We are live on ! Find out more
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
WSBF icon
2101
Waterstone Financial
WSBF
$379M
$2.68M ﹤0.01%
157,173
+20,506
+15% +$341K
ACH
2102
Accendra Health
ACH
$93.1M
$2.67M ﹤0.01%
835,853
-935,054
-53% -$3.19M
MGNI icon
2103
Magnite
MGNI
$3.4B
$2.67M ﹤0.01%
420,251
-15,244
-4% -$93.6K
BOOM icon
2104
DMC Global
BOOM
$141M
$2.67M ﹤0.01%
42,155
+12,296
+41% +$816K
MATW icon
2105
Matthews International
MATW
$653M
$2.67M ﹤0.01%
76,550
+3,022
+4% +$111K
HTD
2106
John Hancock Tax-Advantaged Dividend Income Fund
HTD
$897M
$2.67M ﹤0.01%
104,949
-56,443
-35% -$1.4M
POLY
2107
DELISTED
Plantronics, Inc.
POLY
$2.67M ﹤0.01%
71,937
-21,288
-23% -$988K
UE icon
2108
Urban Edge Properties
UE
$2.7B
$2.66M ﹤0.01%
153,704
+8,959
+6% +$163K
BZUN
2109
Baozun
BZUN
$176M
$2.66M ﹤0.01%
53,382
+6,846
+15% +$295K
UNT
2110
DELISTED
UNIT Corporation
UNT
$2.66M ﹤0.01%
299,073
+133,562
+81% +$1.55M
LILAK icon
2111
Liberty Latin America Class C
LILAK
$1.66B
$2.66M ﹤0.01%
180,516
+98,840
+121% +$1.61M
VIG icon
2112
Vanguard Dividend Appreciation ETF
VIG
$113B
$2.65M ﹤0.01%
23,053
+1,144
+5% +$128K
DCOM
2113
DELISTED
Dime Community Bancshares
DCOM
$2.65M ﹤0.01%
139,611
-1,640
-1% -$31.2K
ACIA
2114
DELISTED
Acacia Communications Inc
ACIA
$2.65M ﹤0.01%
56,126
+7,416
+15% +$390K
NP
2115
DELISTED
Neenah, Inc. Common Stock
NP
$2.64M ﹤0.01%
39,146
-363
-0.9% -$22.9K
GFF icon
2116
Griffon
GFF
$4.48B
$2.64M ﹤0.01%
156,140
-6,547
-4% -$112K
ASIX icon
2117
AdvanSix
ASIX
$445M
$2.64M ﹤0.01%
108,029
+678
+0.6% +$19K
INWK
2118
DELISTED
InnerWorkings, Inc.
INWK
$2.64M ﹤0.01%
690,279
-154,116
-18% -$560K
MTL
2119
DELISTED
Mechel PAO American Depository Shares, each representing two ordinary shares (ADSs)
MTL
$2.64M ﹤0.01%
1,261,407
-17,252
-1% -$35.1K
ANIP icon
2120
ANI Pharmaceuticals
ANIP
$1.67B
$2.63M ﹤0.01%
32,057
+6,802
+27% +$484K
HNP
2121
DELISTED
Huaneng Power Intl, Inc.
HNP
$2.63M ﹤0.01%
112,913
-14,695
-12% -$356K
KNL
2122
DELISTED
Knoll, Inc.
KNL
$2.62M ﹤0.01%
114,189
+32,554
+40% +$675K
MCS icon
2123
Marcus Corp
MCS
$895M
$2.62M ﹤0.01%
79,393
+10,014
+14% +$368K
RDUS
2124
DELISTED
Radius Health, Inc.
RDUS
$2.62M ﹤0.01%
107,407
+74,680
+228% +$1.63M
OEF icon
2125
CALL
iShares S&P 100 ETF
OEF
$20.5B
$2.61M ﹤0.01%
4,500
-2,600
-37% -$332K
83 84
85
86 87

Similar funds

NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.