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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
SHAK icon
1901
Shake Shack
SHAK
$2.82B
$3.62M ﹤0.01%
50,148
+25,956
+107% +$1.6M
EPAY
1902
DELISTED
Bottomline Technologies Inc
EPAY
$3.62M ﹤0.01%
81,786
-15,665
-16% -$727K
QTWO icon
1903
Q2 Holdings
QTWO
$4.06B
$3.6M ﹤0.01%
47,130
+5,671
+14% +$410K
ARCB icon
1904
ArcBest
ARCB
$3.05B
$3.58M ﹤0.01%
127,328
-29,742
-19% -$865K
HT
1905
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
$3.58M ﹤0.01%
216,348
-11,934
-5% -$211K
ILPT
1906
Industrial Logistics Properties Trust
ILPT
$557M
$3.57M ﹤0.01%
171,356
-2,517
-1% -$50K
PTR
1907
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
$3.55M ﹤0.01%
64,497
-683
-1% -$40.9K
CHU
1908
DELISTED
China Unicom (HONG KONG) Limited
CHU
$3.54M ﹤0.01%
325,231
+2,540
+0.8% +$29.1K
NSTG
1909
DELISTED
NanoString Technologies, Inc.
NSTG
$3.54M ﹤0.01%
116,574
+32,952
+39% +$873K
FND icon
1910
Floor & Decor
FND
$5.64B
$3.54M ﹤0.01%
84,409
+3,904
+5% +$163K
SCHL icon
1911
Scholastic
SCHL
$735M
$3.54M ﹤0.01%
106,396
-29,710
-22% -$1.11M
SMPL icon
1912
Simply Good Foods
SMPL
$967M
$3.54M ﹤0.01%
146,891
-12,055
-8% -$273K
EGOV
1913
DELISTED
NIC Inc
EGOV
$3.54M ﹤0.01%
220,489
-13,087
-6% -$217K
VOOV icon
1914
Vanguard S&P 500 Value ETF
VOOV
$6.79B
$3.54M ﹤0.01%
31,452
-2,659
-8% -$294K
SFNC icon
1915
Simmons First National
SFNC
$3.28B
$3.54M ﹤0.01%
151,959
-13,785
-8% -$335K
NUAN
1916
DELISTED
Nuance Communications, Inc.
NUAN
$3.52M ﹤0.01%
254,401
+29,941
+13% +$442K
SAFE
1917
Safehold
SAFE
$1.09B
$3.52M ﹤0.01%
58,156
+15,525
+36% +$743K
BMCH
1918
DELISTED
BMC Stock Holdings, Inc
BMCH
$3.51M ﹤0.01%
165,514
+37,965
+30% +$788K
MTX icon
1919
Minerals Technologies
MTX
$2.24B
$3.51M ﹤0.01%
65,549
+3,370
+5% +$197K
TMP icon
1920
Tompkins Financial
TMP
$1.41B
$3.51M ﹤0.01%
42,978
+212
+0.5% +$16.8K
WIFI
1921
DELISTED
Boingo Wireless, Inc.
WIFI
$3.5M ﹤0.01%
195,072
-26,956
-12% -$578K
AVP
1922
DELISTED
Avon Products, Inc.
AVP
$3.5M ﹤0.01%
902,360
+440,544
+95% +$1.47M
GLDD
1923
DELISTED
Great Lakes Dredge & Dock
GLDD
$3.5M ﹤0.01%
316,851
+157,625
+99% +$1.63M
HASI icon
1924
Hannon Armstrong Sustainable Infrastructure Capital
HASI
$5.14B
$3.49M ﹤0.01%
123,974
+47,178
+61% +$1.25M
ADSW
1925
DELISTED
Advanced Disposal Services Inc
ADSW
$3.49M ﹤0.01%
109,450
+18,336
+20% +$577K
75 76
77
78 79

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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.