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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
BEAT
1626
DELISTED
BioTelemetry, Inc.
BEAT
$5.64M ﹤0.01%
117,223
-32,179
-22% -$1.69M
ASR icon
1627
Grupo Aeroportuario del Sureste
ASR
$7.73B
$5.63M ﹤0.01%
34,737
-1,332
-4% -$218K
OPI
1628
DELISTED
Office Properties Income Trust
OPI
$5.63M ﹤0.01%
214,187
-1,022
-0.5% -$26.9K
MDB icon
1629
MongoDB
MDB
$35.9B
$5.6M ﹤0.01%
36,812
-210
-0.6% -$30.5K
BND icon
1630
Vanguard Total Bond Market
BND
$161B
$5.59M ﹤0.01%
67,286
-29,552
-31% -$2.41M
USPH icon
1631
US Physical Therapy
USPH
$1.17B
$5.58M ﹤0.01%
45,567
+5,801
+15% +$666K
PODD icon
1632
Insulet
PODD
$10.1B
$5.56M ﹤0.01%
46,565
+15,875
+52% +$1.63M
PRDO icon
1633
Perdoceo Education
PRDO
$2.1B
$5.56M ﹤0.01%
291,409
+94,522
+48% +$1.74M
BF.A icon
1634
Brown-Forman Class A
BF.A
$12.7B
$5.55M ﹤0.01%
100,930
+53,891
+115% +$2.82M
KTB icon
1635
Kontoor Brands
KTB
$4.21B
$5.54M ﹤0.01%
+197,691
New +$5.87M
KOS icon
1636
Kosmos Energy
KOS
$1.64B
$5.49M ﹤0.01%
876,286
+8,696
+1% +$55.5K
BCH icon
1637
Banco de Chile
BCH
$21B
$5.47M ﹤0.01%
184,414
-6,450
-3% -$187K
CALY
1638
Callaway Golf Company
CALY
$2.8B
$5.47M ﹤0.01%
318,666
+83,411
+35% +$1.38M
NBTB icon
1639
NBT Bancorp
NBTB
$2.68B
$5.45M ﹤0.01%
145,408
-16,826
-10% -$625K
NTB icon
1640
Bank of N.T. Butterfield & Son
NTB
$2.33B
$5.44M ﹤0.01%
160,066
+2,644
+2% +$97.7K
ATHM icon
1641
Autohome
ATHM
$2.63B
$5.43M ﹤0.01%
63,390
+741
+1% +$73.8K
TEN
1642
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$5.42M ﹤0.01%
489,129
+259,236
+113% +$4.24M
GRPN icon
1643
Groupon
GRPN
$794M
$5.42M ﹤0.01%
75,667
-996
-1% -$70.3K
YPF icon
1644
YPF Sociedad Anonima ADS
YPF
$19.7B
$5.42M ﹤0.01%
297,345
-43,674
-13% -$672K
PLXS icon
1645
Plexus
PLXS
$6.42B
$5.41M ﹤0.01%
92,754
-9,450
-9% -$545K
WPG
1646
DELISTED
Washington Prime Group Inc.
WPG
$5.41M ﹤0.01%
157,468
-20,625
-12% -$846K
CZR
1647
DELISTED
Caesars Entertainment Corporation
CZR
$5.41M ﹤0.01%
457,836
+94,761
+26% +$898K
SYKE
1648
DELISTED
SYKES Enterprises Inc
SYKE
$5.41M ﹤0.01%
197,015
-25,037
-11% -$674K
LTC
1649
LTC Properties
LTC
$2.19B
$5.39M ﹤0.01%
118,139
+657
+0.6% +$29.8K
CRS icon
1650
Carpenter Technology
CRS
$23.6B
$5.39M ﹤0.01%
112,304
+1,020
+0.9% +$48K
64 65
66
67 68

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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.