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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
AMBA icon
1826
Ambarella
AMBA
$3.1B
$4.06M ﹤0.01%
92,013
+54,340
+144% +$2.44M
MMT
1827
Aberdeen Multi-Market Income Fund
MMT
$243M
$4.06M ﹤0.01%
696,369
+19,491
+3% +$111K
TSE
1828
DELISTED
Trinseo
TSE
$4.05M ﹤0.01%
95,706
+2,940
+3% +$126K
INVA icon
1829
Innoviva
INVA
$1.51B
$4.03M ﹤0.01%
276,736
+30,272
+12% +$429K
GSH
1830
DELISTED
Guangshen Railway Co. Ltd
GSH
$4.02M ﹤0.01%
235,334
+210,880
+862% +$3.82M
CLB icon
1831
Core Laboratories
CLB
$567M
$4.02M ﹤0.01%
76,811
-103,424
-57% -$6.07M
CNS icon
1832
Cohen & Steers
CNS
$4.25B
$4.01M ﹤0.01%
77,995
+1,970
+3% +$96.6K
NVCR icon
1833
NovoCure
NVCR
$2.08B
$4.01M ﹤0.01%
63,434
-5,399
-8% -$274K
KW
1834
DELISTED
Kennedy-Wilson Holdings
KW
$4.01M ﹤0.01%
194,847
+4,260
+2% +$90.6K
AIR icon
1835
AAR Corp
AIR
$5.36B
$4.01M ﹤0.01%
108,928
-4,616
-4% -$153K
CHEF icon
1836
Chefs' Warehouse
CHEF
$4.69B
$4.01M ﹤0.01%
114,251
+18,924
+20% +$623K
FNDE icon
1837
Schwab Fundamental Emerging Markets Large Company Index ETF
FNDE
$10.2B
$4.01M ﹤0.01%
139,403
+26
+0% +$728
ZWS icon
1838
Zurn Elkay Water Solutions
ZWS
$7.97B
$4M ﹤0.01%
275,124
-53,901
-16% -$725K
KNSL icon
1839
Kinsale Capital Group
KNSL
$8.67B
$3.99M ﹤0.01%
43,656
+16,449
+60% +$1.31M
INN
1840
Summit Hotel Properties
INN
$654M
$3.98M ﹤0.01%
346,987
+23,432
+7% +$276K
CYBR
1841
DELISTED
CyberArk
CYBR
$3.98M ﹤0.01%
31,106
-787
-2% -$99.6K
NNI icon
1842
Nelnet
NNI
$4.56B
$3.98M ﹤0.01%
67,153
-8,226
-11% -$483K
CBM
1843
DELISTED
Cambrex Corporation
CBM
$3.97M ﹤0.01%
84,858
+16,885
+25% +$708K
SXI icon
1844
Standex International
SXI
$3.62B
$3.97M ﹤0.01%
54,292
-3,546
-6% -$251K
TRST
1845
Trustco Bank Corp NY
TRST
$973M
$3.97M ﹤0.01%
100,175
+10,473
+12% +$406K
TGI
1846
DELISTED
Triumph Group
TGI
$3.96M ﹤0.01%
172,980
-18,944
-10% -$407K
IJH icon
1847
iShares Core S&P Mid-Cap ETF
IJH
$124B
$3.96M ﹤0.01%
101,920
-4,465
-4% -$171K
TNC icon
1848
Tennant Co
TNC
$1.19B
$3.93M ﹤0.01%
64,200
+1,116
+2% +$69.6K
ZTO icon
1849
ZTO Express
ZTO
$16.3B
$3.93M ﹤0.01%
205,469
+25,557
+14% +$481K
BRG
1850
DELISTED
Bluerock Residential Growth REIT, Inc.
BRG
$3.92M ﹤0.01%
333,846
+29,537
+10% +$335K
72 73
74
75 76

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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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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.