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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
EAF icon
2301
GrafTech
EAF
$193M
$1.98M ﹤0.01%
17,226
+2,910
+20% +$341K
TYPE
2302
DELISTED
Monotype Imaging Holdings Inc.
TYPE
$1.98M ﹤0.01%
117,518
-279
-0.2% -$4.97K
STMP
2303
DELISTED
Stamps.com, Inc.
STMP
$1.98M ﹤0.01%
43,713
+17,638
+68% +$1.01M
RUTH
2304
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
$1.96M ﹤0.01%
86,367
-36,663
-30% -$896K
HLIO icon
2305
Helios Technologies
HLIO
$2.41B
$1.96M ﹤0.01%
42,202
+2,038
+5% +$95.2K
CNR
2306
Core Natural Resources Inc
CNR
$5.01B
$1.95M ﹤0.01%
73,406
-9,491
-11% -$284K
ATRI
2307
DELISTED
Atrion Corp
ATRI
$1.95M ﹤0.01%
2,290
-4
-0.2% -$3.53K
DMC
2308
Del Monte Corp
DMC
$1.5B
$1.95M ﹤0.01%
72,191
+13,725
+23% +$375K
TTGT icon
2309
TechTarget
TTGT
$281M
$1.94M ﹤0.01%
91,492
-5,966
-6% -$111K
RMR icon
2310
The RMR Group
RMR
$332M
$1.94M ﹤0.01%
41,350
+8,564
+26% +$461K
TEO icon
2311
Telecom Argentina
TEO
$5.63B
$1.94M ﹤0.01%
109,917
-75,126
-41% -$1.15M
DCO icon
2312
Ducommun
DCO
$2.66B
$1.94M ﹤0.01%
43,017
+15,093
+54% +$677K
SNAP icon
2313
Snap
SNAP
$9.18B
$1.94M ﹤0.01%
135,470
+87,471
+182% +$1.07M
DBX icon
2314
Dropbox
DBX
$7.76B
$1.93M ﹤0.01%
77,201
+63,599
+468% +$1.47M
ALX
2315
Alexander's
ALX
$1.38B
$1.93M ﹤0.01%
5,218
-321
-6% -$122K
LKFN icon
2316
Lakeland Financial Corp
LKFN
$1.48B
$1.93M ﹤0.01%
41,127
+7,563
+23% +$353K
HMHC
2317
DELISTED
Houghton Mifflin Harcourt Company
HMHC
$1.91M ﹤0.01%
332,359
-68,337
-17% -$453K
LNN icon
2318
Lindsay Corp
LNN
$1.16B
$1.91M ﹤0.01%
23,254
+831
+4% +$69.6K
CIO
2319
DELISTED
City Office REIT
CIO
$1.91M ﹤0.01%
159,341
-20,981
-12% -$247K
NTNX icon
2320
Nutanix
NTNX
$18.7B
$1.91M ﹤0.01%
73,551
-3,822
-5% -$133K
CAMP
2321
DELISTED
CalAmp Corp.
CAMP
$1.91M ﹤0.01%
7,094
-3,419
-33% -$963K
TEN
2322
Tsakos Energy Navigation Ltd
TEN
$1.28B
$1.9M ﹤0.01%
115,684
-32,312
-22% -$519K
TAST
2323
DELISTED
Carrols Restaurant Group, Inc.
TAST
$1.9M ﹤0.01%
210,605
-30,392
-13% -$279K
EXTN
2324
DELISTED
Exterran Corporation
EXTN
$1.9M ﹤0.01%
133,647
+54,723
+69% +$803K
BSTC
2325
DELISTED
BioSpecifics Technologies Corp.
BSTC
$1.9M ﹤0.01%
31,804
+3,258
+11% +$205K
91 92
93
94 95

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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.