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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
COLL icon
2351
Collegium Pharmaceutical
COLL
$786M
$1.81M ﹤0.01%
137,627
+61,207
+80% +$819K
AZZ icon
2352
AZZ Inc
AZZ
$4.16B
$1.81M ﹤0.01%
39,298
-28,081
-42% -$1.26M
CDNA icon
2353
CareDx
CDNA
$2.58B
$1.81M ﹤0.01%
50,257
+456
+0.9% +$14.6K
EVRI
2354
DELISTED
Everi Holdings
EVRI
$1.81M ﹤0.01%
151,524
+2,490
+2% +$27K
GCP
2355
DELISTED
GCP Applied Technologies Inc.
GCP
$1.81M ﹤0.01%
79,880
-5,966
-7% -$161K
GH icon
2356
Guardant Health
GH
$21.7B
$1.81M ﹤0.01%
20,930
+4,886
+30% +$373K
PEBO icon
2357
Peoples Bancorp
PEBO
$1.43B
$1.8M ﹤0.01%
55,964
+9,783
+21% +$312K
ARQL
2358
DELISTED
Arqule Inc
ARQL
$1.8M ﹤0.01%
+163,698
New +$1.14M
MNR
2359
DELISTED
Monmouth Real Estate Investment Corp
MNR
$1.8M ﹤0.01%
132,986
-2,895
-2% -$39.8K
ALKS icon
2360
Alkermes
ALKS
$7.95B
$1.8M ﹤0.01%
79,850
-29,689
-27% -$814K
NEXA icon
2361
Nexa Resources
NEXA
$1.77B
$1.8M ﹤0.01%
187,710
-998
-0.5% -$10.7K
BEST
2362
DELISTED
BEST Inc. American Depositary Shares, each representing twenty (20) Class A Ordinary Shares
BEST
$1.8M ﹤0.01%
16,314
-106
-0.6% -$11K
TPC
2363
Tutor Perini Cor
TPC
$4.67B
$1.8M ﹤0.01%
129,584
-17,339
-12% -$290K
WLFC icon
2364
Willis Lease Finance
WLFC
$1.13B
$1.79M ﹤0.01%
92,178
-12,171
-12% -$205K
ACAD icon
2365
Acadia Pharmaceuticals
ACAD
$5.02B
$1.79M ﹤0.01%
66,927
+7,289
+12% +$186K
CTT
2366
DELISTED
CATCHMARK TIMBER TRUST, INC.
CTT
$1.79M ﹤0.01%
170,987
+8,836
+5% +$87.9K
SPWR
2367
DELISTED
SunPower Corporation Common Stock
SPWR
$1.78M ﹤0.01%
254,707
+141,653
+125% +$753K
NOMD icon
2368
Nomad Foods
NOMD
$1.66B
$1.78M ﹤0.01%
83,306
+14,689
+21% +$308K
CSFL
2369
DELISTED
CenterState Bank Corporation Common Stock
CSFL
$1.78M ﹤0.01%
77,220
+4,783
+7% +$112K
TY icon
2370
TRI-Continental Corp
TY
$1.89B
$1.77M ﹤0.01%
65,797
+7,477
+13% +$200K
FCBC icon
2371
First Community Bankshares
FCBC
$925M
$1.76M ﹤0.01%
52,278
+1,055
+2% +$35.6K
HTO
2372
H2O America
HTO
$2.66B
$1.76M ﹤0.01%
28,910
-2,596
-8% -$160K
WASH icon
2373
Washington Trust Bancorp
WASH
$753M
$1.75M ﹤0.01%
33,640
+274
+0.8% +$13.9K
PZZA icon
2374
Papa John's
PZZA
$781M
$1.75M ﹤0.01%
39,225
-2,242
-5% -$111K
HVT icon
2375
Haverty Furniture Companies
HVT
$427M
$1.75M ﹤0.01%
102,892
-38,258
-27% -$754K
93 94
95
96 97

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AF
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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.