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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
AGX icon
2826
Argan
AGX
$5.86B
$622K ﹤0.01%
15,339
+3,183
+26% +$149K
JPI
2827
DELISTED
Nuveen Preferred Securities & Income Opportunities Fund
JPI
$622K ﹤0.01%
26,281
+7,450
+40% +$173K
OMER icon
2828
Omeros
OMER
$1.35B
$621K ﹤0.01%
39,578
+4,842
+14% +$86.9K
PBYI icon
2829
Puma Biotechnology
PBYI
$468M
$621K ﹤0.01%
48,895
-60,174
-55% -$1.39M
CECO icon
2830
Ceco Environmental
CECO
$4.08B
$620K ﹤0.01%
64,701
+13,206
+26% +$113K
CBPX
2831
DELISTED
CONTINENTAL BUILDING PRODUCTS, INC.
CBPX
$619K ﹤0.01%
23,292
-16,666
-42% -$419K
NYRT
2832
DELISTED
New York REIT, Inc.
NYRT
$619K ﹤0.01%
28,956
– –
MG icon
2833
Mistras Group
MG
$589M
$615K ﹤0.01%
42,830
+16,299
+61% +$224K
HLI icon
2834
Houlihan Lokey
HLI
$9.3B
$609K ﹤0.01%
13,670
+1,554
+13% +$72.6K
TBNK
2835
DELISTED
Territorial Bancorp Inc.
TBNK
$608K ﹤0.01%
19,679
-255
-1% -$7.18K
TPHS
2836
DELISTED
Trinity Place Holdings Inc.com
TPHS
$608K ﹤0.01%
153,918
+87,719
+133% +$358K
FPI
2837
Farmland Partners
FPI
$447M
$604K ﹤0.01%
85,738
-6,129
-7% -$39.7K
SNDA icon
2838
Sonida Senior Living
SNDA
$1.8B
$603K ﹤0.01%
7,994
-744
-9% -$46.8K
IRS
2839
IRSA Inversiones y Representaciones
IRS
$1.24B
$601K ﹤0.01%
60,797
-24,429
-29% -$236K
LL
2840
DELISTED
LL Flooring Holdings, Inc.
LL
$601K ﹤0.01%
52,026
+6,970
+15% +$78.5K
ESTE
2841
DELISTED
Earthstone Energy Inc. Class A Common Stock
ESTE
$598K ﹤0.01%
97,636
+24,169
+33% +$158K
SWBI icon
2842
Smith & Wesson
SWBI
$573M
$593K ﹤0.01%
85,685
-1,028
-1% -$7.28K
BRY
2843
DELISTED
Berry Corp
BRY
$592K ﹤0.01%
55,862
+8,473
+18% +$96K
DCPH
2844
DELISTED
Deciphera Pharmaceuticals, Inc. Common Stock
DCPH
$592K ﹤0.01%
26,236
+2,922
+13% +$68.4K
ARCE
2845
DELISTED
Arco Platform Limited Class A Common Shares
ARCE
$591K ﹤0.01%
13,507
+6,588
+95% +$244K
TCS
2846
DELISTED
THE CONTAINER STORE GROUP, INC.
TCS
$590K ﹤0.01%
5,374
-1,017
-16% -$123K
YEXT icon
2847
Yext
YEXT
$693M
$589K ﹤0.01%
29,311
+6,476
+28% +$133K
PKW icon
2848
Invesco BuyBack Achievers ETF
PKW
$1.8B
$588K ﹤0.01%
9,385
-154
-2% -$9.49K
CYOU
2849
DELISTED
Changyou.com Limited American Depositary Share
CYOU
$588K ﹤0.01%
61,197
+41,108
+205% +$634K
HPR
2850
DELISTED
HighPoint Resources Corporation
HPR
$587K ﹤0.01%
6,447
+1,960
+44% +$218K
112 113
114
115 116

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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.