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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
SSYS icon
2426
Stratasys
SSYS
$678M
$1.59M ﹤0.01%
54,111
-10,502
-16% -$249K
PRTY
2427
DELISTED
Party City Holdco Inc.
PRTY
$1.59M ﹤0.01%
216,366
+78,402
+57% +$599K
BWG
2428
BrandywineGLOBAL Global Income Opportunities Fund
BWG
$128M
$1.58M ﹤0.01%
134,732
-4,604
-3% -$51.6K
GNC
2429
DELISTED
GNC Holdings, Inc.
GNC
$1.58M ﹤0.01%
1,051,228
-47,948
-4% -$90.9K
BANF icon
2430
BancFirst
BANF
$3.71B
$1.58M ﹤0.01%
28,313
+279
+1% +$15.5K
XOG
2431
DELISTED
Extraction Oil & Gas, Inc. Common Stock
XOG
$1.57M ﹤0.01%
363,292
+52,169
+17% +$223K
MNTV
2432
DELISTED
Momentive Global Inc. Common Stock
MNTV
$1.57M ﹤0.01%
95,210
+5,492
+6% +$93.8K
MFL
2433
DELISTED
BLACKROCK MUNIHOLDINGS INVESTMENT QUALITY FUND
MFL
$1.57M ﹤0.01%
117,957
+85,156
+260% +$1.11M
LAB icon
2434
Standard BioTools
LAB
$252M
$1.56M ﹤0.01%
127,021
-16,257
-11% -$207K
IWO icon
2435
iShares Russell 2000 Growth ETF
IWO
$14.8B
$1.55M ﹤0.01%
7,743
+405
+6% +$80.1K
CWI icon
2436
State Street SPDR MSCI ACWI ex-US ETF
CWI
$2.89B
$1.55M ﹤0.01%
63,536
+8,318
+15% +$201K
BIT icon
2437
BlackRock Multi-Sector Income Trust
BIT
$682M
$1.55M ﹤0.01%
88,730
-98,678
-53% -$1.67M
UPLD icon
2438
Upland Software
UPLD
$13.9M
$1.54M ﹤0.01%
3,393
-1,766
-34% -$809K
MSGN
2439
DELISTED
MSG Networks Inc.
MSGN
$1.54M ﹤0.01%
74,246
-3,059
-4% -$67.1K
LBAI
2440
DELISTED
Lakeland Bancorp Inc
LBAI
$1.54M ﹤0.01%
95,184
+19,812
+26% +$315K
LGTY
2441
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
$1.53M ﹤0.01%
116,574
-119
-0.1% -$1.56K
UMH
2442
UMH Properties
UMH
$1.41B
$1.53M ﹤0.01%
123,300
+18,887
+18% +$254K
EBF icon
2443
Ennis
EBF
$544M
$1.52M ﹤0.01%
74,259
-46,326
-38% -$917K
NPKI
2444
NPK International
NPKI
$1.12B
$1.52M ﹤0.01%
205,427
-14,768
-7% -$114K
PTCT icon
2445
PTC Therapeutics
PTCT
$5.85B
$1.52M ﹤0.01%
33,708
-7,814
-19% -$309K
VCEL icon
2446
Vericel Corp
VCEL
$2.1B
$1.52M ﹤0.01%
80,290
-77,354
-49% -$1.32M
MBUU icon
2447
Malibu Boats
MBUU
$538M
$1.52M ﹤0.01%
39,023
+418
+1% +$16.6K
CBL
2448
DELISTED
CBL& Associates Properties, Inc.
CBL
$1.52M ﹤0.01%
1,457,245
-1,207,735
-45% -$1.4M
HL icon
2449
Hecla Mining
HL
$13.7B
$1.51M ﹤0.01%
838,998
-123,311
-13% -$226K
INGN icon
2450
Inogen
INGN
$146M
$1.51M ﹤0.01%
22,618
+2,153
+11% +$164K
96 97
98
99 100

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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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ACI
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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.