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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
LTXB
1951
DELISTED
LegacyTexas Financial Group Inc
LTXB
$3.39M ﹤0.01%
83,323
+2,363
+3% +$92.7K
CONN
1952
DELISTED
Conn's Inc.
CONN
$3.38M ﹤0.01%
189,692
-12,234
-6% -$269K
MGRC icon
1953
McGrath RentCorp
MGRC
$2.74B
$3.37M ﹤0.01%
54,241
-8,098
-13% -$484K
NCMI icon
1954
National CineMedia
NCMI
$245M
$3.35M ﹤0.01%
51,149
-7,486
-13% -$527K
TR icon
1955
Tootsie Roll Industries
TR
$3.1B
$3.35M ﹤0.01%
111,659
+526
+0.5% +$16.5K
WIRE
1956
DELISTED
Encore Wire Corp
WIRE
$3.35M ﹤0.01%
57,211
-6,444
-10% -$360K
JPC icon
1957
Nuveen Preferred & Income Opportunities Fund
JPC
$2.77B
$3.35M ﹤0.01%
337,602
-194,448
-37% -$1.88M
TTMI icon
1958
TTM Technologies
TTMI
$12.5B
$3.34M ﹤0.01%
327,878
-32,318
-9% -$358K
MCRN
1959
DELISTED
Milacron Holdings Corp.
MCRN
$3.32M ﹤0.01%
240,703
+28,617
+13% +$382K
NSA
1960
DELISTED
National Storage Affiliates Trust
NSA
$3.31M ﹤0.01%
114,514
-18,065
-14% -$529K
ACR
1961
ACRES Commercial Realty
ACR
$99.6M
$3.31M ﹤0.01%
97,562
+7,755
+9% +$257K
PEGA icon
1962
Pegasystems
PEGA
$5.95B
$3.31M ﹤0.01%
92,894
+55,902
+151% +$1.99M
FIBK icon
1963
First Interstate BancSystem
FIBK
$3.53B
$3.3M ﹤0.01%
83,399
-1,492
-2% -$59.6K
BUSE icon
1964
First Busey Corp
BUSE
$2.5B
$3.3M ﹤0.01%
125,020
+1,312
+1% +$33.5K
CUB
1965
DELISTED
Cubic Corporation
CUB
$3.3M ﹤0.01%
51,216
+9,286
+22% +$545K
HGV icon
1966
Hilton Grand Vacations
HGV
$3.41B
$3.3M ﹤0.01%
103,649
+12,099
+13% +$360K
ALRM icon
1967
Alarm.com
ALRM
$2.82B
$3.29M ﹤0.01%
61,469
-29,003
-32% -$1.79M
EWT icon
1968
iShares MSCI Taiwan ETF
EWT
$11.7B
$3.29M ﹤0.01%
94,059
-6,132
-6% -$212K
FRME icon
1969
First Merchants
FRME
$2.63B
$3.28M ﹤0.01%
86,581
-120,791
-58% -$4.42M
GES
1970
DELISTED
Guess Inc
GES
$3.28M ﹤0.01%
203,020
-69,061
-25% -$1.19M
UVSP icon
1971
Univest Financial
UVSP
$1.15B
$3.27M ﹤0.01%
124,387
-4,564
-4% -$115K
SEDG icon
1972
SolarEdge
SEDG
$1.93B
$3.27M ﹤0.01%
52,268
+6,907
+15% +$348K
BC icon
1973
Brunswick
BC
$4.97B
$3.26M ﹤0.01%
71,118
-5,564
-7% -$269K
BL icon
1974
BlackLine
BL
$1.92B
$3.26M ﹤0.01%
60,960
-35,045
-37% -$1.74M
FRO icon
1975
Frontline
FRO
$9.84B
$3.25M ﹤0.01%
406,807
-2,020
-0.5% -$16.1K
77 78
79
80 81

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AF
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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.