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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
BOX icon
1926
Box
BOX
$4.8B
$3.48M ﹤0.01%
197,804
+9,962
+5% +$191K
TBBK icon
1927
The Bancorp
TBBK
$2.68B
$3.48M ﹤0.01%
390,060
-38,844
-9% -$357K
DEA
1928
Easterly Government Properties
DEA
$1.17B
$3.47M ﹤0.01%
76,615
+20,266
+36% +$923K
CALM icon
1929
Cal-Maine
CALM
$3.75B
$3.47M ﹤0.01%
83,128
+12,795
+18% +$527K
EBIX
1930
DELISTED
Ebix Inc
EBIX
$3.47M ﹤0.01%
69,010
+16,360
+31% +$813K
RUSHA icon
1931
Rush Enterprises Class A
RUSHA
$8.27B
$3.45M ﹤0.01%
212,830
-20,011
-9% -$350K
SSB icon
1932
SouthState Bank Corp
SSB
$10.3B
$3.45M ﹤0.01%
46,822
+1,623
+4% +$117K
ZNH
1933
DELISTED
China Southern Airlines Company Limited
ZNH
$3.45M ﹤0.01%
100,525
+7,120
+8% +$273K
PRO
1934
DELISTED
PROS Holdings
PRO
$3.45M ﹤0.01%
54,510
-16,359
-23% -$861K
TPH
1935
DELISTED
Tri Pointe Homes
TPH
$3.44M ﹤0.01%
287,836
-22,430
-7% -$292K
MATV icon
1936
Mativ Holdings
MATV
$669M
$3.44M ﹤0.01%
103,761
-10,988
-10% -$372K
UHT
1937
Universal Health Realty Income Trust
UHT
$576M
$3.44M ﹤0.01%
40,545
-294
-0.7% -$24.2K
CHCO icon
1938
City Holding Co
CHCO
$2.01B
$3.44M ﹤0.01%
45,121
-255
-0.6% -$19.6K
CDE icon
1939
Coeur Mining
CDE
$21.7B
$3.44M ﹤0.01%
791,862
+282,221
+55% +$993K
GHDX
1940
DELISTED
Genomic Health, Inc.
GHDX
$3.43M ﹤0.01%
59,042
-8,063
-12% -$478K
CHA
1941
DELISTED
China Telecom Corporation, LTD
CHA
$3.43M ﹤0.01%
68,613
+2,225
+3% +$114K
MEOH icon
1942
Methanex
MEOH
$4.46B
$3.43M ﹤0.01%
75,460
+10,620
+16% +$533K
ORIT
1943
DELISTED
Oritani Financial Corp. New
ORIT
$3.42M ﹤0.01%
192,895
-32,099
-14% -$537K
RSX
1944
DELISTED
VanEck Russia ETF
RSX
$3.42M ﹤0.01%
144,725
– –
CIR
1945
DELISTED
CIRCOR International, Inc
CIR
$3.42M ﹤0.01%
74,247
+14,705
+25% +$569K
XLY icon
1946
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.1B
$3.41M ﹤0.01%
57,260
+12,294
+27% +$719K
UBA
1947
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
$3.41M ﹤0.01%
162,241
-11,031
-6% -$239K
IIPR icon
1948
Innovative Industrial Properties
IIPR
$1.55B
$3.41M ﹤0.01%
27,562
+5,349
+24% +$490K
BRSL
1949
Brightstar Lottery PLC
BRSL
$2.11B
$3.4M ﹤0.01%
262,257
+15,364
+6% +$209K
ALEX
1950
DELISTED
Alexander & Baldwin
ALEX
$3.4M ﹤0.01%
147,184
+4,435
+3% +$105K
76 77
78
79 80

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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.