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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
NODK icon
3151
NI Holdings
NODK
$310M
$245K ﹤0.01%
+13,929
New +$237K
ENZ
3152
DELISTED
Enzo Biochem, Inc.
ENZ
$245K ﹤0.01%
72,653
+41,963
+137% +$148K
FLXN
3153
DELISTED
Flexion Therapeutics, Inc.
FLXN
$245K ﹤0.01%
19,881
+6,413
+48% +$74K
STFC
3154
DELISTED
State Auto Financial Corp
STFC
$245K ﹤0.01%
7,009
-10,531
-60% -$358K
AOSL icon
3155
Alpha and Omega Semiconductor
AOSL
$745M
$244K ﹤0.01%
26,078
-30,325
-54% -$316K
GTE icon
3156
Gran Tierra Energy
GTE
$349M
$244K ﹤0.01%
15,321
+1,340
+10% +$28.5K
USMV icon
3157
iShares MSCI USA Min Vol Factor ETF
USMV
$24.4B
$244K ﹤0.01%
3,960
-2,843
-42% -$171K
ZUO
3158
DELISTED
Zuora, Inc.
ZUO
$244K ﹤0.01%
+15,919
New +$302K
CVLG icon
3159
Covenant Logistics
CVLG
$888M
$242K ﹤0.01%
32,960
+10,686
+48% +$93.5K
BELFB
3160
Bel Fuse Inc Class B
BELFB
$3.59B
$241K ﹤0.01%
14,062
-7,732
-35% -$163K
MOFG
3161
DELISTED
MidWestOne Financial Group
MOFG
$241K ﹤0.01%
8,608
+93
+1% +$2.63K
SCOR icon
3162
Comscore
SCOR
$78.4M
$241K ﹤0.01%
+2,336
New +$500K
SPP
3163
DELISTED
SAPPI LTD ADS(RP 1 0RD SH)
SPP
$240K ﹤0.01%
63,105
-21
-0% -$80
LSAK icon
3164
Lesaka Technologies
LSAK
$396M
$239K ﹤0.01%
59,810
+988
+2% +$3.55K
BREW
3165
DELISTED
Craft Brew Alliance, Inc.
BREW
$237K ﹤0.01%
16,910
+910
+6% +$13K
FXI icon
3166
iShares China Large-Cap ETF
FXI
$4.23B
$236K ﹤0.01%
+5,517
New +$236K
HIX
3167
Western Asset High Income Fund II
HIX
$352M
$236K ﹤0.01%
33,620
-116,184
-78% -$774K
LOGI icon
3168
Logitech
LOGI
$14B
$236K ﹤0.01%
5,932
+43
+0.7% +$1.68K
FOR icon
3169
Forestar Group
FOR
$1.46B
$234K ﹤0.01%
11,976
-2,823
-19% -$52.1K
ORN icon
3170
Orion Group Holdings
ORN
$375M
$234K ﹤0.01%
87,197
-56,147
-39% -$139K
SNCR
3171
DELISTED
Synchronoss Technologies
SNCR
$234K ﹤0.01%
3,284
-2,789
-46% -$157K
GBL
3172
DELISTED
GAMCO Investors, Inc.
GBL
$233K ﹤0.01%
12,131
-3,350
-22% -$65.9K
GDP
3173
DELISTED
Goodrich Petroleum Corporation Common Stock
GDP
$233K ﹤0.01%
17,902
-1,689
-9% -$21.7K
NWPX icon
3174
NWPX Infrastructure Inc
NWPX
$1.08B
$232K ﹤0.01%
+9,003
New +$223K
BHB icon
3175
Bar Harbor Bankshares
BHB
$661M
$231K ﹤0.01%
+8,691
New +$223K
125 126
127
128 129

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NIPH
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AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
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.