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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
RTEC
2126
DELISTED
Rudolph Technologies Inc
RTEC
$2.6M ﹤0.01%
94,105
-4,193
-4% -$102K
TDW icon
2127
Tidewater
TDW
$4.61B
$2.6M ﹤0.01%
110,561
-5,347
-5% -$123K
SASR
2128
DELISTED
Sandy Spring Bancorp Inc
SASR
$2.59M ﹤0.01%
74,333
-2,995
-4% -$101K
CKH
2129
DELISTED
Seacor Holdings Inc.
CKH
$2.59M ﹤0.01%
54,571
-6,243
-10% -$274K
HTH icon
2130
Hilltop Holdings
HTH
$2.21B
$2.59M ﹤0.01%
121,859
+32,966
+37% +$665K
CTS icon
2131
CTS Corp
CTS
$1.62B
$2.59M ﹤0.01%
93,930
+486
+0.5% +$14K
HCCI
2132
DELISTED
Heritage-Crystal Clean, Inc.
HCCI
$2.59M ﹤0.01%
98,455
-1,433
-1% -$38.3K
CNSL
2133
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
$2.59M ﹤0.01%
524,521
+134,074
+34% +$854K
HCC icon
2134
Warrior Met Coal
HCC
$5.65B
$2.57M ﹤0.01%
98,512
+5,012
+5% +$143K
WMC
2135
DELISTED
Western Asset Mortgage Capital Corporation
WMC
$2.57M ﹤0.01%
25,779
-4,217
-14% -$428K
ARCO icon
2136
Arcos Dorados Holdings
ARCO
$1.69B
$2.57M ﹤0.01%
363,187
-202,302
-36% -$1.33M
RVI
2137
DELISTED
Retail Value Inc. Common Shares
RVI
$2.56M ﹤0.01%
802,308
-9,544
-1% -$29.3K
CGW icon
2138
Invesco S&P Global Water Index ETF
CGW
$1.06B
$2.56M ﹤0.01%
68,321
-6
-0% -$216
ZUMZ icon
2139
Zumiez
ZUMZ
$307M
$2.56M ﹤0.01%
98,008
+11,083
+13% +$269K
ROCK icon
2140
Gibraltar Industries
ROCK
$1.34B
$2.54M ﹤0.01%
62,994
-351
-0.6% -$13.6K
FORR icon
2141
Forrester Research
FORR
$236M
$2.54M ﹤0.01%
54,001
+6,602
+14% +$318K
KEM
2142
DELISTED
KEMET Corporation
KEM
$2.54M ﹤0.01%
135,024
-13,885
-9% -$243K
GDS icon
2143
GDS Holdings
GDS
$6.69B
$2.53M ﹤0.01%
67,296
+7,522
+13% +$274K
JOBS
2144
DELISTED
51job Inc
JOBS
$2.53M ﹤0.01%
33,490
-1,079
-3% -$86.2K
EMLP icon
2145
First Trust North American Energy Infrastructure Fund
EMLP
$4.15B
$2.53M ﹤0.01%
100,487
-3,380
-3% -$84K
TRTN
2146
DELISTED
Triton International Limited
TRTN
$2.52M ﹤0.01%
77,066
+10,385
+16% +$329K
RUN icon
2147
Sunrun
RUN
$2.11B
$2.52M ﹤0.01%
134,059
-13,790
-9% -$224K
BANC icon
2148
Banc of California
BANC
$2.95B
$2.51M ﹤0.01%
179,738
+2,918
+2% +$41.2K
AABA
2149
DELISTED
Altaba Inc
AABA
$2.51M ﹤0.01%
36,130
+1,224
+4% +$85.7K
GOOD
2150
Gladstone Commercial Corp
GOOD
$630M
$2.5M ﹤0.01%
117,971
+13,416
+13% +$285K
84 85
86
87 88

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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.