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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
MDRX
1701
DELISTED
Veradigm Inc. Common Stock
MDRX
$4.96M ﹤0.01%
426,734
+34,583
+9% +$352K
BRKL
1702
DELISTED
Brookline Bancorp
BRKL
$4.96M ﹤0.01%
322,357
-7,507
-2% -$112K
PNFP icon
1703
Pinnacle Financial Partners Inc
PNFP
$15.3B
$4.96M ﹤0.01%
86,240
+1,885
+2% +$106K
IBOC icon
1704
International Bancshares
IBOC
$4.41B
$4.95M ﹤0.01%
131,253
-6,401
-5% -$251K
TIMB icon
1705
TIM SA
TIMB
$8.38B
$4.95M ﹤0.01%
330,597
+103,178
+45% +$1.5M
VSAT icon
1706
Viasat
VSAT
$9.28B
$4.95M ﹤0.01%
61,221
+8,291
+16% +$725K
FIX icon
1707
Comfort Systems
FIX
$53.5B
$4.94M ﹤0.01%
96,949
-3,268
-3% -$168K
VCYT icon
1708
Veracyte
VCYT
$3.48B
$4.93M ﹤0.01%
172,982
+10,728
+7% +$268K
WLY icon
1709
John Wiley & Sons Class A
WLY
$2.73B
$4.91M ﹤0.01%
107,014
+4,265
+4% +$194K
OIS icon
1710
Oil States International
OIS
$519M
$4.9M ﹤0.01%
267,935
+40,585
+18% +$727K
MLI icon
1711
Mueller Industries
MLI
$13.9B
$4.9M ﹤0.01%
669,264
-41,412
-6% -$303K
AAON icon
1712
Aaon
AAON
$6.26B
$4.89M ﹤0.01%
146,157
+35,445
+32% +$1.13M
OPTU
1713
Optimum Communications Inc
OPTU
$389M
$4.88M ﹤0.01%
200,501
+101,661
+103% +$2.41M
RES icon
1714
RPC Inc
RES
$1.42B
$4.88M ﹤0.01%
676,794
+191,245
+39% +$1.82M
VISN
1715
Vistance Networks Inc
VISN
$1.4B
$4.87M ﹤0.01%
309,861
-66,149
-18% -$1.34M
IWD icon
1716
iShares Russell 1000 Value ETF
IWD
$84.3B
$4.86M ﹤0.01%
38,158
-4,891
-11% -$612K
SNBR
1717
DELISTED
Sleep Number
SNBR
$4.85M ﹤0.01%
119,987
-37,880
-24% -$1.46M
KN icon
1718
Knowles
KN
$2.92B
$4.84M ﹤0.01%
264,314
+952
+0.4% +$16.8K
SAFT icon
1719
Safety Insurance
SAFT
$1.52B
$4.84M ﹤0.01%
50,869
-587
-1% -$54.6K
FCNCA icon
1720
First Citizens BancShares
FCNCA
$24.8B
$4.83M ﹤0.01%
10,733
-120
-1% -$52.5K
DIA icon
1721
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46B
$4.81M ﹤0.01%
18,107
+1,934
+12% +$505K
MEI icon
1722
Methode Electronics
MEI
$646M
$4.81M ﹤0.01%
168,272
+32,382
+24% +$907K
IBKR icon
1723
Interactive Brokers
IBKR
$43.4B
$4.8M ﹤0.01%
354,268
+11,196
+3% +$152K
MKSI icon
1724
MKS Inc
MKSI
$17.3B
$4.79M ﹤0.01%
61,470
-7,698
-11% -$651K
UMBF icon
1725
UMB Financial
UMBF
$11B
$4.79M ﹤0.01%
72,749
+8,423
+13% +$555K
67 68
69
70 71

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AF
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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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ACI
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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.