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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
CAL icon
2176
Caleres
CAL
$419M
$2.41M ﹤0.01%
121,185
-12,590
-9% -$291K
PATK icon
2177
Patrick Industries
PATK
$2.68B
$2.41M ﹤0.01%
73,611
+2,289
+3% +$71.7K
UFCS icon
2178
United Fire Group
UFCS
$1.39B
$2.41M ﹤0.01%
49,664
+846
+2% +$38.7K
AMWD
2179
DELISTED
American Woodmark
AMWD
$2.4M ﹤0.01%
28,416
-1,304
-4% -$110K
KYNB
2180
Kyntra Bio
KYNB
$32.5M
$2.39M ﹤0.01%
2,116
-494
-19% -$541K
BB icon
2181
BlackBerry
BB
$4.78B
$2.39M ﹤0.01%
319,947
+25,889
+9% +$225K
WMK icon
2182
Weis Markets
WMK
$1.76B
$2.39M ﹤0.01%
65,561
+4,258
+7% +$167K
BGG
2183
DELISTED
Briggs & Stratton Corp.
BGG
$2.39M ﹤0.01%
233,032
+39,612
+20% +$446K
INSM icon
2184
Insmed
INSM
$25.9B
$2.38M ﹤0.01%
93,116
+31,598
+51% +$880K
SPTN
2185
DELISTED
SpartanNash
SPTN
$2.38M ﹤0.01%
203,748
+3,611
+2% +$51.5K
RST
2186
DELISTED
ROSETTA STONE INC
RST
$2.37M ﹤0.01%
103,605
+50,457
+95% +$1.21M
ESV
2187
DELISTED
Ensco Rowan plc
ESV
$2.37M ﹤0.01%
277,458
+185,701
+202% +$2.15M
TRTX
2188
TPG RE Finance Trust
TRTX
$593M
$2.36M ﹤0.01%
122,339
+8,055
+7% +$158K
GBT
2189
DELISTED
Global Blood Therapeutics, Inc.
GBT
$2.36M ﹤0.01%
44,866
+34,541
+335% +$1.98M
KAI icon
2190
Kadant
KAI
$3.57B
$2.36M ﹤0.01%
25,958
-4,766
-16% -$428K
BJRI icon
2191
BJ's Restaurants
BJRI
$1.39B
$2.35M ﹤0.01%
53,541
-13,086
-20% -$599K
MLNX
2192
DELISTED
Mellanox Technologies, Ltd.
MLNX
$2.35M ﹤0.01%
21,251
-5,269
-20% -$607K
RTLR
2193
DELISTED
Rattler Midstream LP Common Units
RTLR
$2.34M ﹤0.01%
+120,829
New +$2.31M
BTT icon
2194
BlackRock Municipal 2030 Target Term Trust
BTT
$1.44B
$2.34M ﹤0.01%
100,812
-2,876
-3% -$65.2K
CUBI icon
2195
Customers Bancorp
CUBI
$2.65B
$2.34M ﹤0.01%
111,524
+589
+0.5% +$12.3K
LBRDA
2196
DELISTED
Liberty Broadband Class A
LBRDA
$2.34M ﹤0.01%
22,765
-51
-0.2% -$5.01K
NXRT
2197
NexPoint Residential Trust
NXRT
$602M
$2.34M ﹤0.01%
56,540
-8,833
-14% -$345K
VECO icon
2198
Veeco
VECO
$2.71B
$2.34M ﹤0.01%
191,552
+40,285
+27% +$488K
ECOL
2199
DELISTED
US Ecology, Inc.
ECOL
$2.34M ﹤0.01%
39,292
+2,904
+8% +$171K
SYNA icon
2200
Synaptics
SYNA
$3.72B
$2.34M ﹤0.01%
80,161
-1,682
-2% -$54.9K
86 87
88
89 90

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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.