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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
WNC icon
1876
Wabash National
WNC
$543M
$3.79M ﹤0.01%
233,108
+6,601
+3% +$97.2K
MAGN
1877
Magnera Corp
MAGN
$441M
$3.78M ﹤0.01%
17,236
-367
-2% -$73.1K
HTGC icon
1878
Hercules Capital
HTGC
$3.27B
$3.78M ﹤0.01%
294,737
-15,857
-5% -$206K
ARCH
1879
DELISTED
Arch Resources, Inc.
ARCH
$3.78M ﹤0.01%
40,102
+5,000
+14% +$458K
MMYT icon
1880
MakeMyTrip
MMYT
$5.55B
$3.77M ﹤0.01%
152,155
+57,799
+61% +$1.46M
AMKR icon
1881
Amkor Technology
AMKR
$11.9B
$3.76M ﹤0.01%
503,790
-11,086
-2% -$86.8K
NCI
1882
DELISTED
Navigant Consulting, Inc.
NCI
$3.75M ﹤0.01%
161,878
+5,388
+3% +$119K
AWP
1883
abrdn Global Premier Properties Fund
AWP
$357M
$3.75M ﹤0.01%
199,763
+11,710
+6% +$212K
BANR icon
1884
Banner Corp
BANR
$2.4B
$3.75M ﹤0.01%
69,157
+850
+1% +$45.6K
BOKF icon
1885
BOK Financial
BOKF
$8.35B
$3.74M ﹤0.01%
49,596
+3,495
+8% +$284K
EWJ icon
1886
iShares MSCI Japan ETF
EWJ
$22.7B
$3.74M ﹤0.01%
68,590
-154
-0.2% -$8.38K
WK icon
1887
Workiva
WK
$4.31B
$3.74M ﹤0.01%
64,309
+7,733
+14% +$414K
FBC
1888
DELISTED
Flagstar Bancorp, Inc. New
FBC
$3.73M ﹤0.01%
112,681
+5,840
+5% +$195K
EIG icon
1889
Employers Holdings
EIG
$883M
$3.73M ﹤0.01%
88,130
+826
+0.9% +$34.6K
HIBB
1890
DELISTED
Hibbett, Inc. Common Stock
HIBB
$3.72M ﹤0.01%
204,615
+16,041
+9% +$337K
MINI
1891
DELISTED
Mobile Mini Inc
MINI
$3.72M ﹤0.01%
122,231
-5,127
-4% -$170K
HNI icon
1892
HNI Corp
HNI
$3.55B
$3.72M ﹤0.01%
105,042
-3,723
-3% -$134K
VREX icon
1893
Varex Imaging
VREX
$780M
$3.7M ﹤0.01%
120,751
+215
+0.2% +$6.56K
CPK icon
1894
Chesapeake Utilities
CPK
$3.2B
$3.68M ﹤0.01%
38,758
-326
-0.8% -$30.2K
RMBS icon
1895
Rambus
RMBS
$9.3B
$3.68M ﹤0.01%
305,907
+4,579
+2% +$52.5K
MHO icon
1896
M/I Homes
MHO
$3.83B
$3.67M ﹤0.01%
128,571
+29,167
+29% +$822K
AMSF icon
1897
AMERISAFE
AMSF
$487M
$3.64M ﹤0.01%
57,096
+5,121
+10% +$306K
VOOG icon
1898
Vanguard S&P 500 Growth ETF
VOOG
$26.9B
$3.63M ﹤0.01%
135,348
-17,916
-12% -$472K
KRA
1899
DELISTED
Kraton Corporation
KRA
$3.63M ﹤0.01%
116,837
-10,789
-8% -$326K
AMPH icon
1900
Amphastar Pharmaceuticals
AMPH
$936M
$3.62M ﹤0.01%
171,656
+14,324
+9% +$299K
74 75
76
77 78

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MCM
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PSUF
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IA
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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.