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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
NHY
1376
DELISTED
NORSK HYDRO A. S. ADR
NHY
$7.87M 0.01%
2,186,108
+810,259
+59% +$2.92M
CNDT icon
1377
Conduent
CNDT
$267M
$7.86M 0.01%
819,769
-89,950
-10% -$973K
HMSY
1378
DELISTED
HMS Holdings Corp.
HMSY
$7.86M 0.01%
242,500
+26,527
+12% +$811K
CMPR icon
1379
Cimpress
CMPR
$2.17B
$7.82M 0.01%
85,993
+15,676
+22% +$1.41M
NWBI icon
1380
Northwest Bancshares
NWBI
$2.25B
$7.79M 0.01%
442,116
+10,825
+3% +$186K
PRKS icon
1381
United Parks & Resorts
PRKS
$1.93B
$7.79M 0.01%
251,153
-45,960
-15% -$1.26M
VTI icon
1382
Vanguard Morningstar Total Stock Market ETF
VTI
$687B
$7.79M 0.01%
51,872
+1,374
+3% +$202K
OC icon
1383
Owens Corning
OC
$11.3B
$7.75M 0.01%
133,216
+1,103
+0.8% +$56.3K
HELE icon
1384
Helen of Troy
HELE
$667M
$7.75M 0.01%
59,348
+6,511
+12% +$852K
HR icon
1385
Healthcare Realty
HR
$6.51B
$7.75M 0.01%
282,386
+22,991
+9% +$647K
EBS icon
1386
Emergent Biosolutions
EBS
$303M
$7.74M 0.01%
160,231
-63,838
-28% -$3.06M
AAT
1387
American Assets Trust
AAT
$1.38B
$7.74M 0.01%
164,210
-8,479
-5% -$390K
VRE
1388
DELISTED
Veris Residential
VRE
$7.72M 0.01%
331,317
+26,976
+9% +$619K
HOMB icon
1389
Home BancShares
HOMB
$5.93B
$7.71M 0.01%
400,326
+48,500
+14% +$904K
BKE icon
1390
Buckle
BKE
$2.24B
$7.71M 0.01%
445,270
+31,188
+8% +$548K
SCS
1391
DELISTED
Steelcase
SCS
$7.7M 0.01%
450,111
-4,659
-1% -$77.6K
SAIC icon
1392
Saic
SAIC
$5.33B
$7.69M 0.01%
88,799
-1,570
-2% -$123K
BTZ icon
1393
BlackRock Credit Allocation Income Trust
BTZ
$946M
$7.68M 0.01%
592,447
+17,546
+3% +$223K
CSII
1394
DELISTED
Cardiovascular Systems, Inc.
CSII
$7.68M 0.01%
178,927
+34,146
+24% +$1.33M
CLGX
1395
DELISTED
Corelogic, Inc.
CLGX
$7.67M 0.01%
183,285
+22,589
+14% +$921K
WUBA
1396
DELISTED
58.com Inc
WUBA
$7.67M 0.01%
123,305
+43,229
+54% +$2.79M
SHOO icon
1397
Steven Madden
SHOO
$3.24B
$7.66M 0.01%
225,680
-2,700
-1% -$88.8K
DRH icon
1398
Diamondrock Hospitality Co
DRH
$2.6B
$7.65M 0.01%
739,903
-13,158
-2% -$139K
COWN
1399
DELISTED
Cowen Inc. Class A Common Stock
COWN
$7.64M 0.01%
444,540
-13,894
-3% -$224K
BYD icon
1400
Boyd Gaming
BYD
$5.77B
$7.63M 0.01%
283,340
-621
-0.2% -$17K
54 55
56
57 58

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MCM
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PSUF
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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.