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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
ANAT
1976
DELISTED
American National Group, Inc. Common Stock
ANAT
$3.25M ﹤0.01%
27,897
-15,245
-35% -$1.77M
XPRO icon
1977
Expro Ltd
XPRO
$1.98B
$3.25M ﹤0.01%
99,130
+15,994
+19% +$578K
PIPR icon
1978
Piper Sandler
PIPR
$5.34B
$3.24M ﹤0.01%
174,456
-6,204
-3% -$117K
FFIC
1979
DELISTED
Flushing Financial
FFIC
$3.24M ﹤0.01%
145,788
+19,067
+15% +$421K
SKT icon
1980
Tanger
SKT
$4.33B
$3.23M ﹤0.01%
199,285
-13,017
-6% -$235K
TKC icon
1981
Turkcell
TKC
$4.7B
$3.23M ﹤0.01%
588,511
-142,904
-20% -$738K
VKI icon
1982
Invesco Advantage Municipal Income Trust II
VKI
$396M
$3.22M ﹤0.01%
293,092
+22,491
+8% +$242K
CWST icon
1983
Casella Waste Systems
CWST
$5.96B
$3.21M ﹤0.01%
80,986
-9,970
-11% -$374K
AKS
1984
DELISTED
AK Steel Holding Corp
AKS
$3.21M ﹤0.01%
1,353,705
+248,371
+22% +$578K
KTOS icon
1985
Kratos Defense & Security Solutions
KTOS
$9.76B
$3.2M ﹤0.01%
139,960
+15,414
+12% +$291K
VNTR
1986
DELISTED
Venator Materials PLC
VNTR
$3.2M ﹤0.01%
604,173
+87,247
+17% +$476K
SMI
1987
DELISTED
Semiconductor Manufacturing Intl
SMI
$3.19M ﹤0.01%
581,706
+3,908
+0.7% +$20.9K
MQT
1988
DELISTED
BlackRock MuniYield Quality Fund II
MQT
$3.19M ﹤0.01%
254,256
+111,988
+79% +$1.38M
UNFI icon
1989
United Natural Foods
UNFI
$2.77B
$3.19M ﹤0.01%
355,588
-43,047
-11% -$495K
CCJ icon
1990
Cameco
CCJ
$43.6B
$3.19M ﹤0.01%
297,198
-10,759
-3% -$116K
SFL icon
1991
SFL Corp
SFL
$1.72B
$3.19M ﹤0.01%
254,935
+42,922
+20% +$542K
SNR
1992
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
$3.17M ﹤0.01%
472,421
-59,193
-11% -$364K
HAFC icon
1993
Hanmi Financial
HAFC
$923M
$3.17M ﹤0.01%
142,321
+143
+0.1% +$3.17K
WERN icon
1994
Werner Enterprises
WERN
$2.3B
$3.16M ﹤0.01%
101,815
-5,197
-5% -$168K
GMED icon
1995
Globus Medical
GMED
$11.1B
$3.15M ﹤0.01%
74,430
-12,715
-15% -$552K
SSP icon
1996
E.W. Scripps
SSP
$302M
$3.15M ﹤0.01%
205,890
-74,249
-27% -$1.39M
ECPG icon
1997
Encore Capital Group
ECPG
$2.1B
$3.15M ﹤0.01%
92,907
+11,171
+14% +$363K
TNDM icon
1998
Tandem Diabetes Care
TNDM
$1.49B
$3.15M ﹤0.01%
48,781
-6,479
-12% -$418K
ESRT icon
1999
Empire State Realty Trust
ESRT
$795M
$3.15M ﹤0.01%
212,434
+19,017
+10% +$294K
EPC icon
2000
Edgewell Personal Care
EPC
$1.34B
$3.14M ﹤0.01%
116,544
-9,281
-7% -$331K
78 79
80
81 82

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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.