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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
SITE icon
1851
SiteOne Landscape Supply
SITE
$4.21B
$3.92M ﹤0.01%
56,577
+9,936
+21% +$643K
PPBI
1852
DELISTED
Pacific Premier Bancorp
PPBI
$3.92M ﹤0.01%
126,774
+22,525
+22% +$664K
LPSN icon
1853
LivePerson
LPSN
$34.8M
$3.91M ﹤0.01%
9,299
-468
-5% -$200K
MTSC
1854
DELISTED
MTS Systems Corp
MTSC
$3.91M ﹤0.01%
66,819
-3,770
-5% -$210K
ZS icon
1855
Zscaler
ZS
$29.8B
$3.91M ﹤0.01%
50,995
+16,070
+46% +$1.14M
CMTL icon
1856
Comtech Telecommunications
CMTL
$50.9M
$3.91M ﹤0.01%
138,966
-6,933
-5% -$168K
PEN icon
1857
Penumbra
PEN
$12.7B
$3.91M ﹤0.01%
24,414
+2,507
+11% +$362K
CZZ
1858
DELISTED
Cosan Limited
CZZ
$3.9M ﹤0.01%
291,575
+214,876
+280% +$2.65M
BLDR icon
1859
Builders FirstSource
BLDR
$7.29B
$3.88M ﹤0.01%
230,454
+5,544
+2% +$82.9K
VET icon
1860
Vermilion Energy
VET
$1.9B
$3.87M ﹤0.01%
178,258
+19,707
+12% +$460K
CROX icon
1861
Crocs
CROX
$5.86B
$3.87M ﹤0.01%
196,120
-102,246
-34% -$2.37M
XLI icon
1862
State Street Industrial Select Sector SPDR ETF
XLI
$32.9B
$3.87M ﹤0.01%
50,001
-102
-0.2% -$7.76K
STNE icon
1863
StoneCo
STNE
$2.24B
$3.87M ﹤0.01%
+130,709
New +$3.85M
KOP icon
1864
Koppers
KOP
$881M
$3.86M ﹤0.01%
131,465
+6,323
+5% +$176K
ADTN icon
1865
Adtran
ADTN
$629M
$3.86M ﹤0.01%
252,977
+54,701
+28% +$873K
UGP icon
1866
Ultrapar
UGP
$6.87B
$3.86M ﹤0.01%
736,123
-53,699
-7% -$291K
KLIC icon
1867
Kulicke & Soffa
KLIC
$4.24B
$3.85M ﹤0.01%
170,709
-4,897
-3% -$108K
IPHS
1868
DELISTED
Innophos Holdings, Inc.
IPHS
$3.85M ﹤0.01%
132,086
-6,999
-5% -$209K
DAVA icon
1869
Endava
DAVA
$170M
$3.84M ﹤0.01%
+95,357
New +$3.22M
LMNX
1870
DELISTED
Luminex Corp
LMNX
$3.83M ﹤0.01%
185,701
-27,667
-13% -$608K
MRC
1871
DELISTED
MRC Global
MRC
$3.81M ﹤0.01%
222,723
-9,553
-4% -$161K
MSD
1872
Morgan Stanley Emerging Markets Debt Fund
MSD
$147M
$3.81M ﹤0.01%
409,112
-15,802
-4% -$144K
IPHI
1873
DELISTED
INPHI CORPORATION
IPHI
$3.8M ﹤0.01%
75,918
+18,958
+33% +$883K
NRE
1874
DELISTED
NorthStar Realty Europe Corp.
NRE
$3.8M ﹤0.01%
231,213
-19,620
-8% -$332K
MTDR icon
1875
Matador Resources
MTDR
$6.98B
$3.8M ﹤0.01%
190,974
+34,023
+22% +$646K
73 74
75
76 77

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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.