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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
IMKTA icon
2076
Ingles Markets
IMKTA
$1.56B
$2.79M ﹤0.01%
89,685
-20,691
-19% -$608K
CRAY
2077
DELISTED
Cray, Inc.
CRAY
$2.79M ﹤0.01%
80,130
-4,806
-6% -$149K
OFIX icon
2078
Orthofix Medical
OFIX
$395M
$2.78M ﹤0.01%
52,650
-6,083
-10% -$324K
BAK icon
2079
Braskem
BAK
$669M
$2.78M ﹤0.01%
151,621
+15,605
+11% +$375K
CMRX
2080
DELISTED
Chimerix, Inc.
CMRX
$2.78M ﹤0.01%
642,599
+120,092
+23% +$369K
KFRC icon
2081
Kforce
KFRC
$1.04B
$2.77M ﹤0.01%
79,029
-22,468
-22% -$808K
NFBK
2082
DELISTED
Northfield Bancorp
NFBK
$2.77M ﹤0.01%
177,533
+6,407
+4% +$95.7K
WOR icon
2083
Worthington Enterprises
WOR
$2.8B
$2.76M ﹤0.01%
111,352
+7,280
+7% +$171K
ANGO icon
2084
AngioDynamics
ANGO
$655M
$2.76M ﹤0.01%
140,243
+6,538
+5% +$133K
PLUS icon
2085
ePlus
PLUS
$2.28B
$2.76M ﹤0.01%
80,088
-8,300
-9% -$345K
GMS
2086
DELISTED
GMS Inc
GMS
$2.76M ﹤0.01%
125,387
+59,834
+91% +$1.07M
WB icon
2087
Weibo
WB
$1.72B
$2.76M ﹤0.01%
63,329
-9,583
-13% -$537K
UIS icon
2088
Unisys
UIS
$196M
$2.76M ﹤0.01%
283,612
-89,145
-24% -$919K
AGIO icon
2089
Agios Pharmaceuticals
AGIO
$1.99B
$2.75M ﹤0.01%
55,204
+7,709
+16% +$412K
DSX icon
2090
Diana Shipping
DSX
$346M
$2.74M ﹤0.01%
1,185,912
-167,729
-12% -$368K
IDCC icon
2091
InterDigital
IDCC
$8.65B
$2.73M ﹤0.01%
42,421
-2,212
-5% -$148K
MGU
2092
DELISTED
Macquarie Global Infrastructure Total Return Fund, Inc.
MGU
$2.73M ﹤0.01%
115,470
+31,547
+38% +$716K
RPD icon
2093
Rapid7
RPD
$896M
$2.73M ﹤0.01%
47,152
+14,052
+42% +$739K
AUD
2094
DELISTED
Audacy, Inc.
AUD
$2.72M ﹤0.01%
468,558
+20,692
+5% +$127K
CATM
2095
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
$2.72M ﹤0.01%
99,492
+8,578
+9% +$279K
ACRE
2096
Ares Commercial Real Estate
ACRE
$258M
$2.72M ﹤0.01%
182,776
-48,943
-21% -$739K
LNTH icon
2097
Lantheus
LNTH
$6.58B
$2.71M ﹤0.01%
95,908
+40,603
+73% +$1.03M
JBSS icon
2098
John B. Sanfilippo & Son
JBSS
$873M
$2.71M ﹤0.01%
34,049
+594
+2% +$45.1K
RGR icon
2099
Sturm, Ruger & Co
RGR
$595M
$2.71M ﹤0.01%
49,766
-4,139
-8% -$220K
CARB
2100
DELISTED
Carbonite Inc
CARB
$2.69M ﹤0.01%
103,196
+7,056
+7% +$172K
82 83
84
85 86

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MCM
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PSUF
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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.