2% -$171K
PTEN icon
1362
Patterson-UTI
PTEN
$4.74B
$8.01M 0.01%
696,036
+31,359
+5% +$404K
GME icon
1363
GameStop
GME
$8.02B
$8M 0.01%
5,851,524
+1,313,036
+29% +$2.57M
WDR
1364
DELISTED
Waddell & Reed Financial, Inc.
WDR
$8M 0.01%
479,882
-87,185
-15% -$1.52M
DORM icon
1365
Dorman Products
DORM
$3.84B
$7.98M 0.01%
91,554
+4,082
+5% +$355K
CORE
1366
DELISTED
Core Mark Holding Co., Inc.
CORE
$7.96M 0.01%
200,268
+9,717
+5% +$365K
LECO icon
1367
Lincoln Electric
LECO
$15.5B
$7.95M 0.01%
96,626
+16,992
+21% +$1.41M
VRNT
1368
DELISTED
Verint Systems
VRNT
$7.95M 0.01%
290,330
-47,243
-14% -$1.42M
EFOR
1369
Everforth Inc
EFOR
$1.31B
$7.95M 0.01%
131,195
-36,659
-22% -$2.2M
MDCO
1370
DELISTED
Medicines Co
MDCO
$7.92M 0.01%
217,151
+8,795
+4% +$287K
THRM icon
1371
Gentherm
THRM
$1.21B
$7.91M 0.01%
189,052
-1,547
-0.8% -$62.3K
COKE icon
1372
Coca-Cola Consolidated
COKE
$13.2B
$7.9M 0.01%
263,970
-2,290
-0.9% -$71.7K
MYGN icon
1373
Myriad Genetics
MYGN
$302M
$7.89M 0.01%
283,951
-93,325
-25% -$2.64M
IBKC
1374
DELISTED
IBERIABANK Corp
IBKC
$7.88M 0.01%
103,925
-9,435
-8% -$717K
MANT
1375
DELISTED
Mantech International Corp
MANT
$7.88M 0.01%
119,675
-2,663
-2% -$162K
53 54
55
56 57

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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.