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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
MSTR icon
2051
Strategy Inc
MSTR
$50.6B
$2.9M ﹤0.01%
202,290
+940
+0.5% +$13.3K
ROKU icon
2052
Roku
ROKU
$23.4B
$2.9M ﹤0.01%
31,981
+14,932
+88% +$1.2M
HPP
2053
Hudson Pacific Properties
HPP
$713M
$2.89M ﹤0.01%
12,402
+574
+5% +$138K
SCHX icon
2054
Schwab US Large- Cap ETF
SCHX
$74.3B
$2.88M ﹤0.01%
246,648
-103,728
-30% -$1.19M
TWOU
2055
DELISTED
2U Inc
TWOU
$2.88M ﹤0.01%
2,555
+251
+11% +$370K
RBA icon
2056
RB Global
RBA
$15.9B
$2.88M ﹤0.01%
86,742
+493
+0.6% +$16.9K
AGM icon
2057
Federal Agricultural Mortgage
AGM
$2.4B
$2.88M ﹤0.01%
39,573
-4,043
-9% -$298K
PEGI
2058
DELISTED
Pattern Energy Group Inc. Class A
PEGI
$2.87M ﹤0.01%
124,447
-20,333
-14% -$455K
CTBI icon
2059
Community Trust Bancorp
CTBI
$1.39B
$2.87M ﹤0.01%
67,905
+2,730
+4% +$113K
DX
2060
Dynex Capital
DX
$3.2B
$2.87M ﹤0.01%
171,411
-38,222
-18% -$673K
SLCA
2061
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$2.87M ﹤0.01%
224,253
+12,257
+6% +$167K
DENN
2062
DELISTED
Denny's
DENN
$2.86M ﹤0.01%
139,524
-60,957
-30% -$1.17M
PEI
2063
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
$2.85M ﹤0.01%
29,205
+4,760
+19% +$463K
HTLD icon
2064
Heartland Express
HTLD
$942M
$2.84M ﹤0.01%
157,413
-27,889
-15% -$533K
ZIXI
2065
DELISTED
Zix Corporation
ZIXI
$2.84M ﹤0.01%
312,645
+247,656
+381% +$2.16M
CWEN icon
2066
Clearway Energy Class C
CWEN
$6.52B
$2.84M ﹤0.01%
168,409
-710
-0.4% -$11.2K
SXC icon
2067
SunCoke Energy
SXC
$862M
$2.84M ﹤0.01%
319,404
+38,562
+14% +$318K
SCSC icon
2068
Scansource
SCSC
$1.15B
$2.83M ﹤0.01%
87,010
-50,278
-37% -$1.71M
WLH
2069
DELISTED
WILLIAM LYON HOMES
WLH
$2.83M ﹤0.01%
155,089
-3,872
-2% -$69.8K
CMRE icon
2070
Costamare
CMRE
$1.86B
$2.82M ﹤0.01%
550,312
-33,806
-6% -$185K
SMP icon
2071
Standard Motor Products
SMP
$827M
$2.81M ﹤0.01%
62,045
+4,099
+7% +$196K
INF
2072
DELISTED
BROOKFIELD GLOBAL LISTED INFRASTRUCTURE INCOME FUND INC.
INF
$2.81M ﹤0.01%
219,695
+22,995
+12% +$286K
PDLI
2073
DELISTED
PDL BioPharma, Inc.
PDLI
$2.81M ﹤0.01%
894,675
-239,776
-21% -$778K
EGHT icon
2074
8x8 Inc
EGHT
$287M
$2.8M ﹤0.01%
116,359
+3,205
+3% +$74.6K
BFS
2075
Saul Centers
BFS
$822M
$2.8M ﹤0.01%
49,823
-39
-0.1% -$2.12K
81 82
83
84 85

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AF
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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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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.