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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
SCHH icon
2526
Schwab US REIT ETF
SCHH
$11.3B
$1.28M ﹤0.01%
57,614
-576
-1% -$12.9K
REX icon
2527
REX American Resources
REX
$1.36B
$1.28M ﹤0.01%
105,288
-20,010
-16% -$262K
CTWS
2528
DELISTED
Connecticut Water Service Inc
CTWS
$1.28M ﹤0.01%
18,301
-480
-3% -$33.2K
RESI
2529
DELISTED
Front Yard Residential Corporation Common Stock
RESI
$1.28M ﹤0.01%
104,445
-3,833
-4% -$41.5K
FIZZ icon
2530
National Beverage
FIZZ
$3.05B
$1.27M ﹤0.01%
57,142
+24,834
+77% +$639K
ORC
2531
Orchid Island Capital
ORC
$1.33B
$1.27M ﹤0.01%
40,064
+10,631
+36% +$345K
RARE icon
2532
Ultragenyx Pharmaceutical
RARE
$2.52B
$1.27M ﹤0.01%
20,006
+705
+4% +$44.9K
UEIC icon
2533
Universal Electronics
UEIC
$58.2M
$1.27M ﹤0.01%
30,918
+3,819
+14% +$153K
NVRO
2534
DELISTED
NEVRO CORP.
NVRO
$1.27M ﹤0.01%
19,561
-11,034
-36% -$687K
LION
2535
DELISTED
Fidelity Southern Corporation
LION
$1.27M ﹤0.01%
40,936
-15,371
-27% -$448K
IJS icon
2536
iShares S&P Small-Cap 600 Value ETF
IJS
$8.28B
$1.26M ﹤0.01%
17,002
-1,834
-10% -$136K
CPLG
2537
DELISTED
CorePoint Lodging Inc. Common Stock
CPLG
$1.26M ﹤0.01%
101,728
-13,149
-11% -$166K
SPPI
2538
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
$1.26M ﹤0.01%
146,075
+25,430
+21% +$227K
EFSC icon
2539
Enterprise Financial Services Corp
EFSC
$2.3B
$1.26M ﹤0.01%
30,200
-24,779
-45% -$1.04M
EPM icon
2540
Evolution Petroleum
EPM
$131M
$1.25M ﹤0.01%
175,588
-10,721
-6% -$72.4K
HTB
2541
HomeTrust Bancshares
HTB
$776M
$1.25M ﹤0.01%
49,932
+11,846
+31% +$298K
VNDA icon
2542
Vanda Pharmaceuticals
VNDA
$320M
$1.25M ﹤0.01%
88,914
+28,135
+46% +$448K
BAND
2543
Bandwidth Inc
BAND
$1.58B
$1.25M ﹤0.01%
16,694
-1,553
-9% -$113K
AMAG
2544
DELISTED
AMAG Pharmaceuticals
AMAG
$1.25M ﹤0.01%
125,375
-35,923
-22% -$388K
CCS icon
2545
Century Communities
CCS
$1.97B
$1.25M ﹤0.01%
46,974
-1,868
-4% -$49.5K
GPRE icon
2546
Green Plains
GPRE
$1.03B
$1.25M ﹤0.01%
115,755
-10,906
-9% -$162K
ROAD icon
2547
Construction Partners
ROAD
$6.25B
$1.25M ﹤0.01%
82,917
+614
+0.7% +$8.01K
DFIN icon
2548
Donnelley Financial Solutions
DFIN
$1.19B
$1.24M ﹤0.01%
93,226
-24,077
-21% -$340K
OPY icon
2549
Oppenheimer Holdings
OPY
$1.27B
$1.24M ﹤0.01%
45,355
-1,043
-2% -$27.1K
SCHD icon
2550
Schwab US Dividend Equity ETF
SCHD
$111B
$1.23M ﹤0.01%
69,777
+399
+0.6% +$7.02K
100 101
102
103 104

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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.